Small macroeconomic model : modelling and forecasting for monetary and fiscal policies in Indonesia
Heryanah;
(Kementerian Keuangan Republik Indonesia, 2015)
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This paper constructed a small macro econometric model of Indonesia using annual timeseries data from 1986 to 2011. The model consists of 6 behavior, 1 identity equations, 7 endogenous and 5 exogenous variables. The model is generated by using simultaneousequationsimulation and the Two Stage Least Square (TSLS) technique.Then the dynamicsimulation of the whole model is performed. The performance of the model on thehistorical data is evaluated based on Root Mean Square Percentage Error (RMSPE).Fiscaland monetary policies are simulated in order to develop the multiplier. Finally,forecasting is generated to identify the future economic performance of Indonesia. |
No. Panggil : | 336 JBPPK 8:1 (2015) |
Entri utama-Nama orang : | |
Subjek : | |
Penerbitan : | [Place of publication not identified]: Kementerian Keuangan Republik Indonesia, 2015 |
Sumber Pengatalogan : | LibUI indeng rda |
ISSN : | 20853785 |
Majalah/Jurnal : | Jurnal BPPK |
Volume : | 8 (1) 2015. Hal. : 77-88 |
Tipe Konten : | journal |
Tipe Media : | unmediated |
Tipe Carrier : | volume (rdacerrier) |
Akses Elektronik : | www.bppk.depkeu.go.id / jurnalbppk@gmail.com |
Institusi Pemilik : | perpustakaan Universitas Indonesia |
Lokasi : | perpustakaan UI, Lantai 4 (R. koleksi jurnal) |
No. Panggil | No. Barkod | Ketersediaan |
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336 JBPPK 8:1 (2015) | TERSEDIA |
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