ANALISIS KAUSALITAS CADANGAN DEVISA DAN NILAI TUKAR RUPIAH

PANGGABEAN, D.E. KARTIKA and Hanafiah, Enny Muhaeny and Yusuf, Muhammad Komri (2008) ANALISIS KAUSALITAS CADANGAN DEVISA DAN NILAI TUKAR RUPIAH. Undergraduate thesis, Sriwijaya University.

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Abstract

This research analyzes causality of Reserve Reqirement and Exchange Rate. In Indonesia. Data used this research is time series data during period 1990-2006. This analysis technique to account causality which used is Granger followed by Vector Auto Regression (VAR) analysis between Reserve Requirement and exchange Rate.and also Adj R using for determining the best lag of model. The finding of the research result is causality correlation between Reserve Requirement and Exchange Rateis proved. In this research, result is gotten that there is relation of causality between Reserve Requirement and Exchange Rate. This regression result is the same with exchange Rate demand and supply theory. This theory States a change in export and import that caused reserve requirement will effect the stabilize and value of exchange rate.

Item Type: Thesis (Undergraduate)
Subjects: H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation
Divisions: 01-Faculty of Economics > 60201-Development Economics (S1)
Depositing User: Tiara Hilda Safitri Rts
Date Deposited: 23 Jun 2021 04:32
Last Modified: 23 Jun 2021 04:32
URI: http://repository.unsri.ac.id/id/eprint/48505

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