卢比与美元的短期和长期平衡

Horas Djulius, Yudi Nurdiansyah
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引用次数: 6

摘要

自1997年8月开始实行的自由浮动汇率制度导致宏观经济变量与汇率的决定之间存在很强的关系。因此,本研究的目的是在1997年至2012年期间解释这些变量在短期和长期对汇率的影响。所采用的方法是计量经济学通过误差修正模型。研究结果描述了货币当局、政府和商业部门在决定汇率方面的重要作用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Keseimbangan Jangka Pendek dan Jangka Panjang Nilai Tukar Rupiah terhadap Dollar Amerika
Free floating exchange rate system that has been adopted since august 1997 resulted in the strong relationship between macro economic variables with the determination of the exchange rate. Therefore the objective of this research was to explain the effect of these variables to exchange rate in the short run and the long run in the period of 1997 to 2012. The method used was econometrics through error correction model. The research result describes important roles of monetary authority, government and business sector in determining the exchange rate.
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