THE DETERMINANT ANALYSIS OF THE INDONESIA’S FOREIGN EXCHANGE RESERVES IN 2008 – 2018

Merry Indriany A.L and Mohamad Ahlis Djirimu and Haerul Anam and Yunus Sading and Ika Rafika (2020) THE DETERMINANT ANALYSIS OF THE INDONESIA’S FOREIGN EXCHANGE RESERVES IN 2008 – 2018. In: INDONESIA'S FOREIGN EXCHANGE RESERVES_ICoSIEBE 2020.

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Abstract

This study aims to analyze the effect of exports, imports, rupiah/US Dollar exchange rates, direct foreign investment, foreign debt and inflation on the Indonesia’s foreign exchange reserves in 2008 – 2018. The method used in this study is the ARCH/GARCH, with the GARCH model (2.1) selected, stationary tests, co-integration tests, statistical tests. The results show exports, foreign direct investment, and foreign debt have a significant positive effect on Indonesia's foreign exchange reserves. However, imports have a negative and insignificant effect, while the exchange rates negatively and significantly effect and inflation has an insignificant negative effect on foreign exchange reserves

Item Type: Conference or Workshop Item (Speech)
Subjects: Prosiding
Divisions: Faculty of Economics > Economic Development
Tadulako Subject Areas > S1 - Undergraduate Thesis > Faculty of Economics > Economic Development
Depositing User: Ahmad Zuhri
Date Deposited: 18 Mar 2021 07:03
Last Modified: 18 Mar 2021 07:03
URI: http://repository.untad.ac.id/id/eprint/5863

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