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1.
Rect@ ; 22(2):113-125, 2021.
Article in English | ProQuest Central | ID: covidwho-2312603

ABSTRACT

Bank Indonesia, el banco central de Indonesia, ha realizado ajustes en un instrumento de política macroprudencial llamado índice de intermediación macroprudencial (IIM) para impulsar el crecimiento de los préstamos en el contexto de la recuperación económica nacional debido a la pandemia de COVID-19. En este artículo, se desarrolla un modelo dinámico de préstamo bancario con comportamiento procíclico, y se equipa con el instrumento predecesor del IIM denominado requerimiento de reserva basado en la relación préstamo-depósito (RR-RPD). Examinamos los efectos de los parámetros RR-RPD en la dinámica del préstamo utilizando el análisis de bifurcación de colisión de fronteras para determinar los valores umbral de los parámetros RR-RPD para que se pueda mantener la estabilidad del equilibrio del préstamo. Este modelo se aplica a los datos mensuales de los bancos comerciales de Indonesia antes y durante la pandemia de COVID-19 para evaluar la región de estabilidad de los parámetros del instrumento.Alternate :Bank Indonesia, the central bank of Indonesia, has made adjustment settings in a macroprudential policy instrument called macroprudential intermediation ratio (MIR) to boost loan growth in the context of national economic recovery due to the COVID-19 pandemic. In this paper, a dynamic model of bank loan with procyclicality behavior is developed, and it is equipped with the predecessor of the MIR instrument called loan-to-deposit ratio based reserve requirement (LDR-RR). We examine the effects of LDR-RR parameters on the dynamics of loan using the border collision bifurcation analysis to determine the threshold values of the LDR-RR parameters so that the stability of loan equilibrium can be maintained. This model is applied to monthly data of Indonesian commercial banks before and during the COVID-19 pandemic to assess the stability region of the instrument parameters.

2.
Symmetry ; 14(11):2269, 2022.
Article in English | MDPI | ID: covidwho-2090346

ABSTRACT

This research investigates a model of the spread of COVID-19 in Indonesia by paying attention to comorbid disease, self-quarantine, government-provided quarantine, and vaccination factors. The symmetrical aspects of the model are studied. The evaluation of the model reveals non-endemic and endemic equilibrium points and the basic reproduction number (BRN). We provide the local and global stability analysis of the equilibriums. According to the sensitivity analysis of the BRN, the key parameters impacting the spread of COVID-19 are the susceptible recruitment rate, contact rate, infection death rate, and probability of infected individuals having no comorbidities. In addition, we provide a sensitivity analysis to examine the effect of parameter changes in each subpopulation. We discovered that the natural death rate is the most sensitive parameter based on the sensitivity index after reaching equilibrium. Symmetry aspects appear in some of the visualizations of the model's solution and the sensitivity of the BRN and parameters.

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