Ditemukan 2 dokumen yang sesuai dengan query
Solikin M. Juhro, author
ABSTRACT
We develop a financial condition index (FCI) and examine the effects of monetarypolicy on financial conditions in Indonesia. We show that our FCI tracks financialconditions quite well because it captures key financial events (the Asian financialcrisis of 1997 - 1998, the Indonesian banking crisis, and the global financial crisis andits...
Jakarta: Bank Indonesia Insitute , 2019
332 BEMP 21:3 (2019)
Artikel Jurnal Universitas Indonesia Library
Solikin M. Juhro, author
We examine the usefulness of large-scale inflation forecasting models in Indonesia within an inflation-targeting framework. Using a dynamic model averaging approach to address three issues the policymaker faces when forecasting inflation, namely, parameter, predictor, and model uncertainties, we show that large-scale models have significant payoffs. Our in-sample forecasts suggest that...
Jakarta: Bank Indonesia Institute, 2019
332 BEMP 22:4 (2019)
Artikel Jurnal Universitas Indonesia Library
