PUTRI ADLIANI, RIVASHA (2023) ANALISIS PENGARUH MONETARY POLICY EFFICIENCY TERHADAP SYSTEMIC RISK: STUDI KASUS PADA NEGARA-NEGARA BERKEMBANG. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
This research was conducted on the basis that monetary policy and systemic risk play an important role in the economy. This study aims to identify the influence of Monetary Policy Efficiency (MPE) and its control variable Central Bank Independence, Inflation, Central Bank Interest Rates, and money supply (M2) on Systemic Risk from 2010Q1 to 2021Q4. The analytical method used uses the Dynamic Panel approach with the GMM (Generalized Method of Moment) model. The results of the study prove that MPE has a significant negatif effect on systemic risk, Inflation and M2 have a positive effect on systemic risk, and Central Bank Interest Rates have a negatif effect on systemic risk. While the results on the CBI variable do not show a significant effect on systemic risk. Thus there is evidence of a negatif effect of monetary policy efficiency indicating that any increase in monetary policy efficiency can reduce the level of systemic risk in developing countries.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini dilakukan dengan landasan bahwa kebijakan moneter dan risiko sistemik memainkan peran penting dalam perekonomian. Penelitian ini bertujuan untuk mengidentifikasi pengaruh dari Monetary Policy Efficiency (MPE) dan variabel kontrol yaitu Central Bank Independence, Inflasi, Suku Bunga Bank Sentral, dan Jumlah Uang Beredar (M2) terhadap Systemic Risk pada periode 2010Q1 sampai dengan 2021Q4. Metode analisis yang digunakan menggunakan pendekatan Panel Dinamis dengan model GMM (Generalized Method of Moment). Hasil penelitian membuktikan bahwa MPE berpengaruh negatif signfikan terhadap risiko sistemik, Inflasi dan M2 berpengaruh positif terhadap risiko sistemik, dan Suku Bunga Bank Sentral berpengaruh negatif terhadap risiko sistemik. Sedangkan hasil pada variabel CBI tidak menunjukkan adanya pengaruh signfikan terhadap risiko sistemik. Dengan demikian adanya bukti pengaruh negatif dari efisiensi kebijakan moneter yang menunjukkan bahwa setiap peningkatan efisiensi kebijakan moneter dapat menurunkan tingkat risiko sistemik pada negara berkembang. | |||||||||
| Uncontrolled Keywords: | Systemic Risk, Monetary Policy Efficiency, Financial Stability, GMM. Risiko Sistemik, Efisiensi Kebijakan Moneter, Stabilitas Keuangan, GMM. | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan |
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| Depositing User: | Rivasha Putri Adliani | |||||||||
| Date Deposited: | 12 Jul 2023 10:22 | |||||||||
| Last Modified: | 13 Jul 2023 15:27 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/26328 |
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