Dampak Tingkat Bunga Dan Laju Inflasi Terhadap Kurs Bukti Dari Indonesia

Algifari, Algifari and Rohman, Isnanda Zainur (2022) Dampak Tingkat Bunga Dan Laju Inflasi Terhadap Kurs Bukti Dari Indonesia. CAPITAL: Jurnal Ekonomi dan Manajemen, 6 (1). ISSN ISSN: 2598-9022 (Print) / ISSN: 2598-9618 (Online)

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Abstract

The aim of this research is to investigate the effect of interest rate and inflation rate on the exchage rate using the dynamic model of Fully Modified Ordinary Least Square (FMOLS), Dynamic Ordinary Least Square (DOLS), and Canonical Cointegrating Regression (CCR). The data used in this study are SBI interest rate, inflation rate, and rupiah value against US dollar from January 2014 to June 2021. The results of the study from three dynamic models show that in the longterm interest rate has a negative effect on the exchange rate. This means that the higher the interest rate in Indonesia, the lower the exchange rate (rupiah appreciates) and vice versa. While the inflation rate in the long term does not have a positive effect on the exchange rate. The results of this study recommend to Bank Indonesia to use the SBI interest rate policy for the value of the rupiah against the US dollar.

Item Type:	Article
Uncontrolled Keywords:	Interest Rate, Inflation Rate, Exchange Rate, Fully Modified Ordinary Least Square (FMOLS)
Subjects:	AKUNTANSI > Analisis Laporan Keuangan
Divisions:	Dosen STIE YKPN > Artikel
Depositing User:	Unnamed user with email webmaster@stieykpn.ac.id
Date Deposited:	17 Jul 2023 07:06
Last Modified:	22 Oct 2023 10:19
URI:	http://repositorybaru.stieykpn.ac.id/id/eprint/1580

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