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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)]

Author

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  • purba, martin

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.

Suggested Citation

  • purba, martin, 2018. "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 Exc," MPRA Paper 97408, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:97408
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    File URL: https://mpra.ub.uni-muenchen.de/97408/1/MPRA_paper_97408.pdf
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    Cited by:

    1. purba, martin, 2018. "Analisis Pasar Uang Pada Model Mundell-Fleming Pada Perekonomian Indonesia (Tahun 2010-2017) [Money Market Analysis on the Mundell-Fleming Model in the Indonesian Economy (2010-2017)]," MPRA Paper 97409, University Library of Munich, Germany.

    More about this item

    Keywords

    inflation; exchange rate; causality test; stationery test;
    All these keywords.

    JEL classification:

    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • F31 - International Economics - - International Finance - - - Foreign Exchange

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