The Volatility Processes In Indonesia’s Demand For Narrow Money
There were two purposes of this research. The first purpose was to test and search the volatility processes by using ARCH/GARCH methodology in Indonesia’s demand for narrow money estimation, which was approached by error correction modeling (ECM). The empirical evidences had shown that the estimatio...
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Format: | Article |
Language: | English |
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Universitas Islam Indonesia
2009-07-01
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Series: | Economic Journal of Emerging Markets |
Online Access: | https://journal.uii.ac.id/JEP/article/view/648 |