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The role of palm oil price in Indonesia's aggregate demand

Sharma, Susan 2020, The role of palm oil price in Indonesia's aggregate demand, Buletin Ekonomi Moneter dan Perbankan, vol. 23, no. 2, pp. 161-178, doi: 10.21098/bemp.v23i2.1305.

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Title The role of palm oil price in Indonesia's aggregate demand
Author(s) Sharma, SusanORCID iD for Sharma, Susan orcid.org/0000-0002-7297-1557
Journal name Buletin Ekonomi Moneter dan Perbankan
Volume number 23
Issue number 2
Start page 161
End page 178
Total pages 18
Publisher Bank Indonesia, Central Banking Research Department
Place of publication Jakarta, Indonesia
Publication date 2020
ISSN 1410-8046
2460-9196
Summary This study examines the predictability of Indonesia’s aggregate demand using palm oil price. We conduct both in-sample and out-of-sample forecasting evaluations. These evaluations are based on time-series quarterly and monthly data frequencies and cover three different forecasting horizons. Overall, we find that palm oil price predicts real GDP, consumption expenditure, total investment, net spending from overseas, while predictability of government spending is sensitive to the use of forecasting approaches and horizons.
Language eng
DOI 10.21098/bemp.v23i2.1305
Indigenous content off
Field of Research 150202 Financial Econometrics
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Free to Read? Yes
Persistent URL http://hdl.handle.net/10536/DRO/DU:30143801

Document type: Journal Article
Collections: Faculty of Business and Law
Open Access Collection
Department of Finance
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Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.