文章基本信息

标题：INTERNALISASI SEKTOR PERBANKAN DALAM MODEL DSGE
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作者：Harmanta Harmanta ; Nur M. Adhi Purwanto ; Fajar Oktiyanto Oktiyanto 等
期刊名称：Bulletin Ekonomi Moneter dan Perbankan
印刷版ISSN：1410-8046
电子版ISSN：2460-9196
出版年度：2015
卷号：17
期号：1
页码：23-60
DOI：10.21098/bemp.v17i1.43
出版社：Bank Indonesia
摘要：We build DSGE model for small open economy with financial friction in the form of collateral constrain on banking sector, designed for Indonesian economy. The constructed model is capable to simulate the monetary policy (Bank Indonesia rate) and macroprudential policy (reserve requirement, capital adequacy ratio – CAR, and loan to value – LTV). By internalizing banking sector into the model, this model also enable us to simulate the impact of any shock originated from banking sector.
关键词：monetary policy; DSGE with banking sector; macroprudential policy