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Sri Fatmawati
Sekolah Tinggi Ilmu Ekonomi YKPN Yogyakarta Jalan Seturan, Yogyakarta, 55281
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

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EFEK FISHER DI INDONESIA: PENDEKATAN CO-INTEGRATION DAN ERROR CORRECTION MODEL (ECM) Sri Fatmawati; Algifari Algifari
Jurnal Riset Manajemen dan Bisnis Vol 9, No 1 (2014): Jurnal Riset Manajemen dan Bisnis
Publisher : Fakultas Bisnis UKDW

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21460/jrmb.2014.91.225

Abstract

The aim of this research is to examine the existence of Fisher Effect for Indonesian Economy, by regressing interest rate on rate of inflation in period 1980-2011. With co-integration and error correction technique, the results indicate that an increases of one percent in inflation rate lead to increase in interest rate at 0,13 percent in short-run and at 0,95 percent in longrun. This research can’t confirm the existence of Fisher Effect in Indonesian Economy in short-run, but this effect exists in long-run. Keywords: Fisher Effect, Interest Rate, Inflation Rate, Co-integration, Error Correction Model
Co-Authors Algifari Algifari