MARSHAL, MUHAMMAD GHIFFARI (2024) ANALISIS KEBIJAKAN MONETER, MAKROPRUDENSIAL, DAN VARIABEL MAKROEKONOMI TERHADAP INDEKS HARGA RUMAH RESIDENSIAL DI EMERGING COUNTRIES. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
This study aims to see the response of the Residential House Price Index variable due to shocks from the Central Bank Interest Rate, Loan to Value, Consumer Credit Interest Rate, Economic Growth, Inflation, and Per Capita Income variables, as well as to see how much contribution and how long the contribution of the Central Bank Interest Rate, Loan to Value, Credit Interest Rate, Economic Growth, Inflation, and Per Capita Income variables to the Residential House Price Index. This study uses 16 EME or Emerging Market Economy countries for the period 2010Q1 to 2021Q4. This research uses the VAR panel method or Vector Autoregressive panel. Based on the research results, it is concluded that the Residential Property Price Index responds positively due to shocks to the Loan to Value, Economic Growth, and Per Capita Income variables. Meanwhile, the Residential Property Price Index responds negatively due to shocks to the Central Bank Interest Rate, Lending Rate, and Inflation variables. All variables have a contribution to the Residential Property Price Index, with the Lending Rate variable being the variable that contributes the most.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini bertujuan untuk melihat respon dari variabel Indeks Harga Rumah Residensial akibat shock atau guncangan dari variabel Suku Bunga Bank Sentral, Loan to Value, Suku Bunga Kredit Konsumsi, Pertumbuhan Ekonomi, Inflasi, dan Pendapatan Perkapita, serta melihat seberapa besar kontribusi dan berapa lama kontribusi variabel Suku Bunga Bank Sentral, Loan to Value, Suku Bunga Kredit, Pertumbuhan Ekonomi, Inflasi, dan Pendapatan Perkapita terhadap Indeks Harga Rumah Residensial. Penelitian ini menggunakan 16 negara EME atau Emerging Market Economy periode tahun 2010Q1 hingga tahun 2021Q4. Penelitian ini menggunakan metode panel VAR atau panel Vector Autoregressive. Berdasarkan hasil penelitian didapat kesimpulan bahwa Indeks Harga Properti Residensial merespon positif akibat shock atau guncangan variabel Loan to Value, Pertumbuhan