KAUSALITAS SUKU BUNGA DOMESTIK DENGAN TINGKAT INFLASI DI INDONESIA

Didit Purnomo

doi:10.23917/jep.v5i1.4031

KAUSALITAS SUKU BUNGA DOMESTIK DENGAN TINGKAT INFLASI DI INDONESIA

Didit Purnomo^(1*)

(1) Fakultas Ekonomi Universitas Muhammadiyah Surakarta
(*) Corresponding Author

Abstract

This research discusses about the correlation pattern between inflation rate and interest rate, in other word this causality called inflation rate-interest rate causality. This research uses 1984-2001 data and we have conclude that interest rate have a significant effect to inflation rate. By using granger causality model, we could have a conclusion that the correlation pattern between interest rate and inflation rate in Indonesia is interest rate causes inflation.

Keywords

inflation; interest rate; granger causality.

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DOI: 10.23917/jep.v5i1.4031