wahyudi, heru and suparta, i wayan and palupi, widya anggi (2023) uji similirity Determinants of Short and Long-Term Exchange Market Pressure. universitas muhammadiyah yogyakarta, yogyakarta.
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Abstract
A decrease in a country's export prices and a decrease in foreign exchange reserves are indicative of exchange rate market pressures, which would be described as the presence of oversupply or disequilibrium in the money market. The method used in this study is the Vector Error Correction Model (VECM) to investigate Exchange Market Pressure (EMP) in Indonesia. The data in this study is secondary data sourced from Central Bureau of Statistics and Bank Indonesia (BI) website. The findings of this study show a strong positive long-term relationship between domestic credit growth and the BI rate, a large negative long-term relationship between GDP growth and the BI rate, and no significant relationship between the current account balance and the exchange rate.
| Item Type: | Other |
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| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Fakultas Ekonomi dan Bisnis (FEB) > Prodi Ekonomi Pembangunan |
| Depositing User: | Dr Heru Wahyudi |
| Date Deposited: | 15 May 2023 06:47 |
| Last Modified: | 15 May 2023 06:47 |
| URI: | http://repository.lppm.unila.ac.id/id/eprint/50950 |
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