Forecasting Financial System Stability Using Vector Error Correction Model Approach

Autor:	Setiawan Setiawan, Moch. Trianto Utomo, Alfira Mulya Astuti, M. Sjahid Akbar, Imam Safawi Ahmad
Jazyk:	angličtina
Rok vydání:	2020
Předmět:	financial macroeconomic forecasting vecm approach Mathematics QA1-939
Zdroj:	Cauchy: Jurnal Matematika Murni dan Aplikasi, Vol 6, Iss 3, Pp 109-116 (2020)
Druh dokumentu:	article
ISSN:	2086-0382 2477-3344
DOI:	10.18860/ca.v6i3.9811
Popis:	Indonesia is one of the developing countries whose economic system is still very dependent on other developed countries. This reliance often becomes one of the causes of the occurrence of economic turmoil sectors that interfere with financial system stability in Indonesia. Therefore, to forecast financial system stability indicators, primarily macroeconomic variables, become essential to do to provide an accurate index value. Then, Forecasting signs of stability of the financial system in Indonesia using Vector Error Correction models (VECM) approach with financial system stability indicators used are Banking Stability Inde
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/4f55ce8eee09466c8ca04f15aed10bcc Zobrazit plný text záznamu View record in DOAJ