Skip to main content

Capital Flow&Risk of Capital Reversal in Indonesia


 
It is always interesting to research the phenomenon of capital flow in a country. Some of the predicted benefits of capital inflow are the raise of domestic investment (Mileva, 2008); increase in liqudity and reduce the cost of capital (Bekaert and Harvey, 2000); and also lead to promote economic growth (Ito, 1999). However, capital inflow is also feared to be the sources of increasing probability of having lending boom (Penalver, 2003); increasing liabilities in the future owed by the related countries (Eichengreen, 2006); and threat of capital reversal particularly in the form of porfolio investment (Ostry, et al, 2010).

Private Portfolio Liabilities (PPL) represent a measure of capital inflow (from non-resident) in the form private portfolio ownership in a period of time (annual in the graph); further term of PPL will represent this data. In case of Indonesia, during 1993 to 2011 PPL and GDP growth share almost at a similar trend, although year-by-year movement of the two seems differ with PPL as the more volatile one. From 1993 to 1996, raising of PPL also followed by the raising of GDP growth, vice versa. From 1997 to 1998, a currency and debt crisis arise which in turn drag the economy to its largest decline since the 1960s. From 1999 to 2004, PPL took a slower pace to recover from 1998 crisis than the economy. When the economic growth rate was already up to 5% in 2000, PPL have finally reached a positive 1 billion US Dollars in 2002. In 2005, a distress in Indonesian economy in the form of increasing gasoline selling price and Rupiah large depreciation made the PPL decline, while GDP growth still hanging around 5.7%. Between 2006 and 2007, a booming of PPL did not encourage a large GDP growth movement. This is one of the sign of a potential sudden reversal. In 2008, following a global financial crisis, a correction was made, while 300 million US Dollars of capital outflow from the previous Portfolio holders in 2008 followed by a slowing 4.6% GDP growth in the next year. Until 2011 PPL have shown a strong upward movement in the middle of spreading crisis (to Europe), while GDP still maintain its regular 6.4% growth. Assume that GDP growth can represent the real performance of economy as well as PPL represent the expected performance of economy, then the gap between them might be a sign of a future correction.



 Publish at BKF-Kemenkeu



1.29PM WIB
Saat jadi konsultan di PKEM(Pus.Kebijakan Eko.Makro)

Comments

Popular posts from this blog

Fisher and Wicksell on the Quantity Theory (1997)_Review

Thomas M. Humphrey Fisher and Wicksell on the Quantity Theory (1997) Terdapatnya hubungan antara market price dengan money’s value in terms of goods Quantity Theory of Money Demand Fisher mecoba menjelaskan hubungan antara total quantity of money (M) dan jumlah total spending terhadap final goods and services yang diproduksi dalam perekonomian (yang dipengaruhi oleh tingat harga, P; dan aggregate output,Y). Sementara velocity of money (V) merupakan total spending (P×Y) dibagi quantity of money (M), atau; Saat money market berada di equilibrium (M = Md), menggunakan k sebagairepresentasi dari 1/V (constant); Fisher juga menjelaskan bahwa demand for money dipengaruhi oleh; 1) Oleh evel transaksi disebabkan oleh level of nominal income (PY) 2) Oleh institusi dalam perekonomian yang disebabkan oleh bagaimana masyarakat melakukan transaksi (yang akan mempengaruhi V, dan seterusnya, k) Fisher; public’s real demand for money terutama mengacu pada domestic price level Wicksell; non-monetary de...

test-test existing of philips curve in Indonesia

Philips Curve (berdasarkan Solikin, 2004) I.    p = m + g p e + d Ygap + ε     Keterangan;       p ;            inflasi actual p e ;          ekspektasi inflasi (menggunakan Hodrick-Prescot filter) Y gap ;    GDPriil gap (GDPriil – GDPriilexpected) 1.                 Full Sampel - Data Tahunan (1961-2010) Dependent Variable: CPIINF Method: Least Squares Date: 03/18/11   Time: 17:55 Sample: 1961 2010 Included observations: 50 Variable Coefficient Std. Error t-Statistic Prob.   ...

Investor Takut, Penawaran di Lelang SUN Menciut

Bisnis.com, JAKARTA — Kekhawatiran investor terhadap penanganan penyebaran COVID-19 di Indonesia membuat jumlah penawaran yang masuk dalam lelang surat utang negara (SUN) kian menciut. Dalam lelang yang digelar hari ini, Selasa (14/4/2020), total penawaran yang masuk mencapai Rp27,65 triliun. Jumlah itu merupakan yang terendah sepanjang tahun berjalan. Total nominal yang dimenangkan pemerintah dalam lelang tersebut mencapai Rp16,88 triliun. Economist PT Pemeringkat Efek Indonesia (Pefindo) Fikri C. Permana mengatakan angka penawaran yang rendah dalam lelang SUN hari ini disebabkan kekhawatiran investor terhadap penanganan COVID-19 di Indonesia. Terlebih, berbagai upaya yang dilakukan belum membuat kurva penyebaran melandai. “Hal ini dikhawatirkan akan memperpanjang risiko perekonomian dan recovery Indonesia,” jelasnya kepada Bisnis, Selasa (14/4/2020). Fikri menilai minimnya penawaran yang masuk dalam lelang SUN bukan disebabkan oleh risk appetite. Menurutnya, SUN semestikan r...