Volatilitas Nilai Tukar Rupiah terhadap Dolar Amerika Serikat Tahun 2007-2016
| Main Author: | Asmawati, Kiswi |
|---|---|
| Format: | Thesis NonPeerReviewed Book |
| Bahasa: | eng |
| Terbitan: |
, 2018
|
| Subjects: | |
| Online Access: |
http://eprints.umm.ac.id/41638/1/PENDAHULUAN.pdf http://eprints.umm.ac.id/41638/2/BAB%20I.pdf http://eprints.umm.ac.id/41638/3/BAB%20II.pdf http://eprints.umm.ac.id/41638/4/BAB%20III.pdf http://eprints.umm.ac.id/41638/5/BAB%20IV.pdf http://eprints.umm.ac.id/41638/6/BAB%20V.pdf http://eprints.umm.ac.id/41638/7/LAMPIRAN.pdf http://eprints.umm.ac.id/41638/ |
Daftar Isi:
- Global crisis monetary in 2008/2009, impact from foreign preponderant to economic growth domestic and difficult predict, and rupiah exchange rate to United State Dollar has depreciated. The purpose of this research to find out and analyze the impact of BI Rate, money supply, and foreign exchange reserves of the exchange rate rupiah to US Dollar in short term and long term. This research used data monthly time series during 2007-2016 and Error Correction Model as an analytical tool. The result of this research in the short term only variable money supply and foreign exchange reserves are significantly affected by to the rupiah exchange rate. In long-term BI Rate, money supply and foreign exchange reserves influence significantly to the rupiah exchange rate. Value of R squared in ECM 30%, while the remaining 70% is explained by other variables outside the model. ECM is considered valid because ECT has negative significant value.