Technical Trend Analyses of Indonesia Stock Exchange Index
The stock exchange index is one of the primary barometers for the economic health of a country. The index encapsulates the performances of a wide spectrum of economic sectors, and it vividly reflects the country’s economic condition. In this paper, we apply several commonly used approaches to conduct technical trend analyses of the IDX and […]
The Impact of Various Shocks to Indonesia’s Bond Yield: Lag-Augmented Local-Projection (LP)
This IFG Progress Digest is the follow-up of Economic Bulletin (EB) – Issue 44 Indonesia’s Yield Curve In 2024: Machine Learning & Dynamic Nelson Siegel (DNS) Model where we explore as to how macroeconomic shocks influence government bond yield; We found that our four estimation scenarios for 10-year government bond yield do indeed align with […]
Indonesia’s Yield Curve In 2024: Machine Learning & Dynamic Nelson Siegel (DNS) Model
The term structure of the Yield Curve is one of the most essential tools in financial economics. All agents, both government and private firms, set them as a benchmark for implementing their policy and business decision, respectively. The yield curve can be one of the reasons for prosperous firms/countries or their declines (as evident in […]
Indonesia’s Exchange Rate: Fundamental Value & Path
Indonesia’s small-open economy is highly susceptible to external shocks, affecting Rupiah (IDR), considerably. Episodes like the Asian Financial Crisis and recent monetary tightening post COVID-19 have exposed the vulnerability of rupiah, often making it one of the most adversely affected emerging market currencies. Bank Indonesia’s mandate as written in The Law of The Republic of […]
Can Inflation Be Better Measured With AI?
Tingginya tekanan inflasi yang terjadi di berbagai negara menimbulkan kekhawatiran bagi seluruh pihak, baik regulator hingga pelaku bisnis. Fenomena ini dapat menurunkan daya beli hingga menekan performa perekonomian, termasuk sektor asuransi; Proyeksi inflasi dengan menggunakan Artificial Intelligence (AI) menunjukkan hasil yang cukup baik. Angka tersebut dapat berperan sebagai Early Warning System (EWS) dalam mengambil keputusan […]
