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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Bibliographic Details
Main Author: Syamsul Hidayat Pasaribu
Format: Article
Language:English
Published: Universitas Islam Indonesia 2009-07-01
Series:Economic Journal of Emerging Markets
Online Access:https://jurnal.uii.ac.id/JEP/article/view/648