COMPOSITE INDEX AND MACROECONOMIC VURNERABILITIES IN ADVANCED ECONOMIES (Case Study : Indonesia)

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dc.contributor.authorAmaliawiati, Lia
dc.contributor.authorNursjanti, Farida
dc.contributor.authorSaudi, Mohd Haizam Mohd
dc.date.accessioned2021-02-05T07:59:36Z
dc.date.available2021-02-05T07:59:36Z
dc.date.issued2020
dc.description.abstractThis study examined the relation between the macroeconomic variables on the Indonesian composite index. The macroeconomic factors in Indonesia are exchange rate, GDP, inflation and interest rates. The study used time series data from 2010.1-2019.4 The results showed that the exchange rate, economic growth, inflation and interest rate did not influence the composite index, but were influenced by the composition of the variable itself (composite index) which lags 1 (1⁄4 aforementioned). There are no two paths, but only one direction, from the performance of the granger causality test. Analysis based on Impulse Response (IR) shows that CI reacts to short-term and stable macroeconomic transition shocks. And the 10-quarter Variance Decompition (VD) forecast, the Composite Index ' variety, firstly with inflation, second with interest rate, third with interest rate, and fourth with economic growth.en_US
dc.identifier.issn1475-7192
dc.identifier.urihttp://repository.widyatama.ac.id/xmlui/handle/123456789/12058
dc.language.isoenen_US
dc.publisherInternational Journal of Psychosocial Rehabilitation, Vol.24, Issue 02en_US
dc.subjectComposit Indexen_US
dc.subjectMacroeconomic Variablesen_US
dc.subjectVector Auto Regressionen_US
dc.titleCOMPOSITE INDEX AND MACROECONOMIC VURNERABILITIES IN ADVANCED ECONOMIES (Case Study : Indonesia)en_US
dc.typeArticleen_US
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