UNDERSTANDING INDONESIA’S MACROECONOMIC DATA: WHAT DO WE KNOW AND WHAT ARE THE IMPLICATIONS?

UNDERSTANDING INDONESIA’S MACROECONOMIC DATA: WHAT DO WE KNOW AND WHAT ARE THE IMPLICATIONS?

Unit root properties of macroeconomic data are important for both econometric modelling specifications and policy making. The form of variables (whether they are a unit root process) helps determine the correct econometric modelling. Equally, the form of variables helps explain how they react to sho...

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Bibliographic Details
Main Authors: Susan Sunila Sharma, Lutzardo Tobing, Prayudhi Azwar
Format: Article
Language:Indonesian
Published: Bank Indonesia 2018-10-01
Series:Bulletin Ekonomi Moneter dan Perbankan
Subjects:
Unit root; Macroeconomic data; Structural breaks; Shocks; Econometric Modelling
Online Access:https://www.bmeb-bi.org/index.php/BEMP/article/view/967

Internet

https://www.bmeb-bi.org/index.php/BEMP/article/view/967

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