Model Deteksi Krisis Indonesia dengan Indikator Suku Bunga Simpanan Riil
Abstract
Keywords
Full Text:
PDFReferences
Dwi, R.A. 2001. Analisis Makro Kinerja Pasar Modal Indonesia dengan Pendekatan Error Correction Model (ECM). Jurnal Ekonomi Pembangunan Kajian Ekonomi Negara Berkembang Hal 13-32
Gujarati, D.N. 2003. Basic Econometrics 4th Edition. New York: McGrawHill.
Hamilton, J.D. 1989. A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. Econometrica Vol. 57. No. 2. pp. 357-384.
Kim, C.J. and Nelson, C.R., State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Application. The MIT Press, London, 1999.
Sugiyanto. Zukhronah, E. dan Setianingrum, M. 2018. The Detection of Financial Crisis Using Combination of Volatility and Markov Switching Models Based on Real Output, Domestic Credit per GDP, and ICI indicators. Journal of Physics: Conference Series Vol. 1025. No. 012115
Tsay, R.S. 2002. Analysis of Financial Time Series. Canada: John Wiley and Sons Inc.
Muhammad, M.2014. Kointegrasi dan Estimasi ECM pada Data Time Series. Jurnal Konvergensi Vol 4 No 1.
Rosadi, D. 2010. Analisis Ekonometrika & Runtun Waktu Terapan dengan R. Yogyakarta: Andi Yogyakarta.
Wahyudi, Y.2013. Pendekatan Early Warning Signals untuk Krisis Mata Uang Indonesia. Fakultas
DOI: https://doi.org/10.31334/bijak.v16i2.510
Refbacks
- There are currently no refbacks.
Copyright (c) 2019 Majalah Ilmiah Bijak
This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
View My Stats
ISSN 1411-0830 (Media Cetak) 2621-749X (Media Online)
Email : [email protected] / [email protected]
Website: http://ojs.stiami.ac.id/index.php/bijak/index
INDEKS BY:
|