This study aimed to analyze the effect of interest rate, exchange rate, and the money supply on inflation in Yogyakarta. The study used secondary data with the monthly period of 2006 - 2015. The analysis tool used is Error Correction Model (ECM). Based on the analysis that has been done shows that: 1) the rupiah exchange rate has no effect on inflation, on the model of long-term and short-term; 2) The interest rate BI positive effect on inflation, on the model of long-term and short-term; and 3) Money Supply (JUB) has no effect on inflation in Yogyakarta 2006-2015, on the model of long-term and short-term.