Simulation analysis of exchange rate dynamics The case of Indonesia
The authors aim at exploring quantitatively the trend of the exchange rate in conjunction with external transactions in Indonesia before and after the Asian currency crisis (ACC) started in July 1997 in Thailand. After reviewing the chronology of ACC and trends of recent variables in Indonesia, they...
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Veröffentlicht in: | The developing economies |
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Format: | UnknownFormat |
Sprache: | eng |
Veröffentlicht: |
1999
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Schlagworte: |
1996-1997
> Wechselkurspolitik
> Währungskrise
> Simulation
> Indonesien
> Wirtschaftskrise
> Krise
> Wechselkurs
> Kapitalmarkt
> Geldmarkt
> Ökonometrie
> Modell
> Asien
> Ostasien
> Südostasien
> Aufsatz in Zeitschrift
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Zusammenfassung: | The authors aim at exploring quantitatively the trend of the exchange rate in conjunction with external transactions in Indonesia before and after the Asian currency crisis (ACC) started in July 1997 in Thailand. After reviewing the chronology of ACC and trends of recent variables in Indonesia, they discuss the possible determinants of the exchange rate. The authors then construct a monthly econometric model for the period February 1996 to December 1997 show the results of final test and factor decomposition of the changes of the exchange. (DÜI-Sen) |
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Beschreibung: | In: The developing economies |
Beschreibung: | Graph. Darst |
ISSN: | 0012-1533 |