Causality relationship among interest rate, inflation, exchange rate using vector autoregression
This paper aimed to analyze the causal relationship between interest rates, inflation, and exchange rates in Indonesia. This paper used Vector Autoregression (VAR). The Granger causality showed that the interest rate did not affect inflation, but inflation affected the interest rates. The exchange r...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Centre of Sociological Research
2021-04-01
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| Series: | Economics, Management and Sustainability |
| Subjects: | |
| Online Access: | https://jems.sciview.net/index.php/jems/article/view/126 |