印尼货币需求分析:svar方法

Jurnal REP (Riset Ekonomi Pembangunan) Pub Date : 2021-04-01 DOI:10.31002/REP.V6I1.3677

Reza Ananda Putra, Mahrus Lutfi Adi Kurniawan

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引用次数: 1

摘要

本研究旨在分析印尼货币需求对收入、通货膨胀和利率等宏观经济变量冲击的反应。该研究使用了2008年的时间序列数据:第一季度至2019年;Q4采用SVAR方法。结果表明，货币需求对收入冲击的反应是积极的，而对通货膨胀和利率冲击的反应是消极的。收入变量是不稳定的，与通货膨胀和利率相比，它对货币需求的贡献最大。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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MONEY DEMAND ANALYSIS IN INDONESIA: THE SVAR APPROACH

This study aims to analyze the response of demand for money to shocks in macroeconomic variables such as income, inflation and interest rates in Indonesia. The study used time-series data from 2008: Q1 - 2019; Q4 with SVAR approach. Based on the result there was a positive response from money demand to income shocks but a negative response to inflation and interest rate shocks. Income variable is volatile and contributes the most to money demand compared to inflation and interest rates.

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Jurnal REP (Riset Ekonomi Pembangunan)

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