Analisis Mekanisme Transmisi Kebijakan Moneter Jalur Suku Bunga Dalam Kerangka Inflation Targeting Framework Dengan Metode VECM (Vector Error Corection Model)
| Main Author: | HERMAWAN, HERMAWAN |
|---|---|
| Format: | Thesis NonPeerReviewed Book |
| Bahasa: | eng |
| Terbitan: |
, 2017
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| Subjects: | |
| Online Access: |
https://eprints.untirta.ac.id/1647/1/ANALISIS%20MEKANISME%20TRANSMISI%20KEBIJAKAN%20MONETER%20JALUR%20SUKU%20BUNGA%20DALAM%20KERANGKA%20INFLATION%20TARGETIN.PDF https://eprints.untirta.ac.id/1647/ |
Daftar Isi:
- The monetary policy transmission mechanism is one of the policies made by the central bank in 2005 to maintain price stability. In its development the transmission mechanism there are several paths or ways to influence price. This research is done to see how short-term and long-term relationship of interest rate of bank certificate of Indonesia, deposit interest rate, interest rate of investment, real domestic income and inflation in framework of inflation targeting framework. This research uses quantitative research. The population of this study used time series data of interest rates of Indonesian bank certificates, deposit rates, investment rates, real domestic lending, and inflation, sample determination based on time series data in the first quarter from 2005 to fourth quarter 2014, as many as 40 samples . The data used are obtained from the official website of Bank Indonesia (www.bi.go.id) and Badan Pusat Statistik (www.bps.go.id). The method of analysis of this research using Vector Error Corection Model (VECM) using the software help E Views 8. The results of this study indicate that the long-term relationship between real interest rate variables simultaneously this study shows short-term relationship