Pangestu Taufik, Ridho (2023) INTERVENSI KEBIJAKAN MONETER TERHADAP INVESTASI PORTOFOLIO ASING DI INDONESIA. S1 thesis, Universitas Sultan Ageng Tirtayasa.
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Abstract
The role of monetary policy in regulating the inflow of portfolio investment in a country is a crucial aspect. Monetary policy has the ability to provide guidance to investors in making their investment decisions. The purpose of this research is to analyze the impact of monetary policy through various variables such as the central bank's interest rate, money supply, inflation, and exchange rate on foreign portfolio investment in Indonesia. The data used in this study is secondary data covering the period from 2010Q1 to 2022Q4. The analytical method employed in this study is the Vector Error Correction Model (VECM). The conclusions drawn from this research indicate that variables like the central bank's interest rate and money supply, which serve as indicators of monetary policy, have a significant positive impact on the inflow of foreign portfolio investment. On the other hand, variables representing monetary policy instruments such as inflation and exchange rate have a significant negative impact on foreign portfolio investment in Indonesia.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Peran kebijakan moneter dalam mengatur arus masuk investasi portofolio di suatu negara menjadi aspek yang penting. Kebijakan moneter mampu memberikan petunjuk kepada para investor dalam pembuatan keputusan investasi mereka. Tujuan dari penelitian ini adalah untuk menganalisis dampak dari kebijakan moneter melalui berbagai variabel seperti tingkat suku bunga bank sentral, jumlah uang beredar, inflasi, dan nilai tukar terhadap investasi portofolio asing di Indonesia. Data yang digunakan dalam penelitian ini merupakan data sekunder yang berkisar dari periode 2010Q1 hingga 2022Q4. Metode analisis yang digunakan dalam penelitian ini adalah Vector Error Correction Model (VECM). Hasil kesimpulan dari penelitian ini menyatakan bahwa variabel tingkat suku bunga bank sentral dan jumlah uang beredar sebagai penanda dari kebijakan moneter memiliki dampak positif yang signifikan terhadap masuknya investasi portofolio asing. Di sisi lain, variabel yang merepresentasikan instrumen kebijakan moneter seperti inflasi dan nilai tukar memberikan dampak negatif yang signifikan terhadap investasi portofolio asing di Indonesia. | |||||||||
| Uncontrolled Keywords: | Foreign Portfolio Investment, Monetary Policy, Interest Rate, Money Supply, VECM Investasi Portofolio Asing, Kebijakan Moneter, Suku Bunga, Money Supply, VECM | |||||||||
| Subjects: | H Social Sciences > HC Economic History and Conditions | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan 05-Fakultas Ekonomi dan Bisnis |
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| Depositing User: | Ridho Pangestu Taufik | |||||||||
| Date Deposited: | 01 Sep 2023 11:36 | |||||||||
| Last Modified: | 01 Nov 2023 16:13 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/29188 |
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