Srihayati, Lena (2016) ANALISIS HUBUNGAN ANTARA KURS DENGAN INFLASI, PDB, DAN TINGKAT SUKU BUNGA DI INDONESIA. Other thesis, UPN "VETERAN" YOGYAKARTA.
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Abstract
The objective of this research
is to examine the relationship between Real
Exchange Rateon Inflation, GDP, and Interest Rate in Indo
nesia. The variables used are: Real Exchange
Rate, Inflation (Consumer Price Index), Real GDP, and
Interest Rate (Bank Indonesia Certificates). The data used in this researchis time-
series data in monthly period from
january 2002 to december 2009.
Analysis methods used are Granger Causality Test,
Stationary Test usingUnit Roots T
est of Augmented Dickey Fuller (ADF) with Akaike
Information Criterion(AIC)
, Optimum Lag Test, and Stability Test using AR Roots Table
and Graph.The results of Granger Causality
Test show that the Inflationdoes Granger cause to the Exchange Rate but the Exchange Rate
does not Granger cause
to the
Inflation, there is a way-
one relationship from Inflation toward Exchange Rate.
On the other hand,
the GDP does not Granger cause the
Exchange Rate, and the reverse is the same.
The Interest Rate does not Granger cause the Exchange Rate, and the reverse is the
same.
Keywords:
RealExchange Rate, Inflation (CPI)
, Real GDP, Interest Rate, Granger
Causality
| Item Type: | Thesis (Other) |
|---|---|
| Subjek: | H Social Sciences > HJ Public Finance |
| Divisions: | x. Faculty of Law, Arts and Social Sciences > School of Management |
| Depositing User: | Muji Isambina |
| Date Deposited: | 28 Sep 2016 07:24 |
| Last Modified: | 28 Sep 2016 07:26 |
| URI: | http://eprints.upnyk.ac.id/id/eprint/6913 |
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