RIFA AZZAHRA, MARYAM (2023) ANALISIS PENGARUH CAPITAL MOBILITY INDEX DAN VOLATILITAS NILAI TUKAR TERHADAP CADANGAN DEVISA. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
The research aims to analyze the long-term and short-term effects of the Capital Mobility Index, Exchange Rate Volatility, Trade Openness, Economic Growth, Inflation, and Foreign Debt on Foreign Exchange Reserves in 18 developing countries in the world for the period 2000Q1 – 2021Q4. This study uses the Pooled Mean Group (PMG) analysis model. The results of this analysis indicate that in the long run the variables Capital Mobility Index, Economic Growth and Inflation have a positive and significant effect on Foreign Exchange Reserves, Trade Openness and Foreign Debt have a negative and significant effect on Foreign Exchange Reserves. However, the Exchange Rate Volatility variable has no significant negative effect in the long term. Short-term estimation results show that the variables Capital Mobility Index, Exchange Rate Volatility, Trade Openness, Economic Growth, Inflation have no significant effect on Foreign Exchange Reserves. However, the Foreign Debt variable has an influence on Foreign Exchange Reserves.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian bertujuan untuk menganalisis pengaruh jangka panjang dan jangka pendek antara Capital Mobility Index, Volatilitas Nilai Tukar, Trade Openness, Pertumbuhan Ekonomi, Inflasi, dan Utang Luar Negeri terhadap Cadangan Devisa di 18 negara berkembang dunia periode 2000Q1 – 2021Q4. Penelitian ini menggunakan model analisis Pooled Mean Group (PMG). Hasil analisis ini menunjukkan bahwa dalam jangka panjang variabel Capital Mobility Index, Pertumbuhan Ekonomi dan Inflasi berpengaruh positif dan signifikan terhadap Cadangan Devisa, Trade Openness dan Utang Luar Negeri berpengaruh negatif dan signifikan terhadap Cadangan Devisa. Namun, variabel Volatilitas Nilai Tukar berpengaruh negatif tidak signifikan dalam jangka panjang. Hasil estimasi jangka pendek menunjukkan variabel Capital Mobility Index, Volatilitas Nilai Tukar, Trade Openness, Pertumbuhan Ekonomi, Inflasi tidak berpengaruh signifikan terhadap Cadangan Devisa. Namun, variabel Utang Luar Negeri terdapat pengaruh terhadap Cadangan Devisa. | |||||||||
| Uncontrolled Keywords: | Foreign Exchange Reserves, Capital Mobility Index, Exchange Rate Volatility and Pooled Mean Group Cadangan Devisa, Capital Mobility Index, Volatilitas Nilai Tukar, dan Pooled Mean Group | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HC Economic History and Conditions |
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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: | Maryam Rifa Azzahra | |||||||||
| Date Deposited: | 02 Aug 2023 14:20 | |||||||||
| Last Modified: | 02 Aug 2023 14:20 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/27515 |
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