Main Article Content
Abstract
This paper investigates the present of structural breaks in order to determine the regime shift in case of Indonesia economy. We use the Bai-Perron (2003) to test the breaks within period of Januari 2014 – Desember 2018. We also use Structural Vector Autoregression (VAR) to generate the model which constructed to analyze monetary transmission mechanism. The result shows that there are 4 significant structural breaks while SVAR shows the negative relationship between SBIS and the Output and negative relationship between PUAS and Inflation.
Keywords
Monetary transmission
Structural Breaks
Structural VAR
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How to Cite
syapriatama, imronjana, & Pratiwi, I. (2019). MENGUJI KEBERADAAN STRUCTURAL BREAKS PADA TRANSMISI KEBIJAKAN MONETER DI INDONESIA. Journal of Enterprise and Development, 1(02), 1-6. https://doi.org/10.20414/jed.v1i02.969