文章基本信息

标题：Analisis Kausalitas Inflasi dan Jumlah Uang Beredar di Indonesia Periode Tahun 2000.1–2014.4
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作者：Afrizal Afrizal
期刊名称：Jurnal Ekonomi Bisnis dan Kewirausahaan (JEBIK)
印刷版ISSN：2087-9954
电子版ISSN：2550-0066
出版年度：2017
卷号：6
期号：3
页码：236-250
DOI：10.26418/jebik.v6i3.23263
出版社：Fakultas Ekonomi dan Bisnis, Universitas Tanjungpura
摘要：There is often a debate about causality between money supply and inflation. The purpose of this study is to analyze the causality, whether the money supply affects inflation or vice versa. Analytical tool used is unit root test, integration degree test, causality test with granger causality technique and cointegration approach. The result of unit root test data is not stationary, after test of stationary data continued at level 1 (first difference). The result of granger causality test with lag 12 indicates that the money supply has an effect on inflation rate in Indonesia, and vice versa means there is a mutual relationship. And based on Johanson's cointegration test shows that mutual cointegration means having long-term equilibrium relationship as desired by the theory.
关键词：inflation; money supply; granger causality; cointegtration.