Image of Hubungan kausalitas ekspektasi inflasi dan suku bunga nominal di Indonesia

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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 NumberLocationAvailable
6703PSB lt.2 - Karya Akhir1
Penerbit Depok Departemen Ilmu Ekonomi, Fakultas Ekonomi Universitas Indonesia.,
Edisi -
Subjek Inflation
Monetary economics
Interest rate
Ordinary least square
ISBN/ISSN -
Klasifikasi -
Deskripsi Fisik xii, 83 p. : diagr. ; 30 cm.
Info Detail Spesifik -
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