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Includes bibliographies and index

Volatility Transmission of The Main Global Stock Return towards Indonesia

Volatility of stock returns is a very interesting phenomenon as it impacts the existence of global financial markets. Indeed, the impact of shocks in a country can be transmitted to markets in other countries through the mechanism of transmission, leading to financial instability in related markets (Liu et al., 1998). The present paper aims to determine the best model in describing the volatili…

Alur Transmisi dan Efektifitas Kebijakan Moneter Ganda di Indonesia

This study aims to investigate transmission mechanism of dual monetary system from conventional and Islamic policy rates to inflation and output using Granger and VAR methods on monthly Indonesian banking data form January 2003 to December 2009. The result shows that conventional transmission mechanismsfrom conventional policy rate are all linked tooutput and inflation, while Islamic policy rat…

Dampak persistensi ekses likuiditas terhadap kebijakan moneter

This paper analyzes the excess liquidity especially on banking industry and its impact on monetary policy on Indonesia. We firstly investigate the determinants of bank behavior on their favor for exces liquidity both for precautionary motive and involuntary, and furthermore determine the threshold between low and high excess liquidity regimes. On the next step, this paper evaluates the impact o…

Analisis Penerapan Bea Masuk pada Barang Digital melalui Transmisi Elektronik…

Studi pada penelitian ini bertujuan untuk menganalisis potensi penerimaan bea masuk dari diterapkannya kebijakan bea masuk pada barang impor digital yang ditransmisikan secara elektronik di Indonesia. Penelitian ini menggunakan metode data panel two way fixed effect dengan fokus pada penggunaan metode regresi ekonometrika sebagai bagian dari analisis biaya manfaat. Unit analisis pada penelitian…

Lying to Speak the Truth: Selective Manipulation and Improved Information Tra…

We analyze a principal-agent model in which an effort-averse agent can manipulate a publicly observable performance report. The principal cannot observe the agent's cost of effort, her effort choice, and whether she manipulated the report. An optimal contract links compensation to the realized output and the (possibly manipulated) report. Manipulation can be beneficial to the principal because …

Monetary Policy Transmission Mechanisms Across Regimes in Indonesia

Edisi

-

ISBN/ISSN

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Deskripsi Fisik

ix, 29 p. ; diagr. ; 30 cm

Judul Seri

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No. Panggil

T 116/23

The Relationship Between Bank Competition, Financial Stability, and Bank Lend…

Dinamika kebijakan pemerintah terkait persaingan dan konsentrasi di industri perbankan Indonesia, sebagai respons terhadap Krisis Keuangan Asia dan Global, menimbulkan dua pertanyaan utama: apakah kebijakan yang mendukung konsolidasi dapat meningkatkan stabilitas finansial dan apakah kebijakan ini memiliki dampak negatif terhadap saluran transmisi kredit bank. Menggunakan data keuangan triwulan…

Mengikuti Jejak Langkahnya: Analisis Pengaruh Ibu terhadap Stabilitas Status …

Penelitian ini meneliti pengaruh antara status pekerjaan ibu kandung pada masa remaja dan dewasa anak perempuannya dengan stabilitas status pekerjaan anak perempuan tersebut. Data yang digunakan adalah data dari IFLS 4 dan 5 dengan unit analisis yaitu anak perempuan berusia 20 sampai 25 tahun pada IFLS 5. Rentang tahun bekerja anak perempuan diambil dari tahun 2009 sampai tahun 2014. Status pek…

Stock Market's Assessment of Monetary Policy Transmission : The Cash Flow Effect

We show that firm liability structure and associated cash flows matter for firm behavior and that financial market participants price stocks accordingly. Stock price reactions to monetary policy announcements depend on the type and maturity of debt issued by the firms and the forward guidance provided by the Fed, both at and away from the zero lower bound. Further, the marginal stock market par…

