M. Sjahid Akbar
Institut Teknologi Sepuluh Nopember (ITS)

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Forecasting Financial System Stability Using Vector Error Correction Model Approach Setiawan, Setiawan; Utomo, Moch. Trianto; Astuti, Alfira Mulya; Akbar, M. Sjahid; Ahmad, Imam Safawi
CAUCHY Vol 6, No 3 (2020): CAUCHY: JURNAL MATEMATIKA MURNI DAN APLIKASI
Publisher : Mathematics Department, Maulana Malik Ibrahim State Islamic University of Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.18860/ca.v6i3.9811

Abstract

Indonesia is one of the developing countries whose economic system is still very dependent on other developed countries. This reliance often becomes one of the causes of the occurrence of economic turmoil sectors that interfere with financial system stability in Indonesia. Therefore, to forecast financial system stability indicators, primarily macroeconomic variables, become essential to do to provide an accurate index value. Then, Forecasting signs of stability of the financial system in Indonesia using Vector Error Correction models (VECM) approach with financial system stability indicators used are Banking Stability Inde