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  • 标题:The Determinants of Inflation in Indonesia: Demand Pull Inflation Model
  • 其他标题:Faktor-faktor yang Mempenganihi Inflasi di Indonesia: Model Demand Pull halation
  • 本地全文:下载
  • 作者:Rio Maggi ; Birgitta Dian Saraswati
  • 期刊名称:Jurnal Ekonomi Kuantitatif Terapan
  • 电子版ISSN:2303-0186
  • 出版年度:2013
  • 卷号:6
  • 期号:2
  • 页码:71-77
  • 语种:English
  • 出版社:Universitas Udayana
  • 摘要:This stud/s aim is to analyze the effects of factors like money supplies, interbank interest rate (PUAB), crude oil price and season change factor (dummy) to the inflation rate in Indonesia. Using time series secondary monthly data during period 2001.1 一 2011.12, which is collected from several numbers of literatures and also used co-integration equation with error correction model (ECM) as researching tool, this study will analyze the relationship between independent variabel and dependent variabel in both long-run and short-run period. The estimation result of co-integration equation showed that money supplies, interbank interest rate (PUAB), and crude oil price significantly affected the Indonesian inflation rate in the long-run period, but season change factor (dummy) didn't. While the Error Corecction Model (ECM) which is considered valid because its significant error correction term (ECT) showed that only interbank interest rate (PUAB) which is significantly effected the inflation rate of Indonesia in short-term period, whfle money supplies, crude oil price and season change factor (dummy) didn't.
  • 其他摘要:Studi ini bertujuan untuk menganalisis efek dari berbagai factor sepertijumlah uang beredar, suku bunga PUAB, harga minyak dunia, dan factor perubahan musim (dummy) terhadap tingkat inflasi di Indonesia. Menggunakan data sekunder time series bulanan selama periode 2001.1 一 2011.12 yang diperoleh dari sejumlah literatur, analisis menggunakan persamaa kointegrasi dengan pendekatan model koreksi kesalahan (ECM), studi ini akan menganalisis hubungan antara variabel bebas dan variabel terikat baik dalam jangka panjang maupunjangka pendek. Basil estimasi dari persamaan kointegrasi menunjukkan bahwa pada jangka panjang variabel jumlah uang beredar, suku bungan PUAB, dan harga minyak dunia berpengaruh signifikan terhadap tingkat inflasi di Indonesia. Sementara model ECM dianggap valid karena error correction term (ECT) bemilai signifikan, dan dalam jangka pendek hanya suku bungan PUAB yang berpengaruh signifikan terhadap tingkat inflasi di Indonesia.
  • 关键词:inflation;money supplies;interbank interest rate (PUAB);crude oil price;season change factor;co-integration;error correction model
  • 其他关键词:iriflasi;penawaran uang;suku bunga PUAB;harga minyak duma;factor perubahan musim;kointegrasi;model koreksi kesalahan
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