PENGARUH INFLASI TERHADAP KURS RUPIAH

Eka Wahyuni, Dian (2009) PENGARUH INFLASI TERHADAP KURS RUPIAH. Other thesis, University of Muhammadiyah Malang.

[img]
Preview
Text
ag.pdf - Published Version

Download (151kB) | Preview

Abstract

The research was done to find out the inflation’s influence to rupiah exchange. Variable researched in the research were: Inflation level as independent variable (X) with rupiah exchange rate to the foreign as dependent variable (Y). The research was done to find out whether inflation level influenced in significant way to rupiah exchange rate. In this research, the writer took hypothesis that inflation level in year t or to t-1 had significant influence to rupiah exchange rate. Analytical tool used to find out whether the inflation level had significant influence to rupiah exchange rate was using distributed lag regression (Distribution-Lag), then to find out the proportion of rupiah exchange rate using R2, functional change using F test, and meaning in partial using t test. The analysis showed that inflation level in month t, t-1, t-2, t-3, t-4, and t-5 had significant influence to rupiah exchange. It could be seen from t test and F test which showed that inflation level in significant way had influence exchange rate of Rp/US$, while exchange rate of Rp/€ and exchange rate of Rp/¥, inflation level didn’t have significant influence to the exchange rate of Rp/€ and exchange rate of Rp/¥. In t test, there found inflation level at month t had significant influence to Rp/US$ exchange rate, while inflation level in month t-1, t-2, t-3,...t-5 didn’t have significant influence to the Rp/US$ exchange rate. There also t-test for Rp/€ and exchange rate of Rp/¥, the inflation level whether in month-t, t-1, t-2, t-3,...t-5 in partial way didn’t have real influence to the exchange rate of Rp/€ and exchange rate of Rp/¥. According to Distribution-Lag, inflation level in day t with rupiah exchange rate had positive influence. According to the research, the writer concluded that inflation level had significant influence to rupiah exchange rate and the condition of foreign exchange in Indonesia along the research was weakly efficient market, the market who put the security price to all past information.

Item Type: Thesis (Other)
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Faculty of Economic > Department of Management
Depositing User: Anwar Jasin
Date Deposited: 12 Apr 2012 05:28
Last Modified: 12 Apr 2012 05:28
URI: http://eprints.umm.ac.id/id/eprint/2120

Actions (login required)

View Item View Item