Jurnal Ekonomi Kuantitatif Terapan
2012: Vol. 5, No. 2, Agustus 2012 (pp. 79-150)

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))



Article Info

Publish Date
11 Oct 2012

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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Journal Info

Abbrev

jekt

Publisher

Subject

Economics, Econometrics & Finance

Description

Jurnal Ekonomi Kuantitatif Terapan is a journal that is focused as an empirical means of publication of scientific papers with emphasis contents of the article on the use of quantitative analysis tools (econometrics, parametric and non-parametric statistics, descriptive statistics, input-output, ...