ANALISIS PENGARUH DAN HUBUNGAN KAUSALITAS ANTARA LAJU INFLASI TERHADAP KURS RUPIAH (1986 – 2017)

ANALYSIS OF INFLUENCE AND RELATIONSHIP BETWEEN CAUSALITY BETWEEN THE INFLATION RATE ON EXCHANGE EXCHANGE (1986 - 2017)

Martin Purba

MPRA Paper from University Library of Munich, Germany

Abstract: The new problem that arises in the open economy is the domestic currency exchange rate against foreign currencies in this case is the United States dollar recognized as the international currency. The open economy causes the condition of the domestic economy to affect the exchange rate changes. High inflation may cause exchange rate changes. This study started from 1986 to 2017, using simple linear regression analysis, stationery test and granger causal test. The results of this study indicate that the increase in inflation affects the weakening of the rupiah against the US dollar, the test results stationer indicates that inflation and exchange rates are stationary and there is a reciprocal relationship in the form of inflation affect the exchange rate and exchange rate affect inflation.

Keywords: inflation; exchange rate; causality test; stationery test (search for similar items in EconPapers)
JEL-codes: E31 F31 (search for similar items in EconPapers)
Date: 2018
New Economics Papers: this item is included in nep-mac
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Published in Jurnal Ilmiah Simantek 2.2(2018): pp. 176-181

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:97408

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