Analysis of Rupiah or Yen With Hooper Morton Exchange Determination Model Approach

Rossanto Dwi Handoyo, - and Angga Erlando, - and Farida Azzahra, - and Feri Dwi Riyanto, - (2018) Analysis of Rupiah or Yen With Hooper Morton Exchange Determination Model Approach. Series:Advances in Economics, Business and Management Research Proceedings of the 2018 International Conference on Islamic Economics and Business (ICONIES 2018). pp. 99-103. ISSN ISBN: 978-94-6252-817-8, ISSN: 2352-5428

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Abstract

Our study aims to analyze the behavior of the Rupiah / Yen exchange rate using the Hooper-Morton model approach. The method used is ARDL during 2000: 1-2017: 4. The estimation results show that the factors that influence have a significant relationship to the exchange rate of IDR / Yen both short and long term. In the short terms M2 growth variable, the difference in economic growth has a significant and negative influence on the exchange rate of Rp. Yen. In the long-term variable interest rates have a significant and negative effect on the exchange rate of Rp / Yen, the inflation difference variable, the difference in the trade balance growth has a significant and positive effect on the exchange rate of Rp / Yen.

Item Type: Article
Uncontrolled Keywords: ARDL, exchange rate Rp/Yen, Hooper Morton
Subjects: H Social Sciences
H Social Sciences > HG Finance
H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation > HG4551-4598 Stock exchanges
Divisions: 04. Fakultas Ekonomi dan Bisnis > Ekonomi Pembangunan
04. Fakultas Ekonomi dan Bisnis > Magister Ilmu Ekonomi
Creators:
CreatorsNIM
Rossanto Dwi Handoyo, -NIDN0024087602
Angga Erlando, -UNSPECIFIED
Farida Azzahra, -UNSPECIFIED
Feri Dwi Riyanto, -UNSPECIFIED
Depositing User: Tn Sugeng Riyanto
Date Deposited: 25 Aug 2022 00:16
Last Modified: 19 Oct 2022 03:12
URI: http://repository.unair.ac.id/id/eprint/117685
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