{"title":"次级抵押贷款危机对宏观经济和资本市场的影响","authors":"H. Umar","doi":"10.35592/JRB.V1I1.4","DOIUrl":null,"url":null,"abstract":"The research aimed to find the relationship among customer price index, exchange rate, the world price of oil and mining sector index as a result of the subprime mortgage crisis, and to determine the impact of the sub-prime mortgage crisis on the relationship among macro economic variables. The data used in the period January 2000 to April 2013. The analytical tool used are the Vector Autoregression (VAR), impulse response function (IRF) and variance decomposition (VD). This study found that 1) there is a relationship among customer price index, exchange rate, the world price of oil and mining sector index, but no cointergation among them, 2) there is an impact of sub-prime mortgage crisis on relationship among macro economic variables examined.","PeriodicalId":383717,"journal":{"name":"JRB-Jurnal Riset Bisnis","volume":"59 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2017-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Dampak Krisis Sub-Prime Mortgage Terhadap Ekonomi Makro Dan Pasar Modal di Indonesia\",\"authors\":\"H. Umar\",\"doi\":\"10.35592/JRB.V1I1.4\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The research aimed to find the relationship among customer price index, exchange rate, the world price of oil and mining sector index as a result of the subprime mortgage crisis, and to determine the impact of the sub-prime mortgage crisis on the relationship among macro economic variables. The data used in the period January 2000 to April 2013. The analytical tool used are the Vector Autoregression (VAR), impulse response function (IRF) and variance decomposition (VD). This study found that 1) there is a relationship among customer price index, exchange rate, the world price of oil and mining sector index, but no cointergation among them, 2) there is an impact of sub-prime mortgage crisis on relationship among macro economic variables examined.\",\"PeriodicalId\":383717,\"journal\":{\"name\":\"JRB-Jurnal Riset Bisnis\",\"volume\":\"59 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2017-12-05\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"JRB-Jurnal Riset Bisnis\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.35592/JRB.V1I1.4\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"JRB-Jurnal Riset Bisnis","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.35592/JRB.V1I1.4","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Dampak Krisis Sub-Prime Mortgage Terhadap Ekonomi Makro Dan Pasar Modal di Indonesia
The research aimed to find the relationship among customer price index, exchange rate, the world price of oil and mining sector index as a result of the subprime mortgage crisis, and to determine the impact of the sub-prime mortgage crisis on the relationship among macro economic variables. The data used in the period January 2000 to April 2013. The analytical tool used are the Vector Autoregression (VAR), impulse response function (IRF) and variance decomposition (VD). This study found that 1) there is a relationship among customer price index, exchange rate, the world price of oil and mining sector index, but no cointergation among them, 2) there is an impact of sub-prime mortgage crisis on relationship among macro economic variables examined.
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