IDR and YEN Currency With Structural Model

Authors(2) :-Dra. Rr. Angraini Soemadi, MSI

This research aims to investigate a simple algorithm modeling, how the algorithm implementation and development into the structural model in the form of multivariate time series data using Eviews. 2 basic instruments are in use are vector auto regressive (VAR) and vector error correction (VEC) which will be developed into a structural vector auto regressive (SVAR) and structural vector error correction (SVEC). In this study used a variable currency IDR (Indonesia) and YEN (Japan) during the period 2004-2014, which convert into USD. Modeling of basic instruments that created and continue to shape innovative structures, can result in that the VAR model and SVAR be implemented on the stationary, while the VEC and SVEC models can be implemented in the data that are non-stationary.

Authors and Affiliations

Dra. Rr. Angraini Soemadi
Lecture at FEB Universitas Muhammadiyah Tangerang, Banten
MSI
Lecture at FEB Universitas Muhammadiyah Tangerang, Banten

Currency, VAR, SVAR, VEC, SVEC

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Publication Details

Published in : Volume 3 | Issue 3 | March-April 2017
Date of Publication : 2017-04-30
License:  This work is licensed under a Creative Commons Attribution 4.0 International License.
Page(s) : 597-600
Manuscript Number : IJSRST1733199
Publisher : Technoscience Academy

Print ISSN : 2395-6011, Online ISSN : 2395-602X

Cite This Article :

Dra. Rr. Angraini Soemadi, MSI, " IDR and YEN Currency With Structural Model ", International Journal of Scientific Research in Science and Technology(IJSRST), Print ISSN : 2395-6011, Online ISSN : 2395-602X, Volume 3, Issue 3, pp.597-600, March-April-2017.
Journal URL : http://ijsrst.com/IJSRST1733199

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