Vulnerability Analysis of Macroeconomic Indicators for Early Detection of Currency Crisis: Case Study of Indonesian Economy on 1991–2019

• Main Authors: HADI SUTRISNO, 099913380 M, Dyah Wulan Sari, Ph.D., Rossanto Dwi Handoyo, -
• Format: Article PeerReviewed
• Language: English; Indonesian; Indonesian; English; Indonesian
• Published: World Scientific Publishing Co. Pte Ltd 2021
• Subjects: H Social Sciences; HB Economic Theory
• Online Access: https://repository.unair.ac.id/113980/1/Dyah%20WulanS_Artikel106.pdf; https://repository.unair.ac.id/113980/2/Dyah%20Wulan%20Sari_PeerReview106.pdf; https://repository.unair.ac.id/113980/3/Rossanto%20DH_Peer%20Review014.pdf; https://repository.unair.ac.id/113980/4/Dyah%20WulanS_Similarity106_Vulnerability%20Analysis.pdf; https://repository.unair.ac.id/113980/7/RossantoDH_KesesuaianBidangIlmu-05.pdf; https://repository.unair.ac.id/113980/; https://www.worldscientific.com/doi/10.1142/S179399332150006X; https://doi.org/10.1142/S179399332150006X
• Institution: Universitas Airlangga

The purpose of this study is to detect the currency crisis in Indonesia by exploring the vulnerability of macroeconomic variables. The Exchange Market Pressure Index was used to determine the crisis period by modeling the threshold value. Early indicators were determined using the signal analysis ap...