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Internalisasi Sektor Perbankan Dalam Model Dsge

Author

Listed:
  • Harmanta Harmanta
  • Nur M. Adhi Purwanto
  • Fajar Oktiyanto Oktiyanto

    (Bank Indonesia)

Abstract

We build DSGE model for small open economy with financial friction in the form of collateral constrain on banking sector, designed for Indonesian economy. The constructed model is capable to simulate the monetary policy (Bank Indonesia rate) and macroprudential policy (reserve requirement, capital adequacy ratio – CAR, and loan to value – LTV). By internalizing banking sector into the model, this model also enable us to simulate the impact of any shock originated from banking sector.

Suggested Citation

  • Harmanta Harmanta & Nur M. Adhi Purwanto & Fajar Oktiyanto Oktiyanto, 2014. "Internalisasi Sektor Perbankan Dalam Model Dsge," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 17(1), pages 1-38, July.
    • Handle: RePEc:idn:journl:v:17:y:2014:i:1b:p:1-38
    DOI: https://doi.org/10.21098/bemp.v17i1.43
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    Cited by:

    1. Setiastuti, Sekar Utami & Purwanto, Nur M. Adhi & Sasongko, Aryo, 2021. "External debt management as macroprudential policy in a small open economy," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 446-462.

    More about this item

    Keywords

    monetary policy; DSGE with banking sector; macroprudential policy;
    All these keywords.

    JEL classification:

    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies

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