Analysis of Rupiah or Yen with hooper morton exchange determination model approach

Handoyo, Rossanto Dwi and Erlando, Angga and Azzahra, Farida and Riyanto, Feri Dwi (2019) Analysis of Rupiah or Yen with hooper morton exchange determination model approach. Presented at 1st International Conference on Islamic Economics and Business (ICONIES 2018), 2018, Universitas Islam Negeri Maulana Malik Ibrahim Malang.

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Abstract

Our study aims to analyze the behavior of the Rupiah / Yen exchange rate using the Hooper-Morton model approach. The method used is ARDL during 2000: 1-2017: 4. The estimation results show that the factors that influence have a significant relationship to the exchange rate of IDR / Yen both short and long term. In the short terms M2 growth variable, the difference in economic growth has a significant and negative influence on the exchange rate of Rp. Yen. In the long-term variable interest rates have a significant and negative effect on the exchange rate of Rp / Yen, the inflation difference variable, the difference in the trade balance growth has a significant and positive effect on the exchange rate of Rp / Yen.

Item Type: Conference (Paper)
Keywords: ARDL; exchange rate Rp/Yen; Hooper Morton
Subjects: 14 ECONOMICS > 1402 Applied Economics > 140202 Economic Development and Growth
14 ECONOMICS > 1402 Applied Economics > 140210 International Economics and International Finance
14 ECONOMICS > 1402 Applied Economics > 140212 Macroeconomics (incl. Monetary and Fiscal Theory)
14 ECONOMICS > 1403 Econometrics > 140303 Economic Models and Forecasting
14 ECONOMICS > 1403 Econometrics > 140305 Time-Series Analysis
Divisions: Faculty of Economics > Department of Management
Depositing User: Feri Dwi Riyanto
Date Deposited: 19 May 2020 11:43

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