{"id":"https://openalex.org/W4366769429","doi":"https://doi.org/10.30598/barekengvol17iss1pp0113-0124","title":"TVECM TO ANALYZE THE RELATIONSHIP BETWEEN NET FOREIGN ASSETS AND CURRENCY CIRCULATION","display_name":"TVECM TO ANALYZE THE RELATIONSHIP BETWEEN NET FOREIGN ASSETS AND CURRENCY CIRCULATION","publication_year":2023,"publication_date":"2023-04-15","ids":{"openalex":"https://openalex.org/W4366769429","doi":"https://doi.org/10.30598/barekengvol17iss1pp0113-0124"},"language":"en","primary_location":{"id":"doi:10.30598/barekengvol17iss1pp0113-0124","doi":"https://doi.org/10.30598/barekengvol17iss1pp0113-0124","is_oa":true,"landing_page_url":"https://doi.org/10.30598/barekengvol17iss1pp0113-0124","pdf_url":"https://ojs3.unpatti.ac.id/index.php/barekeng/article/download/6669/5515","source":{"id":"https://openalex.org/S4210230638","display_name":"BAREKENG JURNAL ILMU MATEMATIKA DAN TERAPAN","issn_l":"1978-7227","issn":["1978-7227","2615-3017"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj","jufo-1"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"BAREKENG: Jurnal Ilmu Matematika dan Terapan","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://ojs3.unpatti.ac.id/index.php/barekeng/article/download/6669/5515","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5027422719","display_name":"Chantika Putri Ana","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I102893293","display_name":"State University of Malang","ror":"https://ror.org/00ypgyy34","country_code":"ID","type":"education","lineage":["https://openalex.org/I102893293"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Chantika Putri Ana","raw_affiliation_strings":["Departement of Mathematics, Faculty of Mathematics and Natural Sciences, State University of Malang"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Departement of Mathematics, Faculty of Mathematics and Natural Sciences, State University of Malang","institution_ids":["https://openalex.org/I102893293"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5089719517","display_name":"Trianingsih Eni Lestari","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I102893293","display_name":"State University of Malang","ror":"https://ror.org/00ypgyy34","country_code":"ID","type":"education","lineage":["https://openalex.org/I102893293"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Trianingsih Eni Lestari","raw_affiliation_strings":["Departement of Mathematics, Faculty of Mathematics and Natural Sciences, State University of Malang"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Departement of Mathematics, Faculty of Mathematics and Natural Sciences, State University of Malang","institution_ids":["https://openalex.org/I102893293"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5008126869","display_name":"Hendro Permadi","orcid":"https://orcid.org/0000-0001-7491-8699","observed_orcids":["https://orcid.org/0000-0001-7491-8699"]},"institutions":[{"id":"https://openalex.org/I102893293","display_name":"State University of Malang","ror":"https://ror.org/00ypgyy34","country_code":"ID","type":"education","lineage":["https://openalex.org/I102893293"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Hendro Permadi","raw_affiliation_strings":["Departement of Mathematics, Faculty of Mathematics and Natural Sciences, State University of Malang"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Departement of Mathematics, Faculty of Mathematics and Natural Sciences, State University of Malang","institution_ids":["https://openalex.org/I102893293"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I102893293"],"apc_list":null,"apc_paid":null,"fwci":1.0988,"has_fulltext":true,"cited_by_count":4,"citation_normalized_percentile":{"value":0.78448036,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"17","issue":"1","first_page":"0113","last_page":"0124"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9951000213623047,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9951000213623047,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10503","display_name":"Global