Menguji keberadaan structural breaks pada transmisi kebijakan moneter di Indonesia | Zendy

Imronjana Syapriatama | Zendy; Intan Kusuma Pratiwi | Zendy

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Menguji keberadaan structural breaks pada transmisi kebijakan moneter di Indonesia

Author(s) -

Imronjana Syapriatama,

Intan Kusuma Pratiwi

Publication year - 2019

Publication title -

journal of enterprise and development

Language(s) - English

Resource type - Journals

eISSN - 2715-3118

pISSN - 2685-8258

DOI - 10.20414/jed.v1i02.969

Subject(s) - vector autoregression , economics , inflation (cosmology) , structural break , transmission (telecommunications) , econometrics , order (exchange) , structural vector autoregression , monetary economics , monetary policy , physics , computer science , telecommunications , finance , theoretical physics

Purpose — This paper investigates the presence of structural breaks in order to determine the regime shift in case of Indonesia economy.Research method — We use the Bai-Perron (2003) to test the breaks within the period of January 2014 – December 2018 and Structural Vector Autoregression (VAR) to generate the model constructed to analyze the monetary transmission mechanism.Result — The result shows that there are four significant structural breaks while SVAR shows the negative relationship between SBIS and the Output and a negative relationship between PUAS and Inflation

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