SARA MARPAUNG, MAY (2019) ANALISIS PENGARUH VARIABEL MONETER TERHADAP INFLASI DALAM PENERAPAN FLEXIBLE INFLATION TARGETING FRAMEWORK (FITF) DI INDONESIA. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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ANALISIS PENGARUH VARIABEL MONETER TERHADAPINFLASI DALAM PENERAPAN FLEXIBLE INFLATION TARGETING FRAMEWORK (FITF) DI INDONESIA.pdf Restricted to Registered users only Download (7MB) |
Abstract
The purpose of this study is to analyze the effect of monetary variables on inflation in the application of the Flexible Inflation Targeting Framework (FI TF) in Indonesia. This research uses times series data and this research are quarterly data from 2008 until 2017. This study uses the Vector Auto Error Correction Model (VECM) analysis method. The results of this study indicate that there is a granger causality relationship that there is a causal relationship of foreign investment to GDP as well as GDP to foreign investment, GDP to M2 as well as a causal relationship of GDP to M2, there is a causal relationship of M2 to domestic investment as well as domestic investment in M2 , there is a causal relationship of M2 to Domestic Investment as well as Domestic Investment to M2. In the Granger causality test it can also show that there are two one-way relationships, which include foreign investment in inflation, Exchange Rate against Inflation. In the long-term variable M2, BI Rate, Exchange Rate, Domestic Investment, Foreign Investment and GDP (Gross Domestic Product) significantly influence Inflation the application of the Flexible Inflation Targeting Framework (FITF). Keywords: Monetary Policy, Inflation, Flexible Inflation Targeting Framework, Vector Auto Error Correction Model (VECM).
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Tujuan dari penelitian ini adalah untuk menganalisis pengaruh variabel moneter terhadap Inflasi Dalam Penerapan Flexible Inflation Targeting Framework (FITF) di Indonesia. Data yang digunakan dalam penelitian ini merupakan data kuartal dari tahun 2008 sampai dengan tahun 2017. Penelitian ini menggunakan metode analisis Vector Auto Error Correction Model (VECM). Hasil dari penelitian ini menunjukkan bahwa terdapat hubungan kausalitas granger adalah terdapat hubungan kausalitas Investasi asing terhadap PDB begitu juga PDB terhadap Investasi Asing, PDB terhadap M2 begitu juga terdapat hubungan kausalitas PDB terhadap M2, terdapat hubungan kausalitas M2 terhadap Investasi Domestik begitu juga Investasi Domestik terhadap M2, terdapat hubungan kausalitas M2 terhadap Investasi Domestik begitu juga Investasi Domestik terhadap M2. Sedangkan dalam uji kausalitas Granger juga dapat menunjukkan adanya terdapat dua hubungan satu arah, yang meliputi investasi asing terhadap inflasi, Nilai Tukar terhadap Inflasi. Dalam jangka panjang variabel M2, BI Rate, Nilai tukar, Investasi Domestik, Investasi Asing dan PDB (Produk Domestik Bruto) berpengaruh secara signifikan terhadap Inflasi dalam penerapan Flexible Inflation Targeting Framework (FITF). Kata kunci: Kebijakan Moneter, Inflasi, Flexible Inflation Targeting Framework, Vector Auto Error Correction Model (VECM). | |||||||||
| 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: | Admin Eprints Untirta | |||||||||
| Date Deposited: | 13 Oct 2021 07:49 | |||||||||
| Last Modified: | 13 Oct 2021 07:49 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/2844 |
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