ANALISIS PENGARUH FAKTOR FUNDAMENTAL MAKROEKONOMI TERHADAP HARGA UMUM (IHK) DI INDONESIA PERIODE 1986 – 2005

Encang Kadarisman, Apip Supriadi, Nanang Rusliana, Iis Agustina

Jurusan Ekonomi Pembangunan Fakultas Ekonomi Universitas Siliwangi

 

ABSTRACT

The objective of this research is : (a) To know Influence on Fundamental Factor of Macroeconomic on General Price Level (IHK) in Indonesia during of period 1986- 2005, (b) to know the sensitivity level elasticity of general price level (IHK) on fundamental factor of macroeconomic on general level price (IHK) in Indonesia during of period 1986- 2005.

Data used in this research was times series data It was Annual Report of Indonesia Bank, Statistical of Economics and Finance Indonesia (SEFI) BI. Method of Research used was Multiple Regression Linear with analysis appliance : correlation analysis (R), coefficient analysis of determinant (R2), and elasticity analysis. while examination taken is test F, test t, test autocorelasion, test of multicolinearity, test normality, test and heteroscedasticity by using calculation of program of EVIEWS.

Pursuant to result analysis and data processing which is writer do, can be pulled by some research results as following

1. GDP, Nominal Rate of Interest (SBI), exchange rate, and money supply (M1) have an effect on significan, while Crude Oil Price not significan on general price level (IHK) in Indonesia during of period 1986 – 2005.

2. Elasticity General Price Level (IHK) to GDP, nominal rate of interest (SBI), exchange rate, Crude Oil Price and money supply (M1) in Indonesian during of period 1986 – 2005, for GDP is inelastic with relation which are positive, crude oil price is inelastic with relation direction which are negative, nominal rate of interest is inelastic with negative relation direction, exchange rate is inelastic with relation direction which are positive, while to the money supply (M1) is inelastic with relation direction which are positive.

Keyword: macroeconomic fundamental, GDP, Nominal Rate of Interest (SBI), exchange rate, money supply (M1), Crude Oil Price, general price level (IHK)

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