Interaksi Antara Indikator Moneter Dan Indikator Makroekonomi di Indonesia Tahun 2005 – 2010

  • Malik Cahyadin Jurusan Ekonomi Pembangunan Fakultas Ekonomi Universitas Negeri Surakarta
  • Agni Alam Awirya Kantor Perwakilan Bank Indonesia wilayah III (Bali dan Nusa Tenggara)

Abstract

The objective of this research is to analyze the interaction (causality) and the interconectivity (correlation) between monetary and macroeconomy indicators, using two categorized data: monetary block and macroeconomy block from 2005 to 2010. The method which used to analyze are Granger causality and Correlation method. The results of this research are: (1) monetary indicators that have causality interaction to macroeconomy indicators from 2005 to 2010 are: BI rate with P, BI rate with X, ER with GPDB, ER with M, Money Supply with P, Money Supply with UE, inflation with P, inflation with X; (2) monetary indicators that have a strong correlation to macroeconomy indicators from 2005 to 2010 are: BI rate with M, BI rate with UE, BI Rate with X, inflation with UE, Money Supply with M, Money Supply with P, Money Supply with UE and Money Supply with X.


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Published
2012-10-11
How to Cite
CAHYADIN, Malik; AWIRYA, Agni Alam. Interaksi Antara Indikator Moneter Dan Indikator Makroekonomi di Indonesia Tahun 2005 – 2010. Jurnal Ekonomi Kuantitatif Terapan, [S.l.], oct. 2012. ISSN 2303-0186. Available at: <https://ojs.unud.ac.id/index.php/jekt/article/view/1904>. Date accessed: 29 mar. 2024.

Keywords

monetary indicators ; macroeconomy indicators ; granger causality ; correlation