RAMA DHANIYATI, NOVITA (2021) ANALISIS HUBUNGAN VARIABEL MAKRO SETELAH IMPLEMENTASI INFLATION TARGETING FRAMEWORK TERHADAP INFLASI DAN PERTUMBUHAN EKONOMI DI INDONESIA. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
The purpose of this study is to analyze the relationship between macro variables after the implementation of the Inflation Targeting Framework on Inflation and Economic Growth in Indonesia. The data used in this study is annual data from 1993 to 2022. This research uses the Vector Auto Error Correction Model (VECM) analysis method. The results of this study indicate that in the stationarity test not all data is stationary at the level level, so the stationarity test is used at the 1st difference level. Whereas in the Granger causality test it can also show that there is a two-way relationship in model (1) to Inflation and Economic Growth, which includes M2 to FDI and FDI to M2. And based on the Variance Decomposition analysis which shows the greatest contribution to inflation and economic growth is the exchange rate variable.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Tujuan dari penelitian ini adalah untuk menganalisis hubungan variabel makro setelah implementasi Inflation Targeting Framework terhadap Inflasi dan Pertumbuhan Ekonomi di Indonesia. Data yang digunakan dalam penelitian ini merupakan data tahunan dari tahun 1993 sampai dengan tahun 2022. Penelitian ini menggunakan metode analisis Vector Auto Error Correction Model (VECM). Hasil dari penelitian ini menunjukkan bahwa pada uji stasioneritas tidak semua data stasioner dalam tingkat level, sehingga menggunakan uji stasioneritas pada tingkat 1st difference. Sedangkan dalam uji kausalitas Granger juga dapat menunjukkan adanya terdapat satu hubungan dua arah pada model (1) terhadap Inflasi dan Pertumbuhan Ekonomi, yang meliputi M2 terhadap FDI dan FDI terhadap M2. Dan Berdasarkan analisis Variance Decomposition yang menunjukkan kontribusi paling besar terdahap inflasi dan pertumbuhan Ekonomi adalah variabel nilai tukar. | |||||||||
| Uncontrolled Keywords: | Inflation Targeting Framework, Inflation, Economic Growth, Vector Auto Error Correction Model (VECM). Inflation Targeting Framework, Inflasi, Pertumbuhan Ekonomi, 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: | Novita Rama Dhaniyati | |||||||||
| Date Deposited: | 21 Sep 2023 11:29 | |||||||||
| Last Modified: | 21 Sep 2023 11:29 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/29130 |
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