The Impact of Changes in World Oil Prices, Interest Rates, and Net Exports on The Exchange Rate of ASEAN-4 Countries

The Impact of Changes in World Oil Prices, Interest Rates, and Net Exports on The Exchange Rate of ASEAN-4 Countries

This research examines the impact of changes in world oil prices, interest rates, and net exports on exchange rates in four ASEAN countries (Indonesia, Malaysia, Thailand, and the Philippines). The method used is the Panel Vector Error Correction Model (PVECM) over 2000Q1-2020Q4. The variables analy...

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Bibliographic Details
Main Authors: Dyah Ayu Palupi, Rudi Purwono
Format: Article
Language:English
Published: Universitas Airlangga, Departemen Ilmu Ekonomi Fakultas Ekonomi dan Bisnis 2024-12-01
Series:JIET (Jurnal Ilmu Ekonomi Terapan)
Subjects:
exchange rates
world oil prices
interest rate
net exports
panel vector error correction model (pvecm)
Online Access:https://e-journal.unair.ac.id/JIET/article/view/59936
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