通货膨胀和货币供应对卢比汇率的影响与结构性VAR的方法相协调

Tuty Alawiyah, H. Haryadi, Yohannes Vyn Amzar
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引用次数: 1

摘要

本研究的目的是,首先分析2019年1月至2019年12月印尼印尼盾、央行政策利率、通货膨胀和货币供应量的汇率趋势。其次,分析2013年1月- 2018年12月央行政策利率、通货膨胀和货币供应量对印尼盾汇率的影响。本研究使用的方法是描述性和定量分析,使用趋势分析工具和多元线性回归VAR模型,使用普通最小二乘(OLS)。研究结果发现,2019年1月至2019年12月印尼盾汇率变量的第一个趋势数据为15.145美元,央行的政策利率为4.5%,通货膨胀率为2.15%,货币供应量平均为5.966.91.112亿印尼盾。其次,从处理后的数据中发现,央行政策利率和货币供应量对2013年1月至2018年12月期间的印尼盾汇率有积极影响。而通胀变量对2013年1月至2018年12月期间的印尼盾汇率产生负面影响。关键词:印尼盾汇率,央行政策利率,货币供应量
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Pengaruh inflasi dan jumlah uang beredar terhadap nilai tukar rupiah dengan pendekatan model struktural VAR
The purpose of this study are, firstly to analyze exchange rate trends of rupiah, centtral bank policy rates, inflation and money supply in Indonesia from January 2019 to December 2019. Secondly, to analyzes the  effect of central bank policy rate, inflation and the money supply to the rupiah exchange rate in January 2013 – Desember 2018. The method used in this research are descriptive and quantitative analysis with trend analysis tools and multiple linier regression VAR models with the Ordinary Least Square (OLS). The  results of the study found that, the first trend data from the rupiah exchange rate variable of January 2019 period – December 2019 of IDR 15.145 US$, the central bank’s policy interest rate was 4.5 percent, inflation was 2.15 percent and the money supply was an average of Rp.5.966.9112,17 billion. Secondly, from the processed data it was found that central bank policy rates and the money supply has a positive effect on the rupiah exchange rate of January 2013 period – December 2018. While the inflation variable has a negative impact on the rupiah exchange rate of January 2013 period – December 2018. Keywords : Rupiah exchange rate, Central bank policy interest rate, Money supply
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