Relationship between inflation, exchange rate and money supply in Indonesia using threshold vector autoregressive (TVAR)
Author(s) -
Risni Julaeni Yuhan,
Gama Putra Danu Sohibien
Publication year - 2018
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
SCImago Journal Rank - 0.177
H-Index - 75
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.5054532
Subject(s) - autoregressive model , vector autoregression , inflation (cosmology) , economics , exchange rate , econometrics , money supply , depreciation (economics) , lag , monetary policy , monetary economics , computer science , microeconomics , profit (economics) , computer network , physics , capital formation , financial capital , theoretical physics
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