Rahmawati, Nur (2024) ANALISIS PENGARUH PURCHASING POWER PARITY TERHADAP MATA UANG INDONESIA DAN THAILAND. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
This research aims to determine the comparison of the response to inflation, interest rates, and money supply to the currency (exchange rate) in two developing countries, namely Indonesia and Thailand. Determining the sample data for this research is based on Cross Section data, namely 2 two developing countries in Asia and Time-series data, namely during the period January 1990- December 2022. This research data comes from the World Bank. This research uses the Vector Error Correction Model (VECM) analysis method. Before the data is processed, the data unit of root test is tested for stationarity, optimum lag test, stability test, cointegration test, Vector Error Correction Model (VECM) estimation test, Granger causality test, impulse response function test and variant decomposition test. The research results show that the response of the exchange rate due to inflation shocks, interest rates and the amount of money in circulation has a long-term (cointegrated) relationship.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini bertujuan untuk mengetahui perbandingan respon inflasi, suku bunga, dan jumlah uang beredar terhadap mata uang (nilai tukar) di dua negara berkembang yaitu Indonesia dan Thailand. Penentuan data sampel penelitian ini berdasarkan data Cross Section yaitu 2 dua negara berkembang di Asia dan data Time-series yaitu selama periode januri tahun 1990- Desember 2022. Data penelitian ini bersumber dari World Bank. Penelitian ini menggunakan metode analisis Vector Error Corection Model (VECM). Sebelum data diolah dilakukan pengujian uji stasioneritas data unit of root test, uji lag optimum, uji stabilitas,uji kointegrasi,uji estimasi Vector Error Corection Model (VECM), uji causalitas granger, uji impulse response function dan uji varian decomposition. Hasil penelitian menunjukan bahwa respon nilai tukar akibat shock inflasi, suku bunga dan jumlah uang bererdar terdapat hubungan jangka panjang (terkointegrasi). | |||||||||
| Uncontrolled Keywords: | Exchange Rate, Inflation, Interest Rate, Money Supply, VECM Nilai Tukar, Inflasi, Suku Bunga, Jumlah Uang Beredar, VECM | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HC Economic History and Conditions H Social Sciences > HN Social history and conditions. Social problems. Social reform |
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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: | Nur Rahma wati | |||||||||
| Date Deposited: | 18 Sep 2024 13:20 | |||||||||
| Last Modified: | 18 Sep 2024 13:20 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/42222 |
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