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...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Syamsul Hidayat Pasaribu
Format: Artikel
Sprache:English
Veröffentlicht: Universitas Islam Indonesia 2009-07-01
Schriftenreihe:Economic Journal of Emerging Markets
Online Zugang:http://uiistage.openjournaltheme.com/3310/index.php/JEP/article/view/648