Kurnia All Yusuf, Akbar (2023) ANALISIS MEKANISME TRANSMISI KEBIJAKAN MONETER PADA JALUR NILAI TUKAR DI INDONESIA. S1 thesis, UNTIRTA.
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Abstract
This study are aims to determine the response of the variables due to the shock and how the effectiveness of monetary policy transmission on the direct exchange rate channel and the indirect exchange rate channel in Indonesia. The variables observed in this study are BI Rate, Interest Rate Parity, Net Foreign Assets, Exchange Rates, Net Exports, Gross Domestic Product and Inflation. The research date used time series for the 2010 Quarter I to 2020 Quarter IV, sourced from Bank Indonesia. To achieve the objective of the analysis, the Vector Error Correction Model (VECM) analysis method was used using the Eviews 9 Program. The result showed that the exchange rate response to changes (shock) in interest rates and transmission of monetary policy on the indirect exchange rate channel was considered more effective against the final target (inflation) of monetary policy in Indonesia. Keywords: BI Rate, Net Foreign Assets, Exchange Rates, Gross Domestic Product, Inflation.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini bertujuan untuk mengetahui respon variabel-variabel akibat adanya shock dan bagaimana efektivitas mekanisme transmisi kebijakan moneter pada jalur nilai tukar langsung dan jalur nilai tukar tidak langsung di Indonesia. Adapun variabel yang diamati dalam penelitian ini adalah BI Rate, Paritas Suku Bunga, Net Foreign Asset, Nilai Tukar, Ekspor Neto, Produk Domestik Bruto dan Inflasi. Data penelitian yang digunakan adalah data time series periode 2010 Triwulan I sampai 2020 Triwulan IV, yang bersumber dari Bank Indonesia. Untuk mencapai tujuan analisis tersebut, digunakan metode analisis Vector Error Correction Model (VECM) menggunakan Program Eviews 9. Hasil penelitian menunjukkan nilai tukar merespon perubahan (shock) suku bunga dan transmisi kebijakan moneter pada jalur nilai tukar tidak langsung dinilai lebih efektif terhadap sasaran akhir (inflasi) kebijakan moneter di Indonesia. Kata Kunci: BI Rate, Net Foreign Asset, Nilai Tukar, Produk Domestik Bruto, Inflasi. | |||||||||
| Uncontrolled Keywords: | Keywords: BI Rate, Net Foreign Assets, Exchange Rates, Gross Domestic Product, Inflation. Kata Kunci: BI Rate, Net Foreign Asset, Nilai Tukar, Produk Domestik Bruto, Inflasi. | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan | |||||||||
| Depositing User: | Akbar Kurnia All yusuf | |||||||||
| Date Deposited: | 24 May 2023 14:04 | |||||||||
| Last Modified: | 24 May 2023 14:04 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/19445 |
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