TIME-VARYING MACROECONOMIC IMPACTS OF GLOBAL ECONOMIC POLICY UNCERTAINTY TO A SMALL OPEN ECONOMY: EVIDENCE FROM INDONESIA

TIME-VARYING MACROECONOMIC IMPACTS OF GLOBAL ECONOMIC POLICY UNCERTAINTY TO A SMALL OPEN ECONOMY: EVIDENCE FROM INDONESIA

This paper studies macroeconomic impacts of global economic policy uncertainty shocks to a small open economy. To that end, I use monthly Indonesian data along with a measure of global economic policy uncertainty developed by Baker et al. (2016) and Davis (2016) and estimate a time-varying parameter...

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Bibliographic Details
Main Author: Sekar Utami Setiastuti
Format: Article
Language:Indonesian
Published: Bank Indonesia 2017-10-01
Series:Bulletin Ekonomi Moneter dan Perbankan
Subjects:
Global economic policy uncertainty shocks
Monetary policy
Small open economy
Bayesian structural VAR
Time-varying coefficients.
Online Access:https://www.bmeb-bi.org/index.php/BEMP/article/view/809

Internet

https://www.bmeb-bi.org/index.php/BEMP/article/view/809

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