Komaludin, Ade ANALISIS SENSITIFITAS DAN STABILITAS PERMINTAAN UANG RIIL DI INDONESIA PERIODE 1984-2008. https://drive.google.com/file/d/1S1ZMhZMW-78GHygzsmS5R3OAFfBYHvUQ/view?usp=sharing.
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Abstract
ABSTRACT The objective of the research were: (1) to know the sensitivity of real money demand in the narrow terms to real output, real interest rates, inflation rates, real exchange rates and the degree of monetizations (M1/PDB); and (2) to examine the stability model of real demand for money in the narrow terms in Indonesia during the period of 1984-2008. Using the econometric approach (the time series analysis), the study found that the real money demand in narrow terms in Indonesia during the period of 1984-2008 were inelastic to real output, real interest rates, real exchange rates and the degree of monetizations (M1/PDB). Otherwise, there was no significant relation between the inflation rates and the demand for money in the narrow terms. Employing the CUSUMSQ Test, the study provides evidence supporting that the model of real demand for money in the narrow terms was stable. It means that during the period of 1984-2008 the parameters for the model was significantly remain unchanged. Key words: sensitivity, stability and real demand for money. ABSTRAK Tujuan penelitian ini adalah: (1) untuk mengetahui sensitivitas permintaan uang rill dalam arti sempi, terhadap output nil, tingkat suku bunga ril, tingkat inflasi, nilai tukar riil dan derajat monetisasi (M1/PDB); dan (2) untuk menguji model stabilitas permintaan uang rill dalam arti sempit di Indonesia selama periode 1984-2008. Dengan menggunakan pendekatan ekonometrik (analisis time series, studi menemukan bahwa model permintaan uang ril dalam arti sempit di Indonesia selama periode 1984 - 2008 adalah inelastis terhadap output nyata tingkat suku bungan ril, nilai tukar rill dan derajat monetization (M1/PDB). Sebaliknya, tidak terdapat hubungan yang signifikan antara tingkat inflasi dan permintaan uang dalam arti sempit. bukti yang mendukung bahwa model permintaan uang ril dalam arti sempit adalah stabil. Ini artinya bahwa selama periode 1984-2008 parameter regresi untuk model ini tetap tidak berubah (tidak terdapat perubahan structural yang berarti). Kata kunci: sensitivitas, stabilitas dan permintaan uang ril.
| Item Type: | Article |
|---|---|
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ekonomi Pembangunan > Artikel Dosen Ekonomi Pembangunan |
| Depositing User: | Lelis Masridah |
| Date Deposited: | 03 Mar 2025 03:15 |
| Last Modified: | 03 Mar 2025 03:15 |
| URI: | http://repositori.unsil.ac.id/id/eprint/15295 |
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