RIMA FADHILAH, WULAN (2024) EFEKTIVITAS MEKANISME TRANSMISI KEBIJAKAN MONETER MELALUI JALUR SUKU BUNGA DAN NILAI TUKAR DI INDONESIA. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
The monetary policy transmission mechanism is the process by which monetary decisions will have an influence on objectives in the economy. The role of interest rates and exchange rates in the Indonesian economy is currently very important for analyzing the effectiveness of the monetary policy transmission mechanism. This research aims to determine the effectiveness of the monetary policy transmission mechanism through the interest rate channel and the exchange rate channel and then between the two channels of the monetary policy transmission mechanism which is more effective on inflation, it is hoped that it can help see what the speed or time lag is and what the strength of the variables is. variables in each monetary policy transmission using the variables BI rate Interest Rate, Deposit Interest Rate, Credit Interest Rate, Exchange Rate, Money Supply M0, Money Supply M1, Money Supply M2, Gross Domestic Product and Inflation in Indonesia for the 2012 period :Q1-2022:Q4. This research uses quantitative research, using time series data using the Vector AutoRegression (VAR) method. The results of the analysis show that the monetary policy transmission mechanism is through the interest rate channel with a time limit or time lag of 1, then the exchange rate channel with a time limit or time lag of 3. The interest rate channel is more effective in transmitting monetary policy with the optimum lag test followed by with the exchange rate channel in transmitting monetary policy towards inflation in Indonesia.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Mekanisme transmisi kebijakan moneter merupakan proses di mana keputusan moneter akan memberikan pengaruh pada tujuan dalam perekonomian. Peran suku bunga dan nilai tukar terhadap perekonomian Indonesia saat ini sangat penting untuk menganalisis efektivitas mekanisme transmisi kebijakan moneter. Penelitian ini bertujuan untuk menganalisis efektivitas mekanisme transmisi kebijakan moneter melalui jalur suku bunga dan jalur nilai tukar dan manakah dari antara kedua jalur mekanisme transmisi kebijakan moneter yang lebih efektif terhadap inflasi, diharapkan dapat membantu melihat berapa kecepatan atau tenggat waktu (time lag) dan berapa kekuatan variabel-variabel pada masingmasing transmisi kebijakan moneter menggunakan variabel Suku Bunga BI rate, Suku Bunga Depsoito, Suku Bunga Kredit, Nilai Tukar, Jumlah Uang Beredar M0, Jumlah Uang Beredar M1, Jumlah Uang Beredar M2, Produk Domestik Bruto dan Inflasi di Indonesia periode 2012:Q1-2022:Q4. Penelitian ini menggunakan penelitian kuantitatif, menggunakan data time series dengan menggunakan metode Vector AutoRegression (VAR). Hasil analisis menunjukkan bahwa mekanisme transmisi kebijakan moneter melalui jalur suku bunga dengan tenggat waktu atau time lag sebesar 1, kemudian pada jalur nilai tukar dengan tenggat waktu atau time lag sebesar 3. Jalur suku bunga lebih efektiv dalam mentransmisikan kebijakan moneter dengan uji lag optimum kemudian disusul dengan jalur nilai tukar dalam mentransmisikan kebijakan moneter terhadap inflasi di Indonesia. | |||||||||
| Uncontrolled Keywords: | Monetary Policy Transmission Mechanism, Interest Rates, Exchange Rates, Inflation, Vector AutoRegression (VAR) Mekanisme Transmisi Kebijakan Moneter, Suku Bunga, Nilai Tukar, Inflasi, Vector AutoRegression (VAR) | |||||||||
| 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: | WULAN RIMA FADHILAH | |||||||||
| Date Deposited: | 16 Apr 2024 16:17 | |||||||||
| Last Modified: | 19 Apr 2024 14:49 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/34802 |
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