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All Journal Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan
Anggyatika Mahda Kurnia, Anggyatika Mahda
Fakultas Ekonomi Universitas Muhammadiyah Surakarta
Economics, Econometrics & Finance

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FLUKTUASI KURS RUPIAH TERHADAP DOLLAR AMERIKA SERIKAT PADA PERIODE TAHUN 1997.I – 2004.IV Kurnia, Anggyatika Mahda; Purnomo, Didit
Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan Vol 10, No 2 (2009): JEP Desember 2009
Publisher : Universitas Muhammdaiyah Surakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

This study aimed to analyze the fluctuation of the rupiah against the U.S. dollar. The data used in this study are quarterly time series data between the 1997.I to 2004.IV. Analysis tool used in this study is multiple linear regressions using the Error Correction Model (ECM). The results of this study concluded that variables such as exchange rates, inflation, SBI rate and the value of imports is stationary, only money supply variable that is not stationary. Based on the classical assumption was not found problem. Normality test showed normal distribution of Ut, tests of model specification with the Ramsey Reset test indicates the model used is linear. The coefficient of determination (R2) showed that approximately 90.5813 percent of the value of the rupiah against the U.S. dollar be explained by variables in the model. Result analysis by t test found that a significant variable is the money supply, inflation, and the value of imports.
FLUKTUASI KURS RUPIAH TERHADAP DOLLAR AMERIKA SERIKAT PADA PERIODE TAHUN 1997.I – 2004.IV Kurnia, Anggyatika Mahda; Purnomo, Didit
Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan Vol 10, No 2 (2009): JEP Desember 2009
Publisher : Universitas Muhammdaiyah Surakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.23917/jep.v10i2.802

Abstract

This study aimed to analyze the fluctuation of the rupiah against the U.S. dollar. The data used in this study are quarterly time series data between the 1997.I to 2004.IV. Analysis tool used in this study is multiple linear regressions using the Error Correction Model (ECM). The results of this study concluded that variables such as exchange rates, inflation, SBI rate and the value of imports is stationary, only money supply variable that is not stationary. Based on the classical assumption was not found problem. Normality test showed normal distribution of Ut, tests of model specification with the Ramsey Reset test indicates the model used is linear. The coefficient of determination (R2) showed that approximately 90.5813 percent of the value of the rupiah against the U.S. dollar be explained by variables in the model. Result analysis by t test found that a significant variable is the money supply, inflation, and the value of imports.
ANALISIS FLUKTUASI KURS RUPIAH TERHADAP DOLLAR AMERIKA (1997.1 - 2004.IV) Kurnia, Anggyatika Mahda; Purnomo, Didit
Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan Vol 7, No 1 (2006) : JEP Juni 2006
Publisher : Universitas Muhammdaiyah Surakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.23917/jep.v7i1.3993

Abstract

The research aims at analyzing the fluctuation ofRupiah exchange rate against US dollar. Data used in the research are quarterly time series data, namely in period from 1997.1 to 2004.IV. The analysis tools used in this research are multivariate linear regression by Error Correction Model (ECM). The result of this research concluded that the variables of The Rupiah exchange rate, inflation, interest rate of Bank Indonesia and import value has been stationer, only the variable of money supply on which is not stationer.ECM analysis results in the valid model on the Rupiah exchange rate against US dollar. It is showed by the significant ECT value at a=0.05; the regression coefficient value is 0.231835. Based on the classical assumption test, there is not found any problem. Normality test showed that Ut distribution is normal, the model specification test by Ramsey Reset Test showed that the model used is linear. The determination coefficient showed that about 90.5813% of the Rupiah exchange rate against US dollar could be explained by the variables of the model. The result of the t test analysis showed that the significant variable is the money supply (a=10%), inflation (a=l%), import value (a=l%)
Co-Authors Didit Purnomo