Economic Development Analysis Journal
Vol 2 No 3 (2013): Economics Development Analysis Journal

PENGARUH PARITAS DAYA BELI PADA KURS DOLLAR AMERIKA, DOLLAR SINGAPURA, YEN TERHADAP RUPIAH PERIODE TAHUN 2005- 2012

Tegar Diwi Ananta (Unknown)



Article Info

Publish Date
07 Oct 2013

Abstract

Abstrak___________________________________________________________________Teori purchasing power parity (paritas daya beli) adalah teori yang menjelaskan hubungandiantara inflasi dan nilai tukar. Penelitian ini menguji pengaruh teori paritas daya beli pada dollarAmerika, dollar Singapura dan yen Jepang terhadap rupiah Indonesia. Penelitian menggunakanalat analisis Error Correction Model Engle-Granger periode 2005-2012. Variabel dependen dalampenelitian ini adalah nilai tukar, sedangkan untuk variabel independen adalah inflasi, suku bunga,pertumbuhan ekonomi, serta money supply. Tujuan dalam penelitian ini adalah untuk megujipengaruh teori PPP antara dollar Amerika, dollar Singapura dan yen Jepang dengan rupiahIndonesia pada jangka pendek dan jangka panjang. Hasil penelitian ini menunjukkan bahwadalam jangka panjang teori paritas daya beli di Indonesia terhadap ketiga mata uang asing berlaku,serta dalam jangka pendek teori PPP Indonesia terhadap dua mata uang asing berlaku, kecualiuntuk Singapura.Abstract___________________________________________________________________The theory of Purchasing Power Parity is a theory that explains the relationship between inflation andexchange rate. This study examines the effect of the theory of Purchasing Power Parity of the United Statesdollar, Singapore dollar and Japanese yen against Indonesian rupiah. This study is using an analysis tool thatcalls Error Correction Eagle-Granger Model, period 2005-2012. Dependent variable in this study is theexchange rate, while the independent variables are inflation, interest rates, economic growth, and the moneysupplay. The purpose of this study is to examining the influence of the theory of Purchasing Power Paritybetween United States dollar, Singapore dollar, and Japanese yen against Indonesian rupiah in the short andlong term. The result of this study indicated that in the long term the theory of Purchasing Power Parity inIndonesia against third of foreign currencies is applicable. And in the short term the theory of PurchasingPower Parity in Indinesia against two foreign currency is applicable, except for Singapore..

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Journal Info

Abbrev

edaj

Publisher

Subject

Economics, Econometrics & Finance

Description

Focus and Scope Economic Development Analysis Journal is a scientific journal who published by Department of Economic Development, Faculty of Economics, Universitas Negeri Semarang, Indonesia. this journal published four times per year on February, May, August, and November and start publishing ...