THE IMPACT OF EXCHANGE RATE DEPRECIATION AND THE MONEY SUPPLY GROWTH ON INFLATION: THE IMPLEMENTATION OF THE THRESHOLD MODEL

THE IMPACT OF EXCHANGE RATE DEPRECIATION AND THE MONEY SUPPLY GROWTH ON INFLATION: THE IMPLEMENTATION OF THE THRESHOLD MODEL

This paper investigates the impact of exchange rate depreciation and money growth to the CPI inflation in Indonesia. Using monthly data from 1980:1 to 2008:12, our econometric evidence shows that there are indeed threshold effects of money growth on inflation, but no threshold effectof exchange rate...

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Bibliographic Details
Main Author:	Rizki E. Wimanda
Format:	Article
Language:	Indonesian
Published:	Bank Indonesia 2011-06-01
Series:	Bulletin Ekonomi Moneter dan Perbankan
Online Access:	https://www.bmeb-bi.org/index.php/BEMP/article/view/399

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