Analysis of the Effectiveness of Monetary Policy Transmission (Evidence in Indonesia and Thailand)

被引：0

作者：

Anis, Ali ^{[1
]}

Putra, Hari Setia ^{[1
]}

Alfarina, Nanda ^{[1
]}

Azhar, Zul ^{[1
]}

机构：

[1] Univ Negeri Padang, Padang, Indonesia

来源：

PROCEEDINGS OF THE THIRD PADANG INTERNATIONAL CONFERENCE ON ECONOMICS EDUCATION, ECONOMICS, BUSINESS AND MANAGEMENT, ACCOUNTING AND ENTREPRENEURSHIP (PICEEBA 2019) | 2019年 / 97卷

关键词：

Interest rate; Monetary Policy; Inflation;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This study aims to analyze the effectiveness of monetary policy transmission in Indonesia and Thailand through the interest rate channel for the period of 2006Q1-2018Q4. Data analysis method uses VAR / VECM. Before the data is processed, stationary test (unit of root test), optimum lag determination, Johansen co-integration test, Granger causality test, impulse response function and decomposition variance will be conducted. Response Function analysis results show the response of other variables to changes in one variable in the short, medium and long term, and it is known that the stability of the responses of all variables is formed in the 10 quarter or long-term period.

引用

页码：76 / 84

页数：9

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