IMPAC OF VOLATILITY EXCHANGE RATES ON INDONESIAN ELECTRONIC IMPORTS FROM INTRA AND EXTRA ASEAN
<div>This study analyzes the effects of exchange rates volatility and Gross Domestic Product (GDP) on</div><div>electronic commodity import demand in Indonesia from intra and extra ASEAN. It applies an Error</div><div>Correction Model along with Dickey-Fuller and Augmen...
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| Format: | Article |
| Language: | English |
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Universitas Islam Indonesia
2011-09-01
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| Series: | Economic Journal of Emerging Markets |
| Online Access: | http://jurnal.uii.ac.id/index.php/JEP/article/view/2384 |
| Summary: | <div>This study analyzes the effects of exchange rates volatility and Gross Domestic Product (GDP) on</div><div>electronic commodity import demand in Indonesia from intra and extra ASEAN. It applies an Error</div><div>Correction Model along with Dickey-Fuller and Augmented Dickey-Fuller tests. It finds that Indonesian</div><div>import demand for electronic commodity is significantly affected by GDP only in the short</div><div>run. It also finds that exchange rates volatility in the short run have a negative effect on import demand</div><div>from intra ASEAN and have a positive effect from extra ASEAN. In the long term, Indonesian</div><div>import demand from extra ASEAN is positively affected only by exchange rates volatility.</div><div><br /></div><div>Keywords: Exchange rates volatility, error correction model, gross domestic product, ASEAN</div><div>JEL classification numbers: F14, F31</div> |
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| ISSN: | 2086-3128 2502-180X |