Article Per Year (5 Year)
p-Index From 2021 - 2026
0
P-Index
This Author published in this journals
All Journal Jurnal Riset Manajemen dan Bisnis
Algifari Algifari
Unknown Affiliation
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

Published : 2 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 2 Documents
Search

 1 
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
MODEL KESEIMBANGAN HUBUNGAN PENGARUH ANTARATINGKAT BUNGA, LAJU INFLASI, DAN KURS VALUTA ASING Endang Setyowati; Algifari Algifari
Jurnal Riset Manajemen dan Bisnis Vol 11, No 2 (2016): Jurnal Riset Manajemen dan Bisnis
Publisher : Fakultas Bisnis UKDW

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21460/jrmb.2016.112.241

Abstract

The aims of this research is to develop unequilibrium model relationship among interest rate,inflation, and foreign exchange rate in Indonesia using monthly data from January 2011 to April2015. The results of Augmented Dickey-Fuller test shows that the data of interest rate, inflation, andforeign exchange rate in this period is not stationary at level, but stationary in first difference.Johansen Cointegration test results indicate that the interest rate, inflation, and foreign exchange rateare cointegrated. Equilibrium model that used to determine the relationship among interest rate,inflation, and foreign exchange rate is Vector Error Correction models. The results of this studyindicate that interest rate affect on inflation and foreign exchange rate in Indonesia.Keyword: Interest Rate, Inflation, Exchange Rate,Vector Error Correction Model
Co-Authors Endang Setyowati Sri Fatmawati