SOBRI, LATIF (2022) ANALISIS CADANGAN DEVISA INDONESIA TAHUN 2008-2018. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
This study aims to analyze how the response of foreign exchange reserves to the shock of the exchange rate, inflation, and foreign debt and to determine the contribution of exchange rate, inflation, and foreign debt to foreign exchange reserves. The type of data used in this study is secondary data which has the nature of a time series from the period 2008:Q1 to 2018:Q4. This research uses Vector Autoregression (VAR) analysis method. Based on the research results of the Impulse Response Function (IRF) test, it shows that the shock response of the exchange rate and foreign debt variables to the shock of foreign exchange reserves is positive, while the shock response of the inflation variable to the shock of foreign exchange reserves is negative. Then for the results of the Variance Decomposition (VD) test, the variable that contributes more to foreign exchange reserves is the exchange rate of 13.05%, followed by inflation of 7.82% and foreign debt of 1.86%.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini bertujuan untuk menganalisis bagaimana respon cadangan devisa dengan adanya shock pada nilai tukar, inflasi, dan utang luar negeri serta untuk mengetahui besarnya kontribusi nilai tukar, inflasi, dan utang luar negeri terhadap cadangan devisa. Jenis data yang digunakan dalam penelitian ini merupakan data sekunder yang mempunyai sifat runtutan waktu dari periode 2008:Q1 sampai dengan 2018:Q4. Penelitian ini menggunakan metode analisis Vector Autoregression (VAR). Berdasarkan hasil penelitian uji Impulse Response Function (IRF) menunjukkan bahwa respon shock variabel nilai tukar dan utang luar negeri terhadap guncangan cadangan devisa yaitu positif, sedangkan respon shock variabel inflasi terhadap guncangan cadangan devisa yaitu negatif. Kemudian untuk hasil uji Variance Decomposition (VD) variabel yang memberikan kontribusi lebih besar terhadap cadangan devisa yaitu nilai tukar sebesar 13,05%, selanjutnya disusul oleh inflasi sebesar 7,82% dan utang luar negeri sebesar 1,86%. | |||||||||
| Subjects: | H Social Sciences > HC Economic History and Conditions | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan |
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| Depositing User: | Latif Sobri | |||||||||
| Date Deposited: | 15 Feb 2023 15:15 | |||||||||
| Last Modified: | 15 Feb 2023 15:15 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/16595 |
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