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Record W4294193477 · doi:10.18280/ijsdp.170523

The Influence of Exchange Rate and Foreign Capital on the Performance of Inflation Targeting Framework in Indonesia

2022· article· en· W4294193477 on OpenAlex
Rakhmat Rakhmat, Perry Warjiyo, Andi Muhammad Sadli

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

venuePublished in a venue whose home country is Canada.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueInternational Journal of Sustainable Development and Planning · 2022
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicEconomic Growth and Fiscal Policies
Canadian institutionsnot available
Fundersnot available
KeywordsEconomicsExchange rateInterest rateMonetary policyInflation (cosmology)EconometricsMonetary economicsTrilemmaContext (archaeology)PortfolioOpen economyInflation targetingMacroeconomicsFinancial economics

Abstract

fetched live from OpenAlex

This study provides empirical evidence on the problem of the trilemma of monetary policy in an open economy, in the context of the effect of exchange rates and foreign capital flows on the performance of the ITF in Indonesia. The method used as an empirical estimate is the Structural Vector Autoregressive (SVAR) model. This model allows to include restrictions in the empirical estimation of parameters that measure the contemporaneous effect of one variable on another variable according to the structure of the macroeconomic model. Meanwhile, the lagged effects are estimated according to the VAR model. Therefore, the SVAR model is considered more appropriate than the ordinary VAR model because it can measure both the instantaneous effect and the intertemporal effect of the problem under study. The SVAR model uses restrictions that are consistent with the theoretical model in its estimation, regardless of the time-to-time effect of one variable on another. There are 9 variables in the SVAR model, namely: global risk, oil prices, federal funds rate, economic growth, inflation, interest rates, monetary policy, credit interest rates, foreign portfolio investment flows, and the rupiah exchange rate. All data used were obtained from several sources, including: Bank Indonesia, Central Statistics Agency, and IMF. Based on the estimation results, the exchange rate and foreign capital flows have a significant effect on inflation and economic growth, thus affecting the performance of the ITF in Indonesia. In particular, there is a relative influence between external factors, particularly global commodity prices, US monetary policy interest rates, and global risks, and domestic factors, particularly economic growth, monetary policy interest rates, and bank interest or credit rates. This study also concludes that in addition to inflation and economic growth considerations, Bank Indonesia also considers exchange rate movements in determining its interest rate policy response.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.122
Threshold uncertainty score0.168

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.013
GPT teacher head0.207
Teacher spread0.194 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it