RAHMAN, MUHAMMAD RAFI (2023) PERANAN MEKANISME TRANSMISI KEBIJAKAN MONETER MELALUI JALUR UANG BEREDAR DI ERA DIGITALISASI EKONOMI. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
This research is aimed at analyzing the comparative effectiveness of the monetary policy transmission mechanism through the money supply channel for inflation and Real Gross Domestic Product for the period from first quarterly of 2010 to fourth quarterly of 2021 while the variables used in this study are the BI Rate or Bank Indonesia reference rate, the amount of money in circulation M0, M1 Money Supply, M2 Money Supply, Inflation, and Real Gross Domestic Product. This study uses secondary data from Bank Indonesia (SEKI) and the Central Bureau of Statistics (BPS) with quarterly time series data types. Before the data is processed, the data was conducted into stationarity test, optimum lag, and Johansen cointegration. From these results, the analytical method used in this study is the vector error correction model (VECM). Then proceed with the impulse response function test and variance decomposition. The results of the study show that the money channel's money transmission policy is more effective against inflation than the money supply channel's towards Real Gross Domestic Product.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini ditujukan untuk menganalisis perbandingan efektivitas mekanisme transmisi kebijakan moneter melalui jalur uang beredar terhadap inflasi dan Produk Domestik Bruto Riil periode triwulan I 2010 sampai triwulan IV 2021 adapun variabel yang digunakan dalam penelitian ini adalah BI Rate atau suku bunga acuan Bank Indonesia, Jumlah Uang Beredar M0, Jumlah Uang Beredar M1, Jumlah Uang Beredar M2, Inflasi, dan Produk Domestik Bruto Riil. Penelitian ini menggunakan data sekunder dari Bank Indonesia (SEKI) dan Badan Pusat Statistik (BPS) dengan jenis data timeseries triwulanan. Sebelum data diolah dilakukan uji stationeritas data, penentuan lag optimum, dan uji kointetgrasi Johansen, dari hasil tersebut dalam penelitian ini digunakan metode analisi yaitu vector error correction model (VECM). Kemudian dilanjutkan dengan uji impulse response function dan variance decomposition. Hasil penelitian menunjukan bahwa transmisi kebijakan moneter saluran uang beredar terhadap Inflasi lebih efektif dibandingkan dengan saluran uang beredar terhadap Produk Domestik Bruto Riil. | |||||||||
| Uncontrolled Keywords: | Kata Kunci: Transmisi Kebijakan Moneter, Saluran Uang Beredar, VECM Keywords: Transmission of Monetary Policy, Money Channel, VECM | |||||||||
| Subjects: | H Social Sciences > H Social Sciences (General) H Social Sciences > HB Economic Theory H Social Sciences > HJ Public Finance |
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| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan |
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| Depositing User: | Mr Muhammad Rafi Rahman | |||||||||
| Date Deposited: | 20 Mar 2023 14:38 | |||||||||
| Last Modified: | 20 Mar 2023 14:38 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/22767 |
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