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Ferry Syarifuddin
Bogor Agricultural University

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FOREIGN EXCHANGE EXPECTATIONS IN INDONESIA: REGIME SWITCHING CHARTISTS AND FUNDAMENTALISTS APPROACH Ferry Syarifuddin; Noer Azam Achsani; Dedi Budiman Hakim; Toni Bakhtiar
Buletin Ekonomi Moneter dan Perbankan Vol 17 No 2 (2014)
Publisher : Bank Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1530.477 KB) | DOI: 10.21098/bemp.v17i2.49

Abstract

In this research, the effect of central bank intervention within a heterogeneous expectation exchange rate model is investigated. The results are supporting both chartists and fundamentalist regimes. In the period investigated, chartist dominates in determining the exchange rate. While BI foreign exchange intervention can effectively push the market exchange-rate to its long-run fundamental equilibrium, however, Bank Indonesia’s effort to exert a stabilizing effect of foreign exchange interventions, the result does not show a success.
Co-Authors Dedi Budiman Hakim Ervina Mela Dewi, Yandra Arkeman, Erliza Noor, Noer Azam Achsani Toni Bakhtiar