Financial Crisis and Policies","score":0.003100000089034438,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.000699999975040555,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/net-foreign-assets","display_name":"net foreign assets","score":0.9929999709129333},{"id":"https://openalex.org/keywords/money-circulation","display_name":"monetary circulation","score":0.9769999980926514},{"id":"https://openalex.org/keywords/monetary-base","display_name":"monetary base","score":0.8360000252723694},{"id":"https://openalex.org/keywords/bank-indonesia","display_name":"Bank Indonesia","score":0.6579999923706055},{"id":"https://openalex.org/keywords/threshold-vector-error-correction-model","display_name":"threshold vector error correction model","score":0.8349999785423279},{"id":"https://openalex.org/keywords/nonlinear-cointegration","display_name":"nonlinear cointegration","score":0.8769999742507935},{"id":"https://openalex.org/keywords/threshold-effects","display_name":"threshold effects","score":0.5960000157356262},{"id":"https://openalex.org/keywords/monetary-policy","display_name":"monetary policy","score":0.5360000133514404},{"id":"https://openalex.org/keywords/long-run-equilibrium-relationship","display_name":"long-run equilibrium relationship","score":0.5339999794960022}],"concepts":[{"id":"https://openalex.org/C145162277","wikidata":"https://www.wikidata.org/wiki/Q1751675","display_name":"Cointegration","level":2,"score":0.8583133816719055},{"id":"https://openalex.org/C134024062","wikidata":"https://www.wikidata.org/wiki/Q1401229","display_name":"Error correction model","level":3,"score":0.7803552150726318},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.7076026201248169},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6061801910400391},{"id":"https://openalex.org/C141121606","wikidata":"https://www.wikidata.org/wiki/Q8142","display_name":"Currency","level":2,"score":0.5888745784759521},{"id":"https://openalex.org/C129824826","wikidata":"https://www.wikidata.org/wiki/Q2630107","display_name":"Granger causality","level":2,"score":0.471168577671051},{"id":"https://openalex.org/C11111821","wikidata":"https://www.wikidata.org/wiki/Q205880","display_name":"Circulation (fluid dynamics)","level":2,"score":0.46054691076278687},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.45892101526260376},{"id":"https://openalex.org/C64357122","wikidata":"https://www.wikidata.org/wiki/Q1149766","display_name":"Causality (physics)","level":2,"score":0.4413623809814453},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.40725329518318176},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.1566208004951477},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.08267071843147278},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.07115095853805542},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.30598/barekengvol17iss1pp0113-0124","doi":"https://doi.org/10.30598/barekengvol17iss1pp0113-0124","is_oa":true,"landing_page_url":"https://doi.org/10.30598/barekengvol17iss1pp0113-0124","pdf_url":"https://ojs3.unpatti.ac.id/index.php/barekeng/article/download/6669/5515","source":{"id":"https://openalex.org/S4210230638","display_name":"BAREKENG JURNAL ILMU MATEMATIKA DAN TERAPAN","issn_l":"1978-7227","issn":["1978-7227","2615-3017"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj","jufo-1"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"BAREKENG: Jurnal Ilmu Matematika dan Terapan","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:3789ae2b8bb34390b25f7004c9dae040","doi":null,"is_oa":true,"landing_page_url":"https://doaj.org/article/3789ae2b8bb34390b25f7004c9dae040","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Barekeng, Vol 17, Iss 1, Pp 0113-0124 (2023)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.30598/barekengvol17iss1pp0113-0124","doi":"https://doi.org/10.30598/barekengvol17iss1pp0113-0124","is_oa":true,"landing_page_url":"https://doi.org/10.30598/barekengvol17iss1pp0113-0124","pdf_url":"https://ojs3.unpatti.ac.id/index.php/barekeng/article/download/6669/5515","source":{"id":"https://openalex.org/S4210230638","display_name":"BAREKENG JURNAL ILMU MATEMATIKA DAN TERAPAN","issn_l":"1978-7227","issn":["1978-7227","2615-3017"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj","jufo-1"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"BAREKENG: Jurnal Ilmu Matematika dan Terapan","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4366769429.pdf","grobid_xml":"https://content.openalex.org/works/W4366769429.grobid-xml"},"referenced_works_count":14,"referenced_works":["https://openalex.org/W1522237958","https://openalex.org/W2033815440","https://openalex.org/W2088483154","https://openalex.org/W2140878079","https://openalex.org/W2517052197","https://openalex.org/W2735585683","https://openalex.org/W2799841059","https://openalex.org/W2951505929","https://openalex.org/W2999284662","https://openalex.org/W3026243943","https://openalex.org/W3185255434","https://openalex.org/W3202700213","https://openalex.org/W4229614345","https://openalex.org/W6907422204"],"related_works":["https://openalex.org/W2625311819","https://openalex.org/W2469978428","https://openalex.org/W7152031879","https://openalex.org/W2184533953","https://openalex.org/W7098820245","https://openalex.org/W3175743345","https://openalex.org/W7007923083","https://openalex.org/W1706008108","https://openalex.org/W2011323549","https://openalex.org/W2188206288"],"abstract_inverted_index":{"In":[0,43,194],"the":[1,6,20,32,46,49,119,127,135,141,154,187,212],"analytical":[2,104,178],"balance":[3],"sheet":[4],"of":[5,22,34,52,81,121,156,198],"base":[7,23],"money":[8],"monetary":[9],"authority,":[10],"Bank":[11],"Indonesia":[12],"explained":[13],"that":[14,113,180],"net":[15],"foreign":[16],"assets":[17],"(NFA)":[18],"affected":[19],"circulation":[21,40],"money,":[24],"including":[25],"currency.":[26],"This":[27],"gives":[28],"an":[29,103,177],"assumption":[30],"regarding":[31],"indication":[33],"a":[35,88,157,160,165],"causal":[36],"relationship":[37,142],"between":[38,61,111,143],"currency":[39],"and":[41,63,90,124,184,202,221],"NFA.":[42],"addition":[44],"to":[45,56,86,107,131,175],"causality":[47],"test,":[48],"primary":[50],"purpose":[51],"this":[53,195],"study":[54],"is":[55,100,129,146,173],"identify":[57],"long-term":[58,109],"equilibrium":[59],"relationships":[60,110],"NFA":[62],"Currency":[64],"Circulation.":[65],"The":[66,94,150],"cointegration":[67,74,185],"test":[68,152],"obtained":[69],"r":[70],"=":[71],"1,":[72],"indicating":[73],"(long-term":[75],"equilibrium).":[76],"Time":[77],"series":[78],"data":[79],"plots":[80],"these":[82],"two":[83,216],"variables":[84,112,145],"tend":[85],"have":[87],"trend":[89],"are":[91,114],"not":[92,115,147],"stationary.":[93,116],"Vector":[95,189],"Error":[96,190],"Correction":[97,191],"Model":[98,192],"(VECM)":[99],"applied":[101],"as":[102],"method":[105,179],"used":[106],"correct":[108],"However,":[117],"in":[118,138],"concept":[120],"VECM":[122],"deviation":[123],"short-term":[125],"dynamics,":[126],"association":[128],"assumed":[130],"be":[132],"linear.":[133,149],"At":[134],"same":[136],"time,":[137],"applying":[139],"economics,":[140],"economic":[144],"necessarily":[148],"significance":[151],"for":[153],"presence":[155],"threshold":[158,166,217],"using":[159],"fixed":[161],"regressor":[162],"bootstrap":[163],"shows":[164],"effect":[167],"or":[168],"nonlinear":[169],"VECM,":[170],"so":[171],"it":[172],"necessary":[174],"use":[176],"can":[181],"combine":[182],"nonlinearity":[183],"through":[186],"Threshold":[188],"(TVECM).":[193],"study,":[196],"modeling":[197],"TVECM":[199,208],"2":[200],"regimes":[201,204,210],"three":[203],"were":[205],"carried":[206],"out.":[207],"3":[209],"obtain":[211],"best":[213],"model":[214],"with":[215],"values":[218],"\u200b\u200bof":[219],"-310850":[220],"-260156.":[222]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":1}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2023-04-25T00:00:00"}
