Abstract

The research was conducted to determine the effect of economic variables that can explain the change or variation in the rate of inflation in the Consumer Price Index (CPI) as the dependent variable. The explanatory variables (independent) were used as controls are SBI, the nominal interest rate spread (SBI) and the value of the rupiah against the U.S. dollar. Based on these results, according to the specific purpose of the model equations II, suggested economic actors can use SBI interest rate spread as an indicator of variations in the CPI inflation rate at intervals of 8 and 12 months, with a note that the obtained level of explanation has not shown that the optimal value.

Highlights

  • The research was conducted to determine the effect of economic variables that can explain the change or variation in the rate of inflation in the Consumer Price Index (CPI) as the dependent variable

  • The explanatory variables were used as controls are Sertifikat Bank Indonesia (SBI), the nominal interest rate spread (SBI) and the value of the rupiah against the U.S dollar. Based on these results, according to the specific purpose of the model equations II, suggested economic actors can use SBI interest rate spread as an indicator of variations in the CPI inflation rate at intervals of 8 and 12 months, with a note that the obtained level of explanation has not shown that the optimal value

  • Badan Pusat Statistik, Indikator Ekonomi, Beberapa Edisi, Jakarta

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Summary

Sumut Nasional

Jika melihat inflasi bulanan pada tahun 2005 yang tertinggi terjadi pada bulan Oktober yaitu sebesar 11,56 persen (Gambar 1). Laju inflasi bulanan tahun 2006 dan 2007 menunjukkan dalam kondisi yang stabil yaitu dibawah 2 persen. Laju inflasi bulanan di tahun 2010 masih dibawah 1 persen dan sempat mengalami inflasi tinggi yaitu sebesar 2,00 persen pada bulan Juli. Dari sisi Bank Sentral, inflasi dapat dipengaruhi melalui kebijakan moneter melalui penetapan tingkat suku bunga nominal atau penentuan jumlah penawaran uang (berkaitan dengan keseimbangan uang riil yang akan mempengaruhi tingkat harga). Penelitian ini mencoba untuk mengetahui perilaku variabel-variabel yang mempengaruhi inflasi, baik secara langsung maupun tidak langsung, dengan mengacu pada kondisi atau kerangka ekonomi yang relevan. : Koefisien intersep : Koefisien regresi : menunjukkan rentang waktu/ lag. ( m > n )

Hasil Analisis
Regresi dengan ECM Model
Uji Kointegrasi
Uji Ekonometrik
DAFTAR PUSTAKA
Full Text
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