A. Anis, Hari Setia Putra, Nanda Alfarina, Zulfi Azhar
{"title":"Analysis of the Effectiveness of Monetary Policy Transmission (Evidence in Indonesia and Thailand)","authors":"A. Anis, Hari Setia Putra, Nanda Alfarina, Zulfi Azhar","doi":"10.2991/PICEEBA-19.2019.9","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":31784,"journal":{"name":"International Conference on Economics Education Business and Accounting","volume":"32 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2019-06-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Conference on Economics Education Business and Accounting","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2991/PICEEBA-19.2019.9","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
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.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
