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All Journal Jurnal Keuangan dan Perbankan Kinerja Journal of Indonesian Economy and Business PROSIDING SEMINAR NASIONAL CENDEKIAWAN Jurnal Ekonomi KIAT International Journal of Social Science, Education, Communication and Economics Jurnal Ekonomi Trisakti PROGRESIF PENANOMICS: INTERNATIONAL JOURNAL OF ECONOMICS Publikasi Ilmiah Bidang Pengabdian Kepada Masyarakat (SIKEMAS) Media Ekonomi Asean International Journal of Business e-Jurnal Apresiasi Ekonomi Economica: Journal of Economic and Economic Education Dirkantara Indonesia Triwikrama: Jurnal Ilmu Sosial INOVASI: Jurnal Politik dan Kebijakan Asian Journal of Management, Entrepreneurship and Social Science Jurnal Sains dan Kesehatan
Sri Yani Kusumastuti
Universitas Trisakti
Religion Agriculture, Biological Sciences & Forestry Arts Humanities Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Chemistry Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Immunology & microbiology Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Medicine & Pharmacology Public Health Social Sciences Other

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Journal : Kinerja

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PENENTUAN NILAI TUKAR: PENGUJIAN PURCHASING POWER PARITY DI INDONESIA Kusumastuti, Sri Yani
KINERJA Vol 8, No 1 (2004): Kinerja
Publisher : Faculty of Economics Universitas Atma Jaya Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24002/kinerja.v8i1.807

Abstract

This paper provides a test of purchasing power parity (PPP) as an explanation for longtermforeign exchange rate movement. We impose symmetry and proportionality restrictions ofPPP to data drawn from the period 1969.1 through 2001.4. The tests are also run for sub-periods. Symmetry and proportionality restrictions find little support for the unit root tests though the Johansen test suggests that foreign exchange rate and inflation rate are linked in a long run sense. Error correction models are then estimated on the basis of the assumption that the United States inflation rate is exogenous. The error correction models result also rejects the PPP.Keywords: purchasing power parity, exchage rate
PENENTUAN NILAI TUKAR: PENGUJIAN PURCHASING POWER PARITY DI INDONESIA Sri Yani Kusumastuti
KINERJA Vol. 8 No. 1 (2004): Kinerja
Publisher : Faculty of Business and Economics Universitas Atma Jaya Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24002/kinerja.v8i1.807

Abstract

This paper provides a test of purchasing power parity (PPP) as an explanation for longtermforeign exchange rate movement. We impose symmetry and proportionality restrictions ofPPP to data drawn from the period 1969.1 through 2001.4. The tests are also run for sub-periods. Symmetry and proportionality restrictions find little support for the unit root tests though the Johansen test suggests that foreign exchange rate and inflation rate are linked in a long run sense. Error correction models are then estimated on the basis of the assumption that the United States inflation rate is exogenous. The error correction models result also rejects the PPP.Keywords: purchasing power parity, exchage rate
Co-Authors Abitur Asianto Agrevinna Beatrice Agustina Suparyati Agustina Suparyati, Agustina Akmal, Makarimal Amrie Firmansyah Anna S. N. Dasril Audrey Alviona Ribuna Kaban Bayu Sedih Nanda Ria Carissa Vania Dini Hariyanti Dzulfikar Kharisma Ego Bagas Anugerah Pratama Eleonora Sofilda Endrawati Fatimah, Endrawati Erista Nurfianingrum Fadilah, Putri Fadilla, Meita Indah Fajrig Arsyelan Haedzar P, Rizqi Hangga Filardikh Bachtiar Haznil Zainal Hermansyah Hermansyah Ika Kristina Intan Afriyani Irma Agustiani Justin, Justin Kharisma, Dzulfikar Khirstina Curry Lavli Matria Esya Marwansyah Marwansyah Mia Amelia Mirna Albertina Wijaja Nidya Khaeruni Nur Hidayatullah Nur Hidayatullah Nurhafifah Amalina Nurhayati Nurhayati Pardomuan Sihombing, Pardomuan Pradana, Rizqi Haedzar Prakosa Andiantyo Purba, Samuel Fery Putri Fadilah Putri, Risza Estuning Puspita Raden Mohamad Herdian Bhakti Raden Rudi Alhempi Simandjorang, Bonataon MT Vincent Sumiyarti Syafri Taureni Hayati Teresia Perpetua Kota Tia Anggraini Yulyanah Yulyanah