Damayanti, Rinjani (2025) ANALISIS RESPON KENAIKAN HARGA MINYAK MENTAH, JUMLAH UANG BEREDAR DAN SUKU BUNGA KREDIT TERHADAP INFLASI DI INDONESIA PERIODE 2017:08 – 2022:09. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
This research aims to determine the Impulse Response Function and Variance Decomposition of Crude Oil Prices, Money Supply and Credit Interst Rates on Inflation in Indonesia. Sample detremination is based on monthly timeseries data for the Period 2017:8 – 2022:9. The data in this research was obtained from Bank Indonesia (BI), the Indonesian Ministry of Energy and Mineral Resources (ESDM) and the Central Statistics Agency (BPS). This research uses the Vector Autoregressive (VAR) method. With the method flow of Data Stasionerity Test, VAR Stability Test, Optimum Lag Test, Cointegration Test, Engle Granjer Causaliti Test, Impluse Response Function Test, And Variance Decomposition Test. Based on the results of the causality test, where inflation has a significant effect on oil prices but not vice versa, inflation has a significant effect on M2 but not vice versa, oil prices have a significant effect on M2 but not vice versa. Based on the results of the Impulse Response Function, it is stated that the shock response of the oil price variable to inflation shocks is negative, the response of the M2 variable to inflation is positive and the response of the credit interest rate variable to inflation shocks is negative. Based on the estimation results through the Variance Decomposition test, the oil price variable has a very dominant contribution in influencing inflation compared to other variables. Oil prices contribute to influencing inflation in indonesia by 30.97%, M2 contributes to influencing inflation by 15.25% and credit interest rates contribute to influencing inflation by 0.05%.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini bertujuan untuk mengetahui Impulse Response Function dan Variance Decomposition Harga Minyak Mentah, Jumlah Uang Beredar (M2) dan Suku Bunga Kredit terhadap Inflasi di Indonesia. Penentuan sampel berdasarkan data Time-Series bulanan periode 2017:8 – 2022:9. Data dalam penelitian ini di dapat dari Bank Indonesia (BI), Kementerian Energi dan Sumber Daya Mineral Indonesia (ESDM) dan Badan Pusat Statistik (BPS). Penelitian ini menggunakan metode Vector Autoregressive (VAR). Dengan alur metode Uji Stasioneritas Data, Uji Stabilitas VAR, Uji Lag Optimum, Uji Kointegrasi, Uji Engle Granjer Causaliti, Uji Impulse Response Function, dan Uji Variance Decomposition. Berdasarkan hasil uji kausaliti dimana inflasi berpengaruh signifikan terhadap harga minyak di indonesia tetapi tidak sebaliknya, inflasi berpengaruh signifikan terhadap M2 tetapi tidak sebaliknya, harga minyak berpengaruh signifikan terhadap M2 tetapi tidak sebaliknya. Berdasarkan hasil Impulse Response Function menyatakan bahwa respon shock variabel harga minyak terhadap guncangan inflasi merespon negatif, respon variabel M2 terhadap inflasi yakni positif dan respon variabel suku bunga kredit terhadap guncangan inflasi yaitu negatif. Berdasarkan hasil estimasi melalui uji Variance Decomposition variabel harga minyak memiliki kontribusi yang sangat dominan dalam mempengaruhi inflasi dibandingkan variabel lainnya. Harga minyak memiliki kontribusi dalam mempengaruhi inflasi di indonesia sebesar 30.97%, M2 memiliki kontribusi dalam mempengaruhi inflasi sebanyak 15.25% dan suku bunga kredit memiliki kontribusi dalam mempengaruhi inflasi sebanyak 0.05%. | |||||||||
| Uncontrolled Keywords: | Inflation, Oil Prices, M2, Credit Interest Rates Inflasi, Harga Minyak, M2, Suku Bunga Kredit | |||||||||
| Subjects: | L Education > L Education (General) | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan |
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| Depositing User: | Unnamed user with email [email protected] | |||||||||
| Date Deposited: | 14 Feb 2025 01:47 | |||||||||
| Last Modified: | 14 Feb 2025 06:57 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/45312 |
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