Permodelan Indeks Harga Konsumen Indonesia Dengan Menggunakan Model Intervensi Multi Input

P.W. Novianti () and Suhartono ()
Additional contact information
P.W. Novianti: King Abdullah University of Science and Technology
Suhartono: Institut Teknologi Sepuluh November

Bulletin of Monetary Economics and Banking, 2009, vol. 12, issue 1, 75-96

Abstract: There are some events which are expected effecting CPI's fluctuation, i.e. financial crisis 1997/1998, fuel price risings, base year changing's, independence of Timor-Timur (October 1999), and Tsunami disaster in Aceh (December 2004). During re-search period, there were eight fuel price risings and four base year changing»s. The objective of this research is to obtain multi input intervention model which can describe magnitude and duration of each event effected to CPI. Most of intervention re-searches that have been done are only contain of an intervention with single input, ei-ther step or pulse function. Multi input intervention was used in Indonesia CPI case because there are some events which are expected effecting CPI. Based on the result, those events were affecting CPI. Additionally, other events, such as Ied on January 1999, events on April 2002, July 2003, December 2005, and September 2008, were affecting CPI too. In general, those events gave positive effect to CPI, except events on April 2002 and July 2003 which gave negative effects.

Keywords: CPI; Multi Input Intervention; Fuel Price Rising (search for similar items in EconPapers)
JEL-codes: C22 C43 E31 I38 (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations:

Downloads: (external link)
https://bulletin.bmeb-bi.org/cgi/viewcontent.cgi?article=1372&context=bmeb (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:idn:journl:v:12:y:2009:i:1c:p:75-96

DOI: 10.21098/bemp.v12i1.350

Access Statistics for this article

Bulletin of Monetary Economics and Banking is currently edited by Paresh Narayan

More articles in Bulletin of Monetary Economics and Banking from Bank Indonesia Contact information at EDIRC.
Bibliographic data for series maintained by Lutzardo Tobing ( this e-mail address is bad, please contact ) and Jimmy Kathon ().