Title:


Analisis Indeks Harga Konsumen di Indonesia Melalui Pendekatan Kointegrasi


Author:


Mail Orcid Muhamad Fathul Muin(1*)

(1) Badan Pusat Statistik, Indonesia
(*) Corresponding Author
10.31002/rep.v4i2.1753| Abstract views : 127 | PDF views : 0

Abstract


Penelitian ini bertujuan untuk menganalisis hubungan antara nilai tukar rupiah (NTR) dan jumlah uang beredar (M1) terhadap perkembangan indeks harga konsumen (IHK) di Indonesia. Data yang digunakan dalam penelitian ini merupakan data series bulanan dari Januari 2005 hingga Januari 2019. Hasil kajian empiris menunjukkan bahwa terdapat hubungan antara NTR dan MI terhadap IHK dalam jangka panjang serta terdapat koreksi keseimbangan dalam jangka pendek (ECM) yang dipengaruhi oleh MI. Seluruh variabel tersebut signifikan pada alfa = 5 persen dan sebagian signifikan pada alfa = 1 persen.

Keywords


cointegration; CPI; exchange rate; money supply

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DOI: http://dx.doi.org/10.31002/rep.v4i2.1753

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