NDLI: The Dynamics of Indonesia Inflation: What Can We Learn from Inflation Disaggregation?

Content Provider	Semantic Scholar
Author	Kusuma, Igp Wira
Copyright Year	2014
Abstract	This paper employs disaggregated data of inflation combined with Factor Augmented Vector Auto Regression (FAVAR) to explore the price behaviour in Indonesia. The main finding of this analysis is that price behaviour in Indonesia exhibits heterogeneity. It is evident not only in terms of the magnitude, but also in the direction and the speed of adjustment to the new equilibrium in response to interest rate shock. Price volatility is mainly related to sector specific shocks instead of macroeconomic shocks. Another finding is, the price puzzle weakens once ITF is adopted. Keywords : price disaggregation, inflation, FAVAR, price puzzle. JEL classification : C32, E31, E52
Starting Page	43
Ending Page	79
Page Count	37
File Format	PDF HTM / HTML
DOI	10.21098/bemp.v16i1.38
Volume Number	16
Alternate Webpage(s)	https://www.bmeb-bi.org/index.php/BEMP/article/download/38/30
Alternate Webpage(s)	https://doi.org/10.21098/bemp.v16i1.38
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article

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