Kointegrasi sebelas mata uang = Cointegration of eleven currencies
| Main Authors: | Reynaldo Putra, author, Add author: Eko Rizkianto, supervisor, Add author: Imo Gandakusuma, examiner, Add author: Rofikoh Rokhim, examiner |
|---|---|
| Format: | Masters Bachelors |
| Terbitan: |
, 2010
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| Subjects: | |
| Online Access: |
https://lib.ui.ac.id/detail?id=20340089 |
Daftar Isi:
- [<b>ABSTRAK</b><br> Topik pembahruan pada karya akhir ini adalah menguji apakah keseimbangan jangka panjang (keadaan terkointegrasi) antara pergerakan nilai sebelas mata uang terhadap USD ada atau tidak serta jika ada maka bagaimanakah persamaan kointegrasi dan proses koreksi pergerakan setiap mata uang atas penyimpangan yang teljadi dari hubungan keseimbangan jangka panjang yang ada Metode pengujian yang digunakan untuk menguji keadaan koht!egrasi dan proses koreksi adalah metode Johansen. Setelah Penulis melakukan pengujian, terdapat satu hubungan keseimbangan jangka panjang (kointegrasi) antara sebelas mata uang serta setiap mata uang memiliki proses koreksi yang memiliki keunikan masing-masing. <hr> <b>ABSTRACT</b><br> The subject of this thesis is testing the existence of long-term equilibrium (cointegration condition} among eleven currencies against USD and if the cointegration condition is exists than how is the cointegration equation and error correction of the currencies values movement according to the.deviation to the long-term equilibrium values. The Co integration and error correction testing method that Writer used is the Johansen procedure. After Writer has done the cointegration testing among eleven currencies, there is a cointegration condffion and each currency has each uniqueness correction process. ;The subject of this thesis is testing the existence of long-term equilibrium (cointegration condition} among eleven currencies against USD and if the cointegration condition is exists than how is the cointegration equation and error correction of the currencies values movement according to the.deviation to the long-term equilibrium values. The Co integration and error correction testing method that Writer used is the Johansen procedure. After Writer has done the cointegration testing among eleven currencies, there is a cointegration condffion and each currency has each uniqueness correction process. , The subject of this thesis is testing the existence of long-term equilibrium (cointegration condition} among eleven currencies against USD and if the cointegration condition is exists than how is the cointegration equation and error correction of the currencies values movement according to the.deviation to the long-term equilibrium values. The Co integration and error correction testing method that Writer used is the Johansen procedure. After Writer has done the cointegration testing among eleven currencies, there is a cointegration condffion and each currency has each uniqueness correction process. ]