Commodity Financialization and Information Transmission

We provide a model to understand the effects of commodity futures financialization on various market variables. We distinguish between financial speculators and financial hedgers and study their separate and combined effects on the informativeness of futures prices, the futures price bias, the comovement of futures prices with other markets, and the predictiveness of financial trading. We captu…

Analisis transmisi harga beras sepanjang rantai distribusi di Indonesia

Penelitian ini bertujuan untuk melihat keberadaan asymmetric price transmission (APT) pada pasar beras Indonesia, mulai dari petani, produsen, pedagang besar dan pedagang eceran kemudian menganalisis indikasi welfare transfer dari informasi APT tersebut. Model nonlinear ARDL (NARDL) digunakan untuk melihat perbedaan speed dan magnitude dari transmisi harga. Hasil empiris menunjukkan bahwa terja…

Is there any resource curse in education and health sector? a subnational ana…

Penelitian ini bertujuan untuk menganalisis pengaruh ketergantungan kabupaten/kota atas sumber daya alam terhadap output dari sector kesehatan dan pendidikan, dengan memanfaatkan data tingkat kabupaten/kota di Indonesia tahun 2007-2017. Penelitian ini menggunakan metode kuantitatif dengan analisis data panel. Hasil penelitian menunjukkan adanya hubungan yang positif dan signifikan antara tingka…

Mechanism Of Shariah Transmission In The Dual Monetary System In Indonesia

The transmission mechanism of monetary policy has been an area of abundant economic research in many countries. The financial system links monetary policy and the real economy. Thus, events or trends that affect the financial system can also change the monetary transmission mechanism. This study tries to analyze the Shariah transmission mechanism in the Indonesian dual monetary system, using Ve…

Perilaku Risiko Dalam Mekanisme Transmisi Kebijakan Moneter di Indonesia

This study explores interconnections between risk behaviour in the financial sector, particularly banking sector, with monetary policy stance. Referring Bernanke and Blinder (1988) modified model for analyzing the bank credit behavior, we develop an empirical model to test the role of risk behaviour in monetary policy transmission mechanism. Vector Error Correction Model are applied to test the…

Monetary Transmission of Persistent Shock To The Risk Premium: The Case Of In…

This paper investigates the relative importance of monetary transmission channel to inflation of passing persistent shock to the risk premium. The findings show that nominal exchange rate depreciation, triggered by a more persistent shock to interest risk premium, worsens the state of the economy in the short- and long-run. Such distinctive shocks effect is transmitted through the economy that …

Dampak Presistensi Ekses Likuditas Terhadap Kebijakan Moneter

This paper analyzes the excess liquidity especially on banking industry and its impact on monetary policy on Indonesia. We firstly investigate the determinants of bank behavior on their favor for excess liquidity both for precautionary motive and involuntary, and furthermore determine the threshold between low and high excess liquidity regimes. On the next step, this paper evaluates the impact …

Impact of global financial shock to international bank lending in indonesia

This study intends to determine whether a shock that occurred in developed countries, the source of funding, was transmitted to Indonesia through international bank lending both directly and indirectly. The methods used estimated the determinants of international bank lending. International bank lending is one form of capital flows that have the potential for rapid reversal and that can lead to…

Monetary Transmission of Persistent Shock to the Risk Premium: the Case of In…

his paper investigates the relative importance of monetary transmission channel to inflation of passing persistent shock to the risk premium. The findings show that nominal exchange rate depreciation, triggered by a more persistent shock to interest risk premium, worsens the state of the economy in the short- and long-run. Such distinctive shocks effect is transmitted through the economy that t…

Perilaku Risiko Dalam Mekanisme Transmisi Kebijakan Moneter di Indonesia

This study explores interconnections between risk behaviour in the financial sector, particularly banking sector, with monetary policy stance. Referring Bernanke and Blinder (1988) modified model for analyzing the bank credit behavior, we develop an empirical model to test the role of risk behaviour in monetary policy transmission mechanism. Vector Error Correction Model are applied to test the…