Relationship between macroeconomic variables and net asset values (NAV) of equity funds: Cointegration evidence and vector error correction model of the Hong Kong Mandatory Provident Funds (MPFs)

2011 ◽  
Vol 21 (5) ◽  
pp. 792-810 ◽  
Author(s):  
Patrick Kuok-Kun Chu
Keyword(s):  
Hong Kong ◽  
Error Correction ◽  
Error Correction Model ◽  
Vector Error Correction Model ◽  
Correction Model ◽  
Vector Error Correction ◽  
Macroeconomic Variables ◽  
Vector Error ◽  
Asset Values ◽  
Equity Funds

scholarly journals OPTIMALISASI POTENSI PAJAK DAN RETRIBUSI DALAM MENINGKATKAN PENDAPATAN ASLI DAERAH (PAD) KOTA AMBON

2019 ◽  
Vol 6 (1) ◽  
Author(s):  
Maria K. Tupamahu ◽  
Hermi Oppier ◽  
Jacobus. C.D. Rijoly
Keyword(s):  
Error Correction ◽  
Swot Analysis ◽  
Error Correction Model ◽  
Vector Error Correction Model ◽  
Correction Model ◽  
Vector Error Correction ◽  
Regional Autonomy ◽  
Macroeconomic Variables ◽  
Vector Error

Since Indonesia implemented regional autonomy, part of the financial authority was delegated to the regions so that the regions could independently optimize their regional financial potential, mainly from taxes and levies as their main source of income. Ambon City as an area that has long implemented autonomy still faces the problem of how to optimize the potential of PAD, especially through taxes and levies. This study aims to analyze strategies for optimizing taxes and levies in Ambon City. This study uses two research instruments, namely SWOT analysis and Model Vector Error Correction Model. Estimated results are then developed by forecasting for the next 10 years. The results show that both taxes and levies experienced a significant increase but in certain periods experienced fluctuations influenced by several macroeconomic variables.

scholarly journals Pengujian Kembali Volatilitas Kebijakan Trilemma Terhadap Variabel Makroekonomi di Indonesia

2021 ◽  
Vol 20 (1) ◽  
pp. 1
Author(s):  
Moch. Syamsudin
Keyword(s):  
Error Correction ◽  
Financial Stability ◽  
Error Correction Model ◽  
Vector Error Correction Model ◽  
Economic Stability ◽  
Correction Model ◽  
Vector Error Correction ◽  
Macroeconomic Variables ◽  
Development Framework ◽  
Vector Error

The trilemma policy is a hypothesis stating a Mundell-Fleming macroeconomic development framework in which there is a state that cannot simultaneously choose three policies because it must sacrifice one policy so that the realization of policies that leads to economic stability is desired. The research aims to see the effect of the policy volatility on macroeconomic variables in Indonesia. The method used is the vector error correction model (VECM). The results show that the volatility of the trilemma policy adopted by Indonesia in the short and long term Affects the rate of economic growth and inflation. Economic shocks and uncertainties in the world economy externally affect macroeconomic variables. Viewing the results of forecasting for the trilemma policy and macroeconomic variables show that the inflation rate is so high and the level of economic openness is very low. This result recommends that there is a need for harmonization of policies undertaken by Bank Indonesia as the monetary authority and the government as a fiscal authority so as to achieve the level of financial stability that impacts on economic stability. Keywords:  Trilemma Policy, Macroeconomics, Vector Error Correction Model (VECM), Forecasting

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