INTERNALISASI SEKTOR PERBANKAN DALAM MODEL DSGE

INTERNALISASI SEKTOR PERBANKAN DALAM MODEL DSGE

We build DSGE model for small open economy with financial friction in the form of collateral constrain on banking sector, designed for Indonesian economy. The constructed model is capable to simulate the monetary policy (Bank Indonesia rate) and macroprudential policy (reserve requirement, capital a...

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Main Authors: Harmanta Harmanta, Nur M. Adhi Purwanto, Fajar Oktiyanto Oktiyanto
Format: Article
Language:Indonesian
Published: Bank Indonesia 2014-12-01
Series:Bulletin Ekonomi Moneter dan Perbankan
Online Access:https://www.bmeb-bi.org/index.php/BEMP/article/view/43
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spelling doaj-172d2d163d994172a40c27adc0df26562020-11-24T21:02:28ZindBank IndonesiaBulletin Ekonomi Moneter dan Perbankan1410-80462460-91962014-12-01171236010.21098/bemp.v17i1.4343INTERNALISASI SEKTOR PERBANKAN DALAM MODEL DSGEHarmanta HarmantaNur M. Adhi PurwantoFajar Oktiyanto OktiyantoWe build DSGE model for small open economy with financial friction in the form of collateral constrain on banking sector, designed for Indonesian economy. The constructed model is capable to simulate the monetary policy (Bank Indonesia rate) and macroprudential policy (reserve requirement, capital adequacy ratio – CAR, and loan to value – LTV). By internalizing banking sector into the model, this model also enable us to simulate the impact of any shock originated from banking sector.  Keywords: monetary policy, DSGE with banking sector, macroprudential policy JEL Classification: E32, E44, E52, E58https://www.bmeb-bi.org/index.php/BEMP/article/view/43
collection DOAJ
language Indonesian
format Article
sources DOAJ
author Harmanta Harmanta
Nur M. Adhi Purwanto
Fajar Oktiyanto Oktiyanto
spellingShingle Harmanta Harmanta
Nur M. Adhi Purwanto
Fajar Oktiyanto Oktiyanto
INTERNALISASI SEKTOR PERBANKAN DALAM MODEL DSGE
Bulletin Ekonomi Moneter dan Perbankan
author_facet Harmanta Harmanta
Nur M. Adhi Purwanto
Fajar Oktiyanto Oktiyanto
author_sort Harmanta Harmanta
title INTERNALISASI SEKTOR PERBANKAN DALAM MODEL DSGE
title_short INTERNALISASI SEKTOR PERBANKAN DALAM MODEL DSGE
title_full INTERNALISASI SEKTOR PERBANKAN DALAM MODEL DSGE
title_fullStr INTERNALISASI SEKTOR PERBANKAN DALAM MODEL DSGE
title_full_unstemmed INTERNALISASI SEKTOR PERBANKAN DALAM MODEL DSGE
title_sort internalisasi sektor perbankan dalam model dsge
publisher Bank Indonesia
series Bulletin Ekonomi Moneter dan Perbankan
issn 1410-8046
2460-9196
publishDate 2014-12-01
description We build DSGE model for small open economy with financial friction in the form of collateral constrain on banking sector, designed for Indonesian economy. The constructed model is capable to simulate the monetary policy (Bank Indonesia rate) and macroprudential policy (reserve requirement, capital adequacy ratio – CAR, and loan to value – LTV). By internalizing banking sector into the model, this model also enable us to simulate the impact of any shock originated from banking sector.  Keywords: monetary policy, DSGE with banking sector, macroprudential policy JEL Classification: E32, E44, E52, E58
url https://www.bmeb-bi.org/index.php/BEMP/article/view/43
work_keys_str_mv AT harmantaharmanta internalisasisektorperbankandalammodeldsge
AT nurmadhipurwanto internalisasisektorperbankandalammodeldsge
AT fajaroktiyantooktiyanto internalisasisektorperbankandalammodeldsge
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