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description Journal article public Journal of Enterprise and Development

Menguji Keberadaan Structural Breaks pada Transmisi Kebijakan Moneter di Indonesia

Imronjana Syapriatama, Intan Kusuma Pratiwi
Published 2 Dezembro 2019

Abstract

This paper investigates the present of structural breaks in order to determine the regime shift in case of Indonesia economy. We use the Bai-Perron (2003) to test the breaks within period of Januari 2014 – Desember 2018. We also use Structural Vector Autoregression (VAR) to generate the model which constructed to analyze monetary transmission mechanism. The result shows that there are 4 significant structural breaks while SVAR shows the negative relationship between SBIS and the Output and negative relationship between PUAS and Inflation.

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