TRI LAHASTIKA, ADENGKI (2024) PERBANDINGAN EFEKTIFITAS MEKANISME TRANSMISI KEBIJAKAN MONETER JALUR NILAI TUKAR TERHADAP INFLASI DI INDONESIA DAN THAILAND. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
This study aims to analyze the transmission mechanism of monetary policy through the exchange rate channel in controlling inflation rates in Indonesia and Thailand during the period Q1 2014 to Q4 2023. The analytical tool used in this study is the Vector Error Correction Model (VECM), with monetary instrument variables consisting of interest rates, interest rate parity, foreign assets, exchange rates, imports and inflation with data sources obtained from the Statistics of Economics and Finance in Indonesia (SEKI) and the Bank of Thailand (BOT). The results of this VECM study indicate that the transmission of monetary policy through the exchange rate channel in Indonesia and Thailand is effective in influencing the final target of monetary policy, namely inflation, meaning that the monetary policy instruments used play a role in influencing fluctuations (variability) in the inflation rate. In addition, the magnitude of monetary instruments that have an influence and are significant in monetary policy with the final target of inflation is predominantly influenced by interest rates and interest rate parity in the case study in Indonesia, as well as interest rates and imports in the case study in Thailand.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini bertujuan untuk menganalisis mekanisme transmisi kebijakan moneter jalur nilai tukar dalam mengendalikan tingkat inflasi di Indonesia dan Thailand selama periode Q1 2014 sampai Q4 2023. Alat analisis yang digunakan dalam penelitian ini adalah Vector Error Correction Model (VECM), dengan variabel instrumen moneter terdiri dari suku bunga, paritas suku bunga, aktiva luar negeri, nilai tukar, impor dan inflasi dengan sumber data yang diperoleh dari Statistik Ekonomi dan Keuangan di Indonesia (SEKI) serta Bank of Thailand (BOT). Hasil penelitian VECM ini menunjukkan bahwa transmisi kebijakan moneter melalui jalur nilai tukar di Indonesia dan Thailand efektif dalam mempengaruhi sasaran akhir kebijakan moneter yakni inflasi, artinya instrumen kebijakan moneter yang digunakan berperan dalam mempengaruhi fluktuasi (variabilitas) tingkat inflasi. Disamping itu, besaran instrumen moneter yang berpengaruh dan signifikan dalam kebijakan moneter dengan sasaran akhir inflasi, dominan dipengaruhi oleh suku bunga dan paritas suku bunga pada studi kasus di Indonesia, serta suku bunga dan impor pada studi kasus di Thailand. | |||||||||
| Uncontrolled Keywords: | Monetary Policy Transmission, Exchange Rates, Inflation and VECM Transmisi Kebijakan Moneter, Nilai Tukar, Inflasi dan VECM. | |||||||||
| Subjects: | H Social Sciences > H Social Sciences (General) | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan |
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| Depositing User: | Ms Adengki Tri Lahastika | |||||||||
| Date Deposited: | 17 Mar 2025 06:46 | |||||||||
| Last Modified: | 17 Mar 2025 06:46 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/47082 |
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