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Hubungan kausalitas ekspektasi inflasi dan suku bunga nominal di Indonesia
The focus of this study is analyzing the causality between expected inflation and nominal interest rate in Indonesia. Technically, Fisher equation is used as a main research?s framework while SBI Rate is used as a proxy of nominal interest rate in those Fisher equation. Researcher has been trying to determine the series of expected inflation with adopting the methodology that had been done by Mishkin (1981), which is Ordinary Least Square (OLS). Therefore, the causality relationship is analyzed by Granger Causality in a certain Vector Autoregression system. This study show that rather than nominal interest rate, expected inflation is more significant as a dependent variabel, vice versa.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 6703 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Departemen Ilmu Ekonomi, Fakultas Ekonomi Universitas Indonesia 2009 |
|---|---|
| Edisi | - |
| Subjek | Inflation Monetary economics Interest rate Ordinary least square |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xii, 83 p. : diagr. ; 30 cm. |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |