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03. DISSERTATIONS AND THESIS
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Undergraduate Thesis
Faculty of Economics
Department of Economics Science
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UMY Repository
03. DISSERTATIONS AND THESIS
Students
Undergraduate Thesis
Faculty of Economics
Department of Economics Science
Filter by: Subject
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Inflation, Growth Money, Kurs, BI rate, GDP, IRF, VDC, and VECM. This research aims to analyze of growth money, kurs, BI rate, and GDP to inflation in Indonesia. The dependent variable used is inflation with independent variable is JUB, kurs, BI rate, and GDP. The date used in this research is a monthly for the period 2010:01-2016:06 from BI and BPS. The estimation tool used in this research is Vector Error Correction Model (VECM) using the help of Eviews 7.2. Estimation results show that in the short term the variable inflation itself, JUB and BI rate give significantly effect to inflation in Indonesia. While, variable kurs and GDP have no significantly effect to inflation. In the long term, the results of the estimation shows that the variable kurs and GDP give significantly effect to inflation. While, Variable JUB and BI rate have no significantly effect to inflation. Estimation results in this search also generates important analysis, it is IRF (Impulse Response Function) and VDC (Variance Decomposotion). The results of IRF from this research show if JUB and kurs give positive response to inflation. While, BI Rate and PDB give negative response to inflation.Based on the results of VDC, inflation give big contribution to the formation of inflation itself. (1)
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