Jurnal Riset Manajemen dan Bisnis
Vol 9, No 1 (2014): Jurnal Riset Manajemen dan Bisnis

EFEK FISHER DI INDONESIA: PENDEKATAN CO-INTEGRATION DAN ERROR CORRECTION MODEL (ECM)

Sri Fatmawati (Sekolah Tinggi Ilmu Ekonomi YKPN Yogyakarta Jalan Seturan, Yogyakarta, 55281)
Algifari Algifari (Unknown)

Article Info

Publish Date
22 Aug 2015

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

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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 ...