PENGARUH GUNCANGAN OUTPUT GAP DAN INFLASI TERHADAP SUKU BUNGA SEBAGAI SASARAN OPERASIONAL KEBIJAKAN MONETER DI INDONESIA

PENGARUH GUNCANGAN OUTPUT GAP DAN INFLASI TERHADAP SUKU BUNGA SEBAGAI SASARAN OPERASIONAL KEBIJAKAN MONETER DI INDONESIA

<p>The objectives of this study are to observe interest rate response because shock/innovation of inflation and output gap. The data sample used in this study are quarterly time series data from 1983.1 – 2008.4. Those data are SBI interest rate, inflation (CPI) and output gap. A method of anal...

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Bibliographic Details
Main Author: Utami Baroroh
Format: Article
Language:Indonesian
Published: Universitas Islam Negeri Syarif Hidayatullah Jakarta 2016-02-01
Series:Signifikan
Subjects:
Inflation
Output Gap
Interest Rate
Online Access:http://journal.uinjkt.ac.id/index.php/signifikan/article/view/2601
id doaj-c52c06c644fb40a3b850684e9e8e3f84
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spelling doaj-c52c06c644fb40a3b850684e9e8e3f842020-11-24T23:24:07ZindUniversitas Islam Negeri Syarif Hidayatullah JakartaSignifikan2087-20462476-92232016-02-011210.15408/sjie.v1i2.26012103PENGARUH GUNCANGAN OUTPUT GAP DAN INFLASI TERHADAP SUKU BUNGA SEBAGAI SASARAN OPERASIONAL KEBIJAKAN MONETER DI INDONESIAUtami Baroroh0Syarif Hidayatullah State Islamic University of Jakarta<p>The objectives of this study are to observe interest rate response because shock/innovation of inflation and output gap. The data sample used in this study are quarterly time series data from 1983.1 – 2008.4. Those data are SBI interest rate, inflation (CPI) and output gap. A method of analysis in this study is Vector Error Correction Model (VECM). The empirical results of impulse response show that the effect of inflation and output gap shock to interest rate is positif</p><p>DOI: <a href="http://dx.doi.org/10.15408/sjie.v1i2.2601">10.15408/sjie.v1i2.2601</a></p>http://journal.uinjkt.ac.id/index.php/signifikan/article/view/2601InflationOutput GapInterest Rate
collection DOAJ
language Indonesian
format Article
sources DOAJ
author Utami Baroroh
spellingShingle Utami Baroroh
PENGARUH GUNCANGAN OUTPUT GAP DAN INFLASI TERHADAP SUKU BUNGA SEBAGAI SASARAN OPERASIONAL KEBIJAKAN MONETER DI INDONESIA
Signifikan
Inflation
Output Gap
Interest Rate
author_facet Utami Baroroh
author_sort Utami Baroroh
title PENGARUH GUNCANGAN OUTPUT GAP DAN INFLASI TERHADAP SUKU BUNGA SEBAGAI SASARAN OPERASIONAL KEBIJAKAN MONETER DI INDONESIA
title_short PENGARUH GUNCANGAN OUTPUT GAP DAN INFLASI TERHADAP SUKU BUNGA SEBAGAI SASARAN OPERASIONAL KEBIJAKAN MONETER DI INDONESIA
title_full PENGARUH GUNCANGAN OUTPUT GAP DAN INFLASI TERHADAP SUKU BUNGA SEBAGAI SASARAN OPERASIONAL KEBIJAKAN MONETER DI INDONESIA
title_fullStr PENGARUH GUNCANGAN OUTPUT GAP DAN INFLASI TERHADAP SUKU BUNGA SEBAGAI SASARAN OPERASIONAL KEBIJAKAN MONETER DI INDONESIA
title_full_unstemmed PENGARUH GUNCANGAN OUTPUT GAP DAN INFLASI TERHADAP SUKU BUNGA SEBAGAI SASARAN OPERASIONAL KEBIJAKAN MONETER DI INDONESIA
title_sort pengaruh guncangan output gap dan inflasi terhadap suku bunga sebagai sasaran operasional kebijakan moneter di indonesia
publisher Universitas Islam Negeri Syarif Hidayatullah Jakarta
series Signifikan
issn 2087-2046
2476-9223
publishDate 2016-02-01
description <p>The objectives of this study are to observe interest rate response because shock/innovation of inflation and output gap. The data sample used in this study are quarterly time series data from 1983.1 – 2008.4. Those data are SBI interest rate, inflation (CPI) and output gap. A method of analysis in this study is Vector Error Correction Model (VECM). The empirical results of impulse response show that the effect of inflation and output gap shock to interest rate is positif</p><p>DOI: <a href="http://dx.doi.org/10.15408/sjie.v1i2.2601">10.15408/sjie.v1i2.2601</a></p>
topic Inflation
Output Gap
Interest Rate
url http://journal.uinjkt.ac.id/index.php/signifikan/article/view/2601
work_keys_str_mv AT utamibaroroh pengaruhguncanganoutputgapdaninflasiterhadapsukubungasebagaisasaranoperasionalkebijakanmoneterdiindonesia
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