Kurva Phillips di Indonesia, 2000Q1�2010Q3

Abstract. This thesis aims to analyze the existence of the Phillips curve and the pattern formation of inflation expectation and the shape of nonlinear Phillips curve in the Indonesian economy, 2000Q1�2010Q3. In addition, this thesis also analyzes the existence of the Phillips curve in the pre and...

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Main Authors: , Maichal, SE., , Dr. Muhammad Edhie Purnawan, MA.
Format: Thesis
Published: [Yogyakarta] : Universitas Gadjah Mada 2011
Subjects:
ETD
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author , Maichal, SE.
, Dr. Muhammad Edhie Purnawan, MA.
author_facet , Maichal, SE.
, Dr. Muhammad Edhie Purnawan, MA.
author_sort , Maichal, SE.
collection UGM
description Abstract. This thesis aims to analyze the existence of the Phillips curve and the pattern formation of inflation expectation and the shape of nonlinear Phillips curve in the Indonesian economy, 2000Q1�2010Q3. In addition, this thesis also analyzes the existence of the Phillips curve in the pre and post implementation of the ITF. The results obtained by using OLS method shows that the expectations augmented Phillips curve and the New Keynesian Phillips curve models cannot give a clear results of Phillips curve existence in the Indonesia economy. Shocks variable such as percentage change of exchange rates and crude oil prices provide a very small effect on the inflation rate. Furthermore, the results obtained by using GMM method on the hybrid model of the New Keynesian Phillips curve shows that the Phillips curve exists in the Indonesian economy with the pattern formation of expectation in a backward-forward looking forms. Then it also concludes that the shape of the nonlinear Phillips curve in Indonesia, 2000Q1�2010Q3 is shaped as concave nonlinear Phillips curve and the Phillips curve exist in the pre and post implementation of ITF and sustain a behavior changes.
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spelling oai:generic.eprints.org:890482014-08-20T02:52:37Z https://repository.ugm.ac.id/89048/ Kurva Phillips di Indonesia, 2000Q1�2010Q3 , Maichal, SE. , Dr. Muhammad Edhie Purnawan, MA. ETD Abstract. This thesis aims to analyze the existence of the Phillips curve and the pattern formation of inflation expectation and the shape of nonlinear Phillips curve in the Indonesian economy, 2000Q1�2010Q3. In addition, this thesis also analyzes the existence of the Phillips curve in the pre and post implementation of the ITF. The results obtained by using OLS method shows that the expectations augmented Phillips curve and the New Keynesian Phillips curve models cannot give a clear results of Phillips curve existence in the Indonesia economy. Shocks variable such as percentage change of exchange rates and crude oil prices provide a very small effect on the inflation rate. Furthermore, the results obtained by using GMM method on the hybrid model of the New Keynesian Phillips curve shows that the Phillips curve exists in the Indonesian economy with the pattern formation of expectation in a backward-forward looking forms. Then it also concludes that the shape of the nonlinear Phillips curve in Indonesia, 2000Q1�2010Q3 is shaped as concave nonlinear Phillips curve and the Phillips curve exist in the pre and post implementation of ITF and sustain a behavior changes. [Yogyakarta] : Universitas Gadjah Mada 2011 Thesis NonPeerReviewed , Maichal, SE. and , Dr. Muhammad Edhie Purnawan, MA. (2011) Kurva Phillips di Indonesia, 2000Q1�2010Q3. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=51258
spellingShingle ETD
, Maichal, SE.
, Dr. Muhammad Edhie Purnawan, MA.
Kurva Phillips di Indonesia, 2000Q1�2010Q3
title Kurva Phillips di Indonesia, 2000Q1�2010Q3
title_full Kurva Phillips di Indonesia, 2000Q1�2010Q3
title_fullStr Kurva Phillips di Indonesia, 2000Q1�2010Q3
title_full_unstemmed Kurva Phillips di Indonesia, 2000Q1�2010Q3
title_short Kurva Phillips di Indonesia, 2000Q1�2010Q3
title_sort kurva phillips di indonesia 2000q1a��2010q3
topic ETD
work_keys_str_mv AT maichalse kurvaphillipsdiindonesia2000q1a2010q3
AT drmuhammadedhiepurnawanma kurvaphillipsdiindonesia2000q1a2010q3