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Analisis Kausalitas Granger Antara Jumlah Uang Beredar Dengan Inflasi Periode 2015.7-2017.12

Nuring Tyas Kusumo Wardani, M.M Yuni Prihadi Utomo

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Abstract

ABSTRACT \nThis study, " Granger Causality Analysis on Money Supply and Inflation Period 2015.7 -2017 .12 " aims to determine causality (reciprocal relationship) between money supply and inflation in Indonesia. The data used in this study is monthly time series data from 2015.7-2017.12. The data collected from BPS Indonesia. \nThe Granger Causality Analysis result shows a two-way causal relationship e.g. inflation Granger Causal money supply and money supply Granger Causal inflation in Indonesia during the period of the study. \nKeywords: Inflation, Money Supply, Granger Causality Test

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ABSTRACT \nThis study, " Granger Causality Analysis on Money Supply and Inflation Period 2015.7 -2017 .12 " aims to determine causality (reciprocal relationship) between money supply and inflation in Indonesia. The data used in this study is monthly time series data from 2015.7-2017.12. The data collected from BPS Indonesia. \nThe Granger Causality Analysis result shows a two-way causal relationship e.g. inflation Granger Causal money supply and money supply Granger Causal inflation in Indonesia during the period of the study. \nKeywords: Inflation, Money Supply, Granger Causality Test

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Available abstract

ABSTRACT \nThis study, " Granger Causality Analysis on Money Supply and Inflation Period 2015.7 -2017 .12 " aims to determine causality (reciprocal relationship) between money supply and inflation in Indonesia. The data used in this study is monthly time series data from 2015.7-2017.12. The data collected from BPS Indonesia. \nThe Granger Causality Analysis result shows a two-way causal relationship e.g. inflation Granger Causal money supply and money supply Granger Causal inflation in Indonesia during the period of the study. \nKeywords: Inflation, Money Supply, Granger Causality Test

Key concepts: Granger causality, Money supply, Economics, Inflation (cosmology), Causality (physics), Econometrics, Monetary economics, Monetary policy

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