PENENTUAN PERIODE KRISIS EKONOMI DAN IDENTIFIKASI VARIABEL LEADING DI INDONESIA, 1990 � 2013

• Main Authors: , M. Indra Maulana, , Prof. Dr., Mudrajad Kuncoro, M.Soc.Sc.
• Format: Theses and Dissertations NonPeerReviewed
• Published: [Yogyakarta] : Universitas Gadjah Mada 2014
• Subjects: ETD
• 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
• Institution: Universitas Gadjah Mada

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.