Analisis Kebijakan Moneter terhadap Stabilitas Makro Ekonomi Indonesia

Abstract

The objectives of research are to analyzes the contribution of each macroeconomic variables to the changes of other variables such as SBI interest rate, gross domestic product (PDB), exchange rate (Rupiah/dollar), MI, inflation, unemployment (PGG) and balance of trade (NP). The collection of the data are resulted from secondary data was take from Badan Pusat Statistik and Bank Indonesia. The data are collected from 1984 to 2008. The observation was made base on the lag structure stability of the research model. This research used the model of econometrics with the vector autoregression method (VAR), impulse response function (IRF) and variance decomposition (VD) which are experimented by using the unit roots test, cointegration test and signification test.