TY - GEN
T1 - Modeling inflation and money supply using spatial vector autoregressive (1,1)
AU - Sumarminingsih, Eni
AU - Setiawan,
AU - Suharsono, Agus
AU - Ruchjana, Budi Nurani
N1 - Publisher Copyright:
© 2018 Author(s).
PY - 2018/10/17
Y1 - 2018/10/17
N2 - Economically, Inflation is influenced by Inflation in the previous period and Inflation of other cities. Likewise, with the Money Supply. In addition, Inflation is also related to the Money Supply. The purpose of this study is to examine spatio-temporal relationships of Inflation and Money Supply of four cities in East Java (Surabaya, Malang, Kediri and Jember) simultaneously. A Spatial Vector Autoregressive (SpVAR) model was used to examine the relationship. SpVAR is a model that can be used to find the relationship between several variables at the same location at previous periods, also the relationship between several variables at different locations at previous periods. The results of this study are the the Inflation of Malang is affected by Inflation of three other cities a month earlier. Inflation of Jember is affected by Inflation of Jember a month earlier. Money Supply of Jember, Surabaya and Malang are influenced by the Money Supply one month earlier from the city itself. In addition, Money Supply of Kediri is affected by Inflation of three other cities a month earlier, Money Supply of Kediri and Money Supply of the other three cities a month earlier.
AB - Economically, Inflation is influenced by Inflation in the previous period and Inflation of other cities. Likewise, with the Money Supply. In addition, Inflation is also related to the Money Supply. The purpose of this study is to examine spatio-temporal relationships of Inflation and Money Supply of four cities in East Java (Surabaya, Malang, Kediri and Jember) simultaneously. A Spatial Vector Autoregressive (SpVAR) model was used to examine the relationship. SpVAR is a model that can be used to find the relationship between several variables at the same location at previous periods, also the relationship between several variables at different locations at previous periods. The results of this study are the the Inflation of Malang is affected by Inflation of three other cities a month earlier. Inflation of Jember is affected by Inflation of Jember a month earlier. Money Supply of Jember, Surabaya and Malang are influenced by the Money Supply one month earlier from the city itself. In addition, Money Supply of Kediri is affected by Inflation of three other cities a month earlier, Money Supply of Kediri and Money Supply of the other three cities a month earlier.
KW - Inflation
KW - money supply
KW - spatial vector autoregressive
KW - spatio-temporal
UR - http://www.scopus.com/inward/record.url?scp=85056162567&partnerID=8YFLogxK
U2 - 10.1063/1.5062776
DO - 10.1063/1.5062776
M3 - Conference contribution
AN - SCOPUS:85056162567
T3 - AIP Conference Proceedings
BT - 8th Annual Basic Science International Conference
A2 - Karim, Corina
A2 - Azrianingsih, Rodliyati
A2 - Pamungkas, Mauludi Ariesto
A2 - Jatmiko, Yoga Dwi
A2 - Safitri, Anna
PB - American Institute of Physics Inc.
T2 - 8th Annual Basic Science International Conference: Coverage of Basic Sciences toward the World's Sustainability Challanges, BaSIC 2018
Y2 - 6 March 2018 through 7 March 2018
ER -