Model Deteksi Krisis Indonesia dengan Indikator Suku Bunga Simpanan Riil
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 whi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | Indonesian |
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Institut Ilmu Sosial dan Manajemen STIAMI
2019-09-01
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| Series: | Majalah Ilmiah Bijak |
| Subjects: | |
| Online Access: | https://ojs.stiami.ac.id/index.php/bijak/article/view/510 |
| _version_ | 1797257576420737024 |
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| author | Rina Safitri Sugiyanto Sugiyanto Sri Sulistijowati Handajani |
| author_facet | Rina Safitri Sugiyanto Sugiyanto Sri Sulistijowati Handajani |
| author_sort | Rina Safitri |
| collection | DOAJ |
| description | 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 |
| first_indexed | 2024-04-24T22:39:50Z |
| format | Article |
| id | doaj.art-e5bc3a910d124340b118b37e0a5963fe |
| institution | Directory Open Access Journal |
| issn | 1411-0830 2621-749X |
| language | Indonesian |
| last_indexed | 2024-04-24T22:39:50Z |
| publishDate | 2019-09-01 |
| publisher | Institut Ilmu Sosial dan Manajemen STIAMI |
| record_format | Article |
| series | Majalah Ilmiah Bijak |
| spelling | doaj.art-e5bc3a910d124340b118b37e0a5963fe2024-03-19T06:03:29ZindInstitut Ilmu Sosial dan Manajemen STIAMIMajalah Ilmiah Bijak1411-08302621-749X2019-09-01162939710.31334/bijak.v16i2.510342Model Deteksi Krisis Indonesia dengan Indikator Suku Bunga Simpanan RiilRina Safitri0Sugiyanto Sugiyanto1Sri Sulistijowati Handajani2Program Studi Statistika, Universitas Sebelas MaretProgram Studi Statistika, Universitas Sebelas MaretProgram Studi Statistika, Universitas Sebelas MaretThe 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 2005https://ojs.stiami.ac.id/index.php/bijak/article/view/510crisisms-ecminterest rate |
| spellingShingle | Rina Safitri Sugiyanto Sugiyanto Sri Sulistijowati Handajani Model Deteksi Krisis Indonesia dengan Indikator Suku Bunga Simpanan Riil Majalah Ilmiah Bijak crisis ms-ecm interest rate |
| title | Model Deteksi Krisis Indonesia dengan Indikator Suku Bunga Simpanan Riil |
| title_full | Model Deteksi Krisis Indonesia dengan Indikator Suku Bunga Simpanan Riil |
| title_fullStr | Model Deteksi Krisis Indonesia dengan Indikator Suku Bunga Simpanan Riil |
| title_full_unstemmed | Model Deteksi Krisis Indonesia dengan Indikator Suku Bunga Simpanan Riil |
| title_short | Model Deteksi Krisis Indonesia dengan Indikator Suku Bunga Simpanan Riil |
| title_sort | model deteksi krisis indonesia dengan indikator suku bunga simpanan riil |
| topic | crisis ms-ecm interest rate |
| url | https://ojs.stiami.ac.id/index.php/bijak/article/view/510 |
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