IDR and YEN Currency With Structural Model

Authors

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

Keywords:

Currency, VAR, SVAR, VEC, SVEC

Abstract

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.

References

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International Journal of Scientific Research in Science and Technology

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Published

2017-04-30

Issue

Volume 3, Issue 3, March-April-2017

Section

Research Articles

License

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Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

[1]
Dra. Rr. Angraini Soemadi, MSI "IDR and YEN Currency With Structural Model " International Journal of Scientific Research in Science and Technology(IJSRST), Online ISSN : 2395-602X, Print ISSN : 2395-6011,Volume 3, Issue 3, pp.597-600, March-April-2017.