How Domestic and Foreign Assets Interact Through Granger Causality and Dynamic Models

Andrian, Thomas and Russel, Edwin and BR, Aryan Danil Mirza and Ciptawaty, Ukhti (2013) How Domestic and Foreign Assets Interact Through Granger Causality and Dynamic Models. In: Proceedings of the 7th International Conference of Economics, Business, and Entrepreneurship, ICEBE 2024, 4-5 September 2024, Shah Alam, Selangor, Malaysia.

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Abstract

This study investigates the long-term interactions between foreign assets (ALN) and domestic assets (ADN) within the Indonesian economy from January 2013 to November 2020. Utilizing the Vector Error Correction Model (VECM), the research reveals a significant cointegration relationship, indicating th

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 18:20
Last Modified: 16 Apr 2026 21:54
URI: http://eprints.eai.eu/id/eprint/52091

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