HUBUNGAN KAUSALITAS ARUS MODAL MASUK (CAPITAL INFLOW), NILAI TUKAR RUPIAH, DAN INTEREST RATE DIFFERENTIAL DI INDONESIA

MAULIDYA AGUSTIN , 1211021081 (2016) HUBUNGAN KAUSALITAS ARUS MODAL MASUK (CAPITAL INFLOW), NILAI TUKAR RUPIAH, DAN INTEREST RATE DIFFERENTIAL DI INDONESIA. FAKULTAS EKONOMI DAN BISNIS, UNIVERSITAS LAMPUNG.

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Abstract

ABSTRAK Penelitian ini bertujuan untuk mengetahui hubungan kausalitas arus modal masuk (capital inflow), nilai tukar rupiah, dan interest rate differential di Indonesia selama periode 2002:Q1 – 2015:Q4. Metode yang digunakan dalam penelitian ini adalah Uji Kausalitas Granger. Data yang digunakan adalah data time series selama periode 2002:Q1 – 2015:Q4. Hasil penelitian menunjukkan bahwa terdapat hubungan kausalitas dua arah antara arus modal masuk (capital inflow) dengan nilai tukar rupiah. Sedangkan antara nilai tukar rupiah dengan interest rate differential terdapat hubungan kausalitas satu arah. Kata Kunci : Arus Modal Masuk, Interest Rate Differential, Kausalitas Granger, dan Nilai Tukar Rupiah ABSTRACT This study aims to determine causality of capital inflows, exchange rate, and interest rate differential in Indonesia during the period 2002:Q1 - 2015:Q4. The method used in this research is the Granger Causality Test. The data used are time series data for the period 2002:Q1 - 2015:Q4. The results showed that there is a two-way causal relationship between capital inflows and the exchange rate. While, between the exchange rate and interest rate differentials are one-way causality. Keywords : Capital Inflow, Exchange Rate, Granger Causality, and Interest Rate Differential

Item Type:	Other
Subjects:	H Ilmu Sosial = Social Sciences > H Social Sciences (General) H Ilmu Sosial = Social Sciences > HB Economic Theory H Ilmu Sosial = Social Sciences > HC Economic History and Conditions
Divisions:	Fakultas Ekonomi dan Bisnis > Prodi Ekonomi Pembangunan
Depositing User:	1062239 . Digilib
Date Deposited:	23 Dec 2016 07:10
Last Modified:	23 Dec 2016 07:10
URI:	http://digilib.unila.ac.id/id/eprint/24851

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