PENENTUAN PERIODE KRISIS EKONOMI DAN IDENTIFIKASI VARIABEL LEADING DI INDONESIA, 1990 � 2013
This paper will investigate the period of economic crisis in Indonesia and its leading variables. To determine period of economic crisis, this paper used currency crisis as a proxy for the crisis. Meanwhile, to determine leading variables, this paper used 35 economic variables. Using monthly data fo...
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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2014
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| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/134212/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=75255 |
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| Institution: | Universitas Gadjah Mada |
| Summary: | This paper will investigate the period of economic crisis in Indonesia and its leading
variables. To determine period of economic crisis, this paper used currency crisis as a proxy
for the crisis. Meanwhile, to determine leading variables, this paper used 35 economic
variables. Using monthly data for January 1990-December 2013, this paper found that most
of the crises periods are clustered on Asian Crisis 1997-98. This paper also found that only 13
variables are identified as the leading, which are consisting of exchange rate, banking, and
stock market. |
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