ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI PERMINTAAN UANG DI INDONESIA

ANDAIYANI, SRI and Marwa, Taufiq and Djambak, Syaipan (2013) ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI PERMINTAAN UANG DI INDONESIA. Undergraduate thesis, Sriwijaya University.

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Abstract

This research was aimed to know co-integration and causality between Gross Domestic Product (GDP), interest rate, inflation, and velocity of money toward the demand for money in Indonesia. The data used in this research were the secondary ones in the period of 1988-2012. The methods to analyze the data were multivariate Johansen Cointegration and Granger Causality Test in the framework of VAR (Vector Autoregressive). The result of cointegration test showed that in a long run the interest rate had a negative effect and was significant toward the demand for money. The GDP variable had a positive correlation, and the velocity of money had a negative correlation. However, both variables did not significantly affected the demand for money (M2). The result of causality test showed that the demand for money could better explain the effect of change on both the interest rate and velocity of money.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Demand for money (M2), Granger Causality Test, Cointegration Test, Velocity of money, GDP
Subjects:	H Social Sciences > HG Finance > HG201-1496 Money
Divisions:	01-Faculty of Economics > 60201-Development Economics (S1)
Depositing User:	Tiara Hilda Safitri Rts
Date Deposited:	14 Jul 2021 07:05
Last Modified:	14 Jul 2021 07:08
URI:	http://repository.unsri.ac.id/id/eprint/49868

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