The Effects of Money Supply on Exchange Rate: Evidence of Dornbusch Overshooting Model in Indonesia (2000-2021)

This study aims to analyze the effects of money supply on exchange rate in Indonesia and to investigate whether there is an application of the Dornbusch Overshooting Model. The Autoregressive Distributed-Lag (ARDL) method is used to analyze short-term and long-term effects and uses time-series data...

Full description

Bibliographic Details
Published in:	JIET (Jurnal Ilmu Ekonomi Terapan)
Main Authors:	Syamad, Rossanto Dwi Handoyo
Format:	Article
Language:	English
Published:	Universitas Airlangga, Departemen Ilmu Ekonomi Fakultas Ekonomi dan Bisnis 2023-06-01
Subjects:	money supply exchange rate dornbusch overshooting model ardl
Online Access:	https://e-journal.unair.ac.id/JIET/article/view/45177

Similar Items

The Effect of Money Supply on Exchange Rate in ASEAN-5: Empirical Test of Dornbusch Overshooting Model
by: Ulil Maghfiroh, et al.
Published: (2024-06-01)

Testing the Effects of Exchange Rate Jumps and Global Financial Crisis Using the Overshooting Dornbusch Model for the Financial Stability of the State Banking System of Iran's Economy
by: Akram Falahi, et al.
Published: (2022-03-01)

Analysis of Symmetric and Asymmetric Effects of Exchange Rate Pass-Through in Inflation-Targeting Countries
by: Syamad, et al.
Published: (2023-12-01)

Exchange Rate Behavior in the BRICS
by: FLAVIO VILELA VIEIRA, et al.
Published: (2023-12-01)

Unraveling the Dynamic Impact of Money Supply, Interest Rates, and Corruption on Inflation: Evidence from Indonesia
by: Cut Endang Kurniasih, et al.
Published: (2024-06-01)

Analysis of the relationship between oil revenues and money supply in Iraq for the period 1990 – 2019
by: Gailan Ahmad Jamil, et al.
Published: (2022-10-01)

The Effects of the Exchange Rate Overshooting On the Major Economic Activities in Iran
by: Farzad Moayeri, et al.
Published: (2018-07-01)

Banking, Money Supply and Economic Growth: An Empirical Analysis from Nigeria
by: Ahmed ADEKUNLE
Published: (2025-01-01)

Physics of an AMOC overshoot in a box model
by: Jelle Soons, et al.
Published: (2025-01-01)

Power Theory of Exchange and Money
by: Yaroslav Stefanov
Published: (2022-01-01)

The Effect of Inflation, Exchange Rate, Labor and Money Supply on The Manufacturing Industry Sector in Indonesia 2011 – 2020
by: Faizal Amri
Published: (2022-06-01)

An overshooting model of exchange rate determination and forecasting: a threshold regression approach
by: Karnikaa Bhattacharyya, et al.
Published: (2025-05-01)

Study of the Standard Relationship between the Money Supply and the Exchange Rate in Algeria during the Period (1990/2020)
by: Lamine Aid, et al.
Published: (2023-06-01)

The Impact of Exchange Rate Overshooting on Employment in Agriculture, Industry and Service Sectors in Iran
by: Vahid Farzam, et al.
Published: (2016-06-01)

The Determinants of Pakistan’s Trade Balance: An ARDL Cointegration Approach
by: Waliullah, et al.
Published: (2024-07-01)

The Asymetric Relation between Money Supply and Inflation
by: Alibey Kudar
Published: (2024-09-01)

The Overshooting Hypothesis of Agricultural Prices: The Role of Asset Substitutability
by: Ching-Chong Lai, et al.
Published: (2005-04-01)

On money as an institution and medium of exchange
by: Andreea Bucur, et al.
Published: (2012-12-01)

MONEY DEMAND FUNCTION IN TURKEY: AN ARDL APPROACH
by: Melih Özçalık
Published: (2014-12-01)

On Non-Overshooting Conditions for Discrete-Time Switched Linear Systems: The Multi-Input Case
by: Zhiming Chen, et al.
Published: (2024-01-01)

Security of the money supply with gold and foreign exchange reserves as a leading indicator of the ruble exchange rate
by: V. V. Eremin
Published: (2023-07-01)

Impact of Exchange Rate Fluctuations on Money Velocity in the Egyptian Economy
by: Hanaa Abdelaty Hasan Esmail, et al.
Published: (2024-10-01)

Aerosols Shape the Vertical Structure of Convective Overshooting in Southeast Asia Through Microphysical Processes
by: Nan Sun, et al.
Published: (2025-10-01)

Investigate the Relationship between Exchange Rate Overshooting and Business Cycles in Iran (Using Lucas Experimental Method and Vector Auto-Regressive Model)
by: farzad moayeri, et al.
Published: (2017-06-01)

Decomposing US Money Supply Changes since the Financial Crisis
by: Richard Robinson, et al.
Published: (2013-06-01)

Limited reversal of regional climate signals in overshoot scenarios
by: Peter Pfleiderer, et al.
Published: (2024-01-01)

Exchange rate volatility and COVID-19 effects on Indonesia's food products' trade: Symmetric and asymmetric approach
by: Kabiru Hannafi Ibrahim, et al.
Published: (2024-06-01)

THE EFFECTS OF INTEREST RATE AND MONEY SUPPLY ON SYSTEMATIC RISK ASSOCIATED WITH RETURN IN NIGERIAN EXCHANGE
by: Rofiat Adedokun, et al.
Published: (2024-10-01)

The causality among e-money, manufacturing, services and money supply: an empirical evidence of ASEAN countries
by: Heryadi Heryadi, et al.
Published: (2020-08-01)

The future of money and the money supply
by: Constantin ANGHELACHE, et al.
Published: (2023-06-01)

Overshoot phenomena: Observation and simulation
by: Ting Feng, et al.
Published: (2024-03-01)

Analysis of The Effect of Amount of Money Supply (JUB), Exchange Rate, Profit Sharing And Interest Rate on The Inflation 2011-2017: Islamic and Conventional M1 Comparative Study
by: Imam Haryadi, et al.
Published: (2019-06-01)

Effects of temperature overshoot amplitude on regional climate
by: Hunter C Douglas, et al.
Published: (2025-01-01)

On the stress overshoot in cluster crystals under shear
by: G.P. Shrivastav, et al.
Published: (2020-05-01)

Evaluation of overshooting errors in particle methods for diffusion by biased global random walk
by: Nicolae Suciu, et al.
Published: (2006-02-01)

Informational nature of money
by: V. D. Kuligin
Published: (2022-03-01)

The Correlation between Inflation and Money Supply
by: Adina Ţiţei, et al.
Published: (2022-09-01)

Compleción del modelo del overshooting de Dornsbusch
by: Ramón García-Cobián
Published: (2005-03-01)

The Impact of Exchange Rate on Demand for Money in Iran
Published: (2013-04-01)

The Relationship Between the Financial Innovation and the Money Supply: Empirical Study on the Maghreb Countries
by: Djaballah Mustapha
Published: (2020-02-01)