THE DETERMINANTS OF MONEY DEMAND IN INDONESIA: AUTOREGRESSIVE DISTRIBUTED LAG (ARDL) APPROACH

Sisca, Fatma Yanti (2016) THE DETERMINANTS OF MONEY DEMAND IN INDONESIA: AUTOREGRESSIVE DISTRIBUTED LAG (ARDL) APPROACH. Diploma thesis, Universitas Andalas.

[img]
Preview
Text (abtrak)
ABSTRACT.pdf - Published Version

Download (45kB) | Preview
[img]
Preview
Text (bab i)
BAB 1.pdf - Published Version

Download (200kB) | Preview
[img]
Preview
Text (bab vi)
BAB 6.pdf - Published Version

Download (203kB) | Preview
[img]
Preview
Text (daftar pustaka)
REFERENCES.pdf - Published Version

Download (268kB) | Preview
[img] Text (Skripsi Fulltext)
SKRIPSI FULL SISCA.pdf - Published Version
Restricted to Repository staff only

Download (4MB)

Abstract

The aim of this study was to analyze the determinants of money demand in Indonesia: from autoregressive distributed lag (ARDL) approach. Based on quarterly data start from 1997-2014 period. This study uses autoregressive distributed lag (ARDL) for evidence of cointegration between money demand and economic variables, namely the final consumption expenditure, the expenditure on investment goods, the export expenditure and interest rate. The autoregressive distributed lag (ARDL) indicate that money demand is not affected by macroeconomics variables in the long run. While in the short term the final consumption expenditure, the expenditure on investment goods and interest rate represent the major interest rate of money demand determinants. Keywords: money demand, expenditure components, ARDL modeling.

Item Type: Thesis (Diploma)
Subjects: H Social Sciences > HB Economic Theory
Divisions: Fakultas Ekonomi > Ekonomi Pembangunan
Depositing User: s1 ekonomi pembagunan
Date Deposited: 03 Nov 2016 07:12
Last Modified: 10 Nov 2016 04:03
URI: http://scholar.unand.ac.id/id/eprint/19335

Actions (login required)

View Item View Item