Autoregressive Distributed Lag (ARDL) approach for re-testing the Fisher effect in Indonesia
This article discusses about re-testing the validity of the Fisher hypothesis in Indonesia. By using Autoregressive Distributed Lag (ARDL) approach, we will know if there is any causality between interest rate and inflation or not, for the long-term relationship. Interest rate divided into two main...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Master Program in Economics, Graduate Program of Universitas Jambi
2020-08-01
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Series: | Jurnal Perspektif Pembiayaan dan Pembangunan Daerah |
Subjects: | |
Online Access: | https://online-journal.unja.ac.id/JES/article/view/9200 |