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

DOI

10.2991/iconies-18.2019.19How to use a DOI?

Keywords

ARDL, exchange rate Rp/Yen, Hooper Morton

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.

Copyright

© 2019, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Rossanto Dwi Handoyo
AU  - Angga Erlando
AU  - Farida Azzahra
AU  - Feri Dwi Riyanto
PY  - 2019/10
DA  - 2019/10
TI  - Analysis of Rupiah or Yen With Hooper Morton Exchange Determination Model Approach
BT  - Proceedings of the 2018 International Conference on Islamic Economics and Business (ICONIES 2018)
PB  - Atlantis Press
SP  - 99
EP  - 103
SN  - 2352-5428
UR  - https://doi.org/10.2991/iconies-18.2019.19
DO  - 10.2991/iconies-18.2019.19
ID  - Handoyo2019/10
ER  -