FLUKTUASI KURS RUPIAH TERHADAP DOLLAR AMERIKA SERIKAT PADA PERIODE TAHUN 1997.I – 2004.IV
ABSTRACT: This study aimed to
analyze the fluctuation of the rupiah against the U.S. dollar. The data used in
this study are quarterly time series data between the 1997.I to 2004.IV. Analysis
tool used in this study is multiple linear regressions using the Error Correction
Model (ECM). The results of this study concluded that variables such as exchange
rates, inflation, SBI rate and the value of imports is stationary, only money supply
variable that is not stationary. Based on the classical assumption was not found
problem. Normality test showed normal distribution of Ut, tests of model specification
with the Ramsey Reset test indicates the model used is linear. The coefficient
of determination (R2) showed that approximately 90.5813 percent of the value of
the rupiah against the U.S. dollar be explained by variables in the model.
Result analysis by t test found that a significant variable is the money
supply, inflation, and the value of imports.
Key word: causality, ECM, free
floating, money demand
Penulis: Anggyatika Mahda
Kurniam, Didit Purnomo
Kode Jurnal: jpmanajemendd090106
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