ANALISIS PENGARUH DAN HUBUNGAN KAUSALITAS ANTARA LAJU INFLASI TERHADAP KURS RUPIAH (1986 – 2017)

Abstract

The new problem that arises in the open economy is the domestic currency exchange rate against foreign currencies in this case is the United States dollar recognized as the international currency. The open economy causes the condition of the domestic economy to affect the exchange rate changes. High inflation may cause exchange rate changes. This study started from 1986 to 2017, using simple linear regression analysis, stationery test and granger causal test. The results of this study indicate that the increase in inflation affects the weakening of the rupiah against the US dollar, the test results stationer indicates that inflation and exchange rates are stationary and there is a reciprocal relationship in the form of inflation affect the exchange rate and exchange rate affect inflation.