Gross Domestic Product (GDP) is considered as the best measure of economicperformance. However, in Indonesia, the GDP is presented in quarterly aggregate value.As a result, the monthly economic outlook is unknown, and analysis with other monthlyeconomic variables becomes limited. Therefore, this study will disaggregate quarterlyGDP into monthly GDP and its forecasting by using one of the coincident indicatorswhich are monthly Production Index of Large and Medium Manufacturing (industrialproduction index). Disaggregation is done on National GDP data of Indonesia period2000/I to 2016 / IV, whereas forecasting is made on monthly and quarterly GDP 2017.This study uses a combination of the simple linear regression model and ARIMA modelwith some modifications. The disaggregation result indicates that the monthly GDPmoves volatile and has a different pattern between quarters. Also, the monthly GDPdisaggregation and forecasting are proven that can be used by industrial productionindex that becomes a coincident indicator. GDP 2017 shows that the highest quarterlyGDP will have occurred in the third quarter, whereas the highest monthly GDP willhave occurred in June (second quarter). The result of disaggregation can be used furtherto the study of economic outlook will be more comprehensive.
| Published by | Bank Indonesia |
| Journal Name | Buletin Ekonomi Moneter dan Perbankan |
| Contact Phone | - |
| Contact Name | - |
| Contact Email | - |
| Location | Kota adm. jakarta pusat, Dki jakarta INDONESIA |
| Website | BEMP| https://www.bmeb-bi.org/index.php/BEMP| |
| ISSN | ISSN : 14108046, EISSN : 24609196, DOI : -, |
| Core Subject | |
| Meta Subject | |
| Meta Desc | The Buletin Ekonomi Moneter dan Perbankan/Bulletin of Monetary Economics and Banking (BMEB) is an international peer-reviewed journal. This is a quarterly journal, published in January, April, July and August. The BMEB focuses on a broad range of topics covering monetary economics, banking, macro-prudential, payment systems, financial stability, financial markets, and economic growth (including policy coordination) that are of global relevance. This BMEB’s scope is global and the journal endeavors to publish high quality research that makes a contribution to the literature and/or has an impact on policy making. In this regard, the BMEB welcomes research papers from both central bank and non-central bank economists, academics and policy makers. |
| Penulis | Luthfiana, Profita Sumunar , Nasrudin, Nasrudin |
| Publisher Article | Bank Indonesia |
| Subtitle Article | Buletin Ekonomi Moneter dan Perbankan Vol 20 No 4 (2018): APRIL 2018 |
| Scholar Google | http://scholar.google.com/scholar?q=%2Bintitle%3A&… |
| View Article | https://www.bmeb-bi.org/index.… |
| DOI | https://doi.org/10.21098/bemp.v20i4… |
| DOI Number | DOI: 10.21098/bemp.v20i4.905 |
| Download Article [1] | https://www.bmeb-bi.org/index.php/BEMP/a… |
| Download Article [2] | http://download.garuda.ristekdikti.go.id… |
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