The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 4 List of variables used in PCA
Factor: domestic financial system condition No. indicator | Definition | Units | Original frequency | |
|---|---|---|---|---|
1 | m0 | Currency outside commercial and rural banks | IDR billion | Monthly |
2 | m1 | Narrow money | IDR billion | Monthly |
3 | m2 | Broad money | IDR billion | Monthly |
4 | stock_vol | Transaction volume at Jakarta stock exchange | In million stocks | Monthly |
5 | stock_val | Transaction value at Jakarta stock exchange | IDR billion | Monthly |
6 | stock_indx | Jakarta stock exchange composite index | Â | Monthly |
7 | LQ45 | Index of 45 stocks that meet a number of specific criteria | Â | Monthly |
8 | jibor_1d | Jakarta interbank offered rate for overnight | % | Monthly |
9 | jibor_1m | Jakarta interbank offered rate for 1Â month | % | Monthly |
10 | jibor_3m | Jakarta interbank offered rate for 3Â months | % | Monthly |
11 | int_lend_inv | Bank lending rate IDR for investment purposes | % | Monthly |
12 | int_lend_wc | Bank lending rate IDR for working capital purposes | % | Monthly |
13 | int_lend_cons | Bank lending rate IDR for consumption purposes | % | Monthly |
14 | int_sav_1m | Bank time deposit (saving) rate for 1Â month | % | Monthly |
15 | int_sav_3m | Bank time deposit (saving) rate for 3Â months | % | Monthly |
16 | int_sav_6m | Bank time deposit (saving) rate for 6Â months | % | Monthly |
17 | int_sav_12m | Bank time deposit (saving) rate for 12Â months | % | Monthly |
18int_sav_24m | Bank time deposit (saving) rate for 24Â months | % | Monthly | |
Factor: global economic and financial conditions No. indicator | Definition | Units | Original frequency | |
|---|---|---|---|---|
1 | crude_oil_avg | Commodity monthly price, average | US$/barrel | Monthly |
2 | crude_oil_brent | Commodity monthly price, Brent | US$/barrel | Monthly |
3 | crude_oil_dubai | Commodity monthly price, Dubai | US$/barrel | Monthly |
4 | crude_oil_wti | Commodity monthly price, WTI | US$/barrel | Monthly |
5 | wcom_en | Commodity monthly price index, energy | 2010 = 100 | Monthly |
6 | wcom_nen | Commodity monthly price index, nonenergy | 2010 = 100 | Monthly |
7 | wcom_agri | Commodity monthly price index, agriculture | 2010 = 100 | Monthly |
8 | wcom_bvrg | Commodity monthly price index, beverage | 2010 = 100 | Monthly |
9 | wcom_food | Commodity monthly price index, foods | 2010 = 100 | Monthly |
10 | wcom_oilmeals | Commodity monthly price index, oil and meals | 2010 = 100 | Monthly |
11 | wcom_grains | Commodity monthly price index, grains | 2010 = 100 | Monthly |
12 | wcom_othrfood | Commodity monthly price index, other foods | 2010 = 100 | Monthly |
13 | wcom_rawmat | Commodity monthly price index, raw materials | 2010 = 100 | Monthly |
14 | wcom_timber | Commodity monthly price index, timber | 2010 = 100 | Monthly |
15 | wcom_otherrawmat | Commodity monthly price index, raw materials | 2010 = 100 | Monthly |
16 | wcom_fert | Commodity monthly price index, fertilizer | 2010 = 100 | Monthly |
17 | wcom_metal | Commodity monthly price index, metal | 2010 = 100 | Monthly |
18 | wcom_basemetal | Commodity monthly price index, base metal | 2010 = 100 | Monthly |
19 | prec_metal | Commodity monthly price index, precious metal | 2010 = 100 | Monthly |
20 | inds_US_sa | US industrial production index, seasonally adjusted | 2012 = 100 | Monthly |
21 | inds_CHN | China industrial production index (total industry excluding construction), not SA | 2000 = 100 | Monthly |
22 | cpi_US_sa | US consumer price index, seasonally adjusted | 1982 = 100 | Monthly |
23 | cpi_CHN | China consumer price index, not seasonally adjusted | 2015 = 100 | Monthly |
24 | ppi_US | US producer price index, not seasonally adjusted | 1982 = 100 | Monthly |