疫情冲击与宏观金融政策应对：一个估计的印尼DSGE-VAR模型

Q2 Economics, Econometrics and Finance

Buletin Ekonomi Moneter dan Perbankan Pub Date : 2022-11-30 DOI:10.21098/bmeb.v25i3.1981

Advis Budiman, Sugiharso Safuan, Solikin M. Juhro, F. Kacaribu

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引用次数: 2

摘要

本文试图研究政策组合对应对新冠肺炎大流行的影响。我们采用新凯恩斯主义动态随机一般均衡（DSGE）框架和Del Negro等人（2007）的方法来估计模型。我们通过考虑实际和金融联系以及其他市场缺陷来调查印度尼西亚政策组合的有效性。我们打算通过使用印尼的具体因素模拟每个政策选项并进行比较，来分析和评估货币、财政和宏观审慎政策的充分性。我们的研究结果表明，政策组合对加速经济复苏有更大的影响，但不一定会导致稳定的通货膨胀。

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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PANDEMIC SHOCKS AND MACRO-FINANCIAL POLICY RESPONSES: AN ESTIMATED DSGE-VAR MODEL FOR INDONESIA

This paper attempts to investigate the impact of policy mix in dealing with the COVID-19 pandemic. We employ the New Keynesian Dynamic Stochastic General Equilibrium (DSGE) framework and the Del Negro et al. (2007) approach to estimate the model. We investigate the effectiveness of policy mix in Indonesia by taking into account real and financial linkages, as well as other market imperfections. We intend to analyze and evaluate the adequacy of monetary, fiscal, and macroprudential policy by simulating each policy option using Indonesian-specific factors and comparing them. Our findings show that policy mix has a greater impact on accelerating economic recovery but does not necessarily lead to anchor inflation.

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来源期刊

Buletin Ekonomi Moneter dan Perbankan Economics, Econometrics and Finance-Finance

CiteScore

2.20

自引率

0.00%

发文量

审稿时长

5 weeks