Jurnal Riset Manajemen dan Bisnis
Vol 11, No 2 (2016): Jurnal Riset Manajemen dan Bisnis

MODEL KESEIMBANGAN HUBUNGAN PENGARUH ANTARATINGKAT BUNGA, LAJU INFLASI, DAN KURS VALUTA ASING

Endang Setyowati (Unknown)
Algifari Algifari (Unknown)

Article Info

Publish Date
14 Mar 2017

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

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Journal Info
Jurnal Riset Manajemen dan Bisnis
Website

Abbrev

jrmb

Publisher

Universitas Kristen Duta Wacana

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

Description

Focus and Scope Jurnal Riset Manajemen dan Bisnis (p-ISSN: 1907-7343; e-ISSN: 2714-7312) adalah jurnal yang dipublikasikan oleh Fakultas Bisnis Universitas Kristen Duta Wacana yang terbit dua kali setahun (Juli dan Desember). Jurnal ini didedikasikan sebagai sarana untuk berbagi dan diseminasi ...