This study develops a practical forecast for IndONIA 1-month at quarter end and identifies the forces that shape its path. A harmonized quarterly dataset from CEIC and Bloomberg underpins the analy...
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...
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 macr...
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...
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...
