Impact Of Volatility Currency Exchange Rate To Indonesian Electronic Imports From Asean Intra And Asean Extra

Main Author: Mukhlis
Format: PeerReviewed eJournal
Bahasa: ind
Terbitan: KARYA DOSEN Fakultas Ekonomi UM , 2011
Online Access: http://karya-ilmiah.um.ac.id/index.php/karya-dosen-fe/article/view/14254
Daftar Isi:
  • This study aims to analyze the effect of exchange rate volatility (EV) and Gross Domestic Product (GDP) to import demand for electronic commodity Indonesa from intra and extra ASEAN for 1994-2005. The method of analysize is error correction model and applying the DF and ADF test to check stationarity of the data.The result is Indonesian import demand behavior for electronic commodity affected significantly by GDP only on the short term. Besides that EV on the short term have negative effect to impor demand from ASEAN intra and have positive effect from ASEAN extra . On the long term, Indonesian impor demand from ASEAN extra only affected positive significantly by EV. Keywords : Exchange Rate Volatility, Error Correction Model, Monetary Policy, Baldwin and Krugman Hysteresis, J-curve