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Sistem peringatan dini (early warning system) untuk menangkap sinyal krisis nilai tukar dan krisis perbankan di Indonesia (periode 1990-2010)
This study focuses on developing early warning system for currency crises and banking crises in Indonesia. It is achieved by determining leading indicators for each case of crises and comparing two approaches, i.e. multivariate logit estimation and signal extraction. Outcomes from both approaches will be joined into the set of leading indicators for early warning system in Indonesia. This study uses quarterly data for Indonesia in the period of 1990 until 2010. It is found that growth of foreign reserves, M2 to foreign reserves ratio, and growth of M2 are leading indicators for currency crises and real exchange rate, current account to GDP ratio, and commercial bank deposits are leading indicators for banking crises.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 8509 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Program Studi Ilmu Ekonomi, Fakultas Ekonomi Universitas Indonesia 2013 |
|---|---|
| Edisi | - |
| Subjek | Exchange rate Banks and banking Currency crises Banking crises Early warning systems |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xiv, 91 p. : il. ; 30 cm. |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |