The Asymmetric Effects of Global Energy and Food Prices, Exchange Rate Dynamics, and Monetary Policy Conduct on Inflation in Indonesia
Arintoko Arintoko,
Lilis Siti Badriah,
Nunik Kadarwati
Abstract:This research analyzes the asymmetric effects of global energy and food prices and monetary variables, including the exchange rate and money supply, on the consumer price index (CPI). The model is intended to differentiate the influence of increases and decreases in global energy and food prices, exchange rates, and money supply which cause inflation/deflation from changes in the CPI. The analysis uses the Nonlinear Autoregressive Distributed Lag (NARDL) and Quantile Regression models on data from January 2001… Show more
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