creators_name:  MAULIDYA AGUSTIN , 1211021081
creators_id: maulidyaagstn@gmail.com
type: other
datestamp: 2016-12-23 07:10:29
lastmod: 2016-12-23 07:10:29
metadata_visibility: show
title: HUBUNGAN KAUSALITAS ARUS MODAL MASUK (CAPITAL
INFLOW), NILAI TUKAR RUPIAH, DAN INTEREST RATE
DIFFERENTIAL DI INDONESIA
ispublished: pub
subjects: H1
subjects: HB
subjects: HC
full_text_status: restricted
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
date: 2016-12-14
publisher: FAKULTAS EKONOMI DAN BISNIS
place_of_pub: UNIVERSITAS LAMPUNG
citation:    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.     
document_url: http://digilib.unila.ac.id/24851/1/ABSTRAK%20%28ABSTRACT%29.pdf
document_url: http://digilib.unila.ac.id/24851/2/SKRIPSI%20FULL.PDF
document_url: http://digilib.unila.ac.id/24851/3/SKRIPSI%20TANPA%20BAB%20PEMBAHASAN.pdf