KAUSALITAS ANTARA TINGKAT INFLASI DAN TINGKAT PENGANGGURAN DI INDONESIA PERIODE 1991-2011 DENGAN PENDEKATAN KURVA PHILIPS

NAPIS, ADDURUN and Sariman, Tatang A.M. and Adnan, Nazeli (2013) KAUSALITAS ANTARA TINGKAT INFLASI DAN TINGKAT PENGANGGURAN DI INDONESIA PERIODE 1991-2011 DENGAN PENDEKATAN KURVA PHILIPS. Undergraduate thesis, Sriwijaya University.

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Abstract

This study was aimed at analyzing the mutual relationship between the inflation and unemployment in Indonesia by applying the Philips Curve approach. The secondary data between 1991 and 2011 were used. The unit root test and Granger causality test were used to find if each variable had one or two ways relationships. After that, Autoregressive Moving Average (ARMA) was applied to analyze the results. It was found that the inflation and unemployment had inverse effects. A 1 % decrease in unemployment would cause 2, 73% decrease in inflation. The results of the statistical analysis showed that the unemployment contributed 30% to the inflation. Therefore, the Phillips Curve theory has taken place in Indonesia. The results of the Granger Causality test showed that inflation and unemployment had a one way relationship with the p-value of 0,10. it means that the inflation did not cause the unemployment but it was the unemployment which influenced the level of inflation.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Inflation, Unemployment, Phillips Curve, ARMA (Autoregressive Moving Average), Granger Causality
Subjects:	H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation H Social Sciences > HG Finance > HG4530 Investment companies. Investment trusts. Mutual funds
Divisions:	01-Faculty of Economics > 60201-Development Economics (S1)
Depositing User:	Tiara Hilda Safitri Rts
Date Deposited:	28 Jul 2021 07:03
Last Modified:	28 Jul 2021 07:03
URI:	http://repository.unsri.ac.id/id/eprint/50655

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