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PADMANABA, A Antonius and SETIAWAN, Achma Hendra (2016) KAUSALITAS ANTARA INFLASI, BI RATE, KURS DAN PERTUMBUHAN EKONOMI PASCA IMPLEMENTASI INFLATION TARGETING FRAMEWORK (ITF) DI INDONESIA. Undergraduate thesis, Fakultas Ekonomika dan Bisnis.

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Abstract

Inflation is define as the increase in prices of goods and services in
general and occurs continuously. Inflation is a serious problem all countries
because the impact that very broadly to the overall macroeconomic conditions so
that the rate of change to keep at a moderate level. Nowadays, the greater
concern about inflation in most countries with make inflation as the goal of
monetary policy. In the case in Indonesia ITF use as a monetary policy framework
with instruments BI Rate. BI Rate is useful as control of inflation without ignore
other macroeconomic objectives as exchange rate and economic growth.
This research aims to prove empirically the causal relationship between
Inflation (measured by CPI headline inflation rate ), BI Rate, Exchange Rate and
Economic Growth (measured by GDP Riil growth rate) in Indonesia after the
implementation of the ITF. The analysis is purely base on the theories of Inflation,
Purchasing Power Parity, Interest Rate Parity and Transmission Mechanism of
Exchange Rate Channel. This study uses a monthly time series data over the
period 2005.7 – 2015.6 source from Bank of Indonesia and the Central Bureau of
Statistics. To answer the purpose of the research, the method is Toda – Yamamoto
causality built on the augmented VAR.
The estimation results shows that : 1) there is a two-way causality between
Inflation with BI Rate; 2) there is no causal relationship between Inflation with
Exchange Rates; 3) there is no causal relationship between Inflation with
Economic Growth; 4) there is no causal relationship between BI Rate with
Exchange Rates; 5) there is no causal relationship between BI Rate with
Economic Growth; 6) and there is no causal relationship between Exchange
Rates with Economic Growth.

Item Type: Thesis (Undergraduate)
Additional Information: ITF, Inflation, BI Rate, Exchange Rate, Economic Growth, Toda – Yamamoto
Causality, Augmented VAR.
Uncontrolled Keywords: ITF, Inflation, BI Rate, Exchange Rate, Economic Growth, Toda – Yamamoto
Causality, Augmented VAR.
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Faculty of Economics and Business > Department of Economics and Development Studies
ID Code: 52231
Deposited By: Mr. Perpustakaan Fakultas Ekonomi
Deposited On: 07 Mar 2017 10:06
Last Modified: 07 Mar 2017 10:06

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Source: http://eprints.undip.ac.id

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