期刊名称：Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan
印刷版ISSN：1411-6081
电子版ISSN：2460-9331
出版年度：2004
卷号：5
期号：2
页码：119-134
DOI：10.23917/jep.v5i2.4036
语种：Indonesian
出版社：Muhammadiyah University Press
摘要：The aims of this paper is to test Purchasing Power Parity for Indonesian currency to US dollar.The analysis used in this article is the long run equilibrium with cointegrated test approach.The result show that almost all variable in this model are stasionair in the first degree,but both variable s and p not cointegrated for the absolut PPP.The estimated result show that Pj=l hypothesis is not hold during 1974.4 -1998.3 period.In the other hand,cointegrated test for the variable dst and dpt in the relative PPP is cointegrated and the estimation result show that the Relative PPP and the Cochrane-orcutt model PPP is hold for Indonesia,except for the period when Indonesia had fixed exchange rates during 1974.4 -1986.3 period.
关键词：Purchasing Power Parity;cointegrated test;stasionarity
