The repetition of policy dynamics on Quantitative Easing (QE) and interest rate by Fed potentially cause fluctuations in the exchange rate, including Indonesia. Therefore, this study aims to analyze determinants impacts shocks. Inflation (INF), Money Supply (LJUB), Open Market Operations (OPT), Foreign Exchange Reserves (LCD), Expected (LEHU) Interest Rates (SB) were used Rate (NT) through Auto...

in this paper we examine the effect of the oil volatility, consumer price index (cpi) and industrial production on the stock market return in tehran stock exchange (tse). we used seasonal data in period 1378-1390 and auto regressive distributed method (ardl) for the short-term and long-term relationship between the variables. as results of research indicate, we find that there is positive short...

The impact of the Covid 19 pandemic on Indonesian economy was worse than global financial crisis in 2008. We can see business cycle from contraction economic growth, volatility exchange rate, and inflation. shocks to these cycles could create systemic risks influence system stability. Financial stability is more sensitive changes one macroprudential indicators, namely Indonesia Composite Index ...

This paper examines the use of autoregressive distributed lag (ARDL) models for the analysis of long-run relations when the underlying variables are I(1). It shows that after appropriate augmentation of the order of the ARDL model, the OLS estimators of the short-run parameters are p T -consistent with the asymptotically singular covariance matrix, and the ARDL-based estimators of the long-run ...

This study explores whether Pakistan's current account deficit-acted as a mediator in the linkage between devaluation of currency and expansion economy from 1972 to 2016. All variables have been shown heterogeneous order integration by using Augmented Ducky Fuller (ADF), Phillips-Perron (PP), Ng-Parron unit root tests. As this article, Auto regressive Distributive Lag Model (ARDL) is used figur...

The present study is designed to examine the relationship between wage inequalities and economic prosperity in case of Pakistan. Using provincial-level data for years 2000 2020, estimated a multivariate regression model by employing Auto Regressive Distributive Lag (ARDL) pooled mean group (PMG) technique. results reveal that inequality, government development spending, labor force participatio...