文章基本信息

标题：Model Deteksi Krisis Indonesia dengan Indikator Suku Bunga Simpanan Riil
本地全文：下载
作者：Rina Safitri ; Sugiyanto Sugiyanto ; Sri Sulistijowati Handajani 等
期刊名称：Majalah Ilmiah Bijak
印刷版ISSN：1411-0830
电子版ISSN：2621-749X
出版年度：2019
卷号：16
期号：2
页码：93-97
DOI：10.31334/bijak.v16i2.510
出版社：Institut Ilmu Sosial dan Manajemen STIAMI
摘要：The financial crisis is a condition where a country's finances experience a disruption which is characterized by a drastic increase in the inflation rate, a weakening currency exchange rate, and a decrease in other economic activities. Indonesia experienced financial crises in 1997 and 1998 which resulted in a collapse of financial conditions and national stability. Therefore, it is necessary to have a model to find out the crisis, so that efforts to recover the impact of the crisis can be done as early as possible from the model. This study aims to apply the Markov Switching Error Correction Model to detect a crisis. Based on the indicator of real deposit interest rates it can be concluded that the MS-ECM can explain the crisis that occurred in mid-1997 and late 2005.
其他摘要：The financial crisis is a condition where a country's finances experience a disruption which is characterized by a drastic increase in the inflation rate, a weakening currency exchange rate, and a decrease in other economic activities. Indonesia experienced financial crises in 1997 and 1998 which resulted in a collapse of financial conditions and national stability. Therefore, it is necessary to have a model to find out the crisis, so that efforts to recover the impact of the crisis can be done as early as possible from the model. This study aims to apply the Markov Switching Error Correction Model to detect a crisis. Based on the indicator of real deposit interest rates it can be concluded that the MS-ECM can explain the crisis that occurred in mid-1997 and late 2005
关键词：Crisis; MS-ECM; Interest rate
其他关键词：Crisis;MS-ECM;Interest rate