SITI NURASIAH, TASYA (2024) ANALISIS PENGARUH FAKTOR FUNDAMENTAL MAKROEKONOMI TERHADAP NILAI TUKAR: STUDI KASUS DI NEGARA EMERGING MARKET ASIA. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
The currency exchange rate is the price of one currency in terms of another currency and is an important indicator in the global economy. The unstable exchange rate conditions during the global financial crisis were felt by several countries in the world, including 10 Emerging Market Asian countries. The aim of this research is to analyze the influence of Interest Rates, Trade Balance, Government Consumption Expenditures, and Foreign Exchange Reserves on the Exchange Rate in 10 Emerging Market Asia countries for the period 1998-2022. In this research, the data used is combined cross section and time series panel data sourced from the World Bank. The analysis method used is Pooled Mean Group (PMG) using EViews-10 software. The results of this research show that in the long term, the variables Interest Rates and Foreign Exchange Reserves have a positive and significant effect on the Exchange Rate. Meanwhile, the Government Consumption Expenditure variable has a significant negative effect on the Exchange Rate, and the Trade Balance variable has an insignificant negative effect on the Exchange Rate. In the short term, the variables Interest Rate, Trade Balance, Government Consumption Expenditure and Foreign Exchange Reserves do not have a significant effect on the Exchange Rate.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Nilai tukar mata uang adalah harga satu mata uang dalam bentuk mata uang lainnya dan merupakan salah satu indikator penting dalam ekonomi global. Tidak stabilnya Kondisi Nilai Tukar saat terjadinya krisis keungan global dirasakan oleh beberapa negara di dunia, termasuk di 10 negara Emerging Market Asia. Tujuan dari penelitian ini adalah untuk menganalisis pengaruh Suku Bunga, Neraca Perdagangan, Pengelauaran Konsumsi Pemerintah, dan Cadangan Devisa terhadap Nilai Tukar di 10 negara Emerging Market Asia periode 1998-2022. Dalam penelitian ini data yang digunakan yaitu data panel gabungan cross section dan time series yang bersumber dari World Bank. Metode analisis yang digunakan adalah Pooled Mean Group (PMG) dengan menggunakan software EViews-10. Hasil dari penelitian ini menunjukkan bahwa pada periode jangka panjang, variabel Suku Bunga, dan Cadangan Devisa berpengaruh positif dan signifikan terhadap Nilai Tukar. Sedangkan variabel Pengeluaran Konsumsi Pemerintah berpengaruh negatif signifikan terhadap Nilai Tukar, dan variabel Neraca Perdagangan berpengaruh negatif tidak signifikan terhadap Nilai Tukar. Dalam jangka pendek variabel Suku Bunga, Neraca Perdagangan, Pengeluaran Konsumsi pemerintah dan Cadangan Devisa tidak berpengaruh signifikan terhadap Nilai Tukar. | |||||||||
| Uncontrolled Keywords: | Exchange Rate, Interest Rate, Balance of Trade, Foreign Exchange Reserve, Pooled Mean Group Nilai Tukar, Suku Bunga, Neraca Perdagangan, Cadangan Devisa, Pooled Mean Group | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan 05-Fakultas Ekonomi dan Bisnis |
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| Depositing User: | Tasya Siti Nurasiah | |||||||||
| Date Deposited: | 18 Sep 2024 14:38 | |||||||||
| Last Modified: | 18 Sep 2024 14:38 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/42260 |
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