Economic Journal of Emerging Markets
Volume 2 Issue 1, 2010

IMPAC OF VOLATILITY EXCHANGE RATES ON INDONESIAN ELECTRONIC IMPORTS FROM INTRA AND EXTRA ASEAN

Imam Muklis (Unknown)



Article Info

Publish Date
30 Sep 2011

Abstract

This study analyzes the effects of exchange rates volatility and Gross Domestic Product (GDP) onelectronic commodity import demand in Indonesia from intra and extra ASEAN. It applies an ErrorCorrection Model along with Dickey-Fuller and Augmented Dickey-Fuller tests. It finds that Indonesianimport demand for electronic commodity is significantly affected by GDP only in the shortrun. It also finds that exchange rates volatility in the short run have a negative effect on import demandfrom intra ASEAN and have a positive effect from extra ASEAN. In the long term, Indonesianimport demand from extra ASEAN is positively affected only by exchange rates volatility.Keywords: Exchange rates volatility, error correction model, gross domestic product, ASEANJEL classification numbers: F14, F31

Copyrights © 2010






Journal Info

Abbrev

JEP

Publisher

Subject

Economics, Econometrics & Finance

Description

The Economic Journal of Emerging Markets (EJEM) is a peer-reviewed journal which provides a forum for scientific works pertaining to emerging market economies. Published every April and October, this journal welcomes original research papers on all aspects of economic development issues. The journal ...