Proceedings of the 2016 Global Conference on Business, Management and Entrepreneurship

Impact of Exchange Rate Change on Import Price

Authors
Sri Isnowati, Mulyo Budi Setiawan
Corresponding Author
Sri Isnowati
Available Online August 2016.
DOI
https://doi.org/10.2991/gcbme-16.2016.136How to use a DOI?
Keywords
import price, exchange rate, national income, SVAR.
Abstract
The aim of this research was to examine the interdependence between import price, exchange rate and national income. The data analysis method used was structural vector autoregressive (svar). The data used in this research was quarterly data from 1997.3 through 2013.4. The analysis was conducted on the impulse response function (IFRS) and forecast error variance decompositions (FEDVs) to determine the effect of exchange rate to import price and national income. The results show that exchange rate shock has positive effect on import price and has negative effect on national income. Furthermore, FEDVs analysis show that the variations of import price were largely determined by the import price, and the exchange rate variations were largely determined by the exchange rate itself. Meanwhile, the variations in national income were largely determined by the exchange rate variable.
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Proceedings
2016 Global Conference on Business, Management and Entrepreneurship
Part of series
Advances in Economics, Business and Management Research
Publication Date
August 2016
ISBN
978-94-6252-268-8
ISSN
2352-5428
DOI
https://doi.org/10.2991/gcbme-16.2016.136How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

TY  - CONF
AU  - Sri Isnowati
AU  - Mulyo Budi Setiawan
PY  - 2016/08
DA  - 2016/08
TI  - Impact of Exchange Rate Change on Import Price
BT  - 2016 Global Conference on Business, Management and Entrepreneurship
PB  - Atlantis Press
SN  - 2352-5428
UR  - https://doi.org/10.2991/gcbme-16.2016.136
DO  - https://doi.org/10.2991/gcbme-16.2016.136
ID  - Isnowati2016/08
ER  -