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.