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Financial Cycle Of Indonesia – Potential Forward Looking Analysis

Author

Listed:
  • Cicilia A. Harun

    (Bank Indonesia)

  • Aditya Anta Taruna

    (Bank Indonesia)

  • R. Renanda Nattan
  • Ndari Suryaningsih

    (Bank Indonesia)

Abstract

Kebutuhan akan referensi yang baik dalam rangka implementasi peraturan countercyclical menjadi alasan utama dari penelitian untuk mengkonstruksi siklus keuangan. Penelitian ini merupakan penelitian lanjutan Alamsyah et al (2014) yang telah menghasilkan siklus keuangan Indoneisa dengan mengikuti tata cara pembuatan yang dilakukan oleh Drehman et al (2012). Siklus keuangan pada penelitian ini akan diperbaharui dengan penggunaan harga aset dan cara pengolahan data lanjutan. Untuk meningkatkan kepercayaan dalam penggunaan siklus keuangan sebagai referensi kebijakan di masa yang akan datang, penelitan ini akan melakukan forecasting. Hasil dari forecasting menunjukan bahwa siklus keuangan cukup robust dan cenderung untuk mengikuti pola masa lalu. Hal ini memberikan dorongan untuk penelitian terkait karakteristik dari siklus keuangan dan indikator tambahan sebagai referensi untuk dapat menangkap kemungkinan terjadinya perubahan struktural di masa yang akan datang.

Suggested Citation

  • Cicilia A. Harun & Aditya Anta Taruna & R. Renanda Nattan & Ndari Suryaningsih, 2014. "Financial Cycle Of Indonesia – Potential Forward Looking Analysis," Working Papers WP/9/2014, Bank Indonesia.
    • Handle: RePEc:idn:wpaper:wp092014
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    File URL: http://publication-bi.org/repec/idn/wpaper/WP092014.pdf
    File Function: First version, 2014
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    Citations

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    Cited by:

    1. Arif Widodo, 2020. "Measuring Cyclical Behavior of Islamic and Conventional Financing: Evidence from Indonesian Dual Banking System قياس سلوك التمويل الإسلامي والتمويل التقليدي: دليل من النظام المصرفي الإندونيسي المزدوج," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 33(2), pages 173-192, July.

    More about this item

    Keywords

    Financial cycle; countercyclical capital buffer; financial crisis;
    All these keywords.

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets
    • G2 - Financial Economics - - Financial Institutions and Services
    • F3 - International Economics - - International Finance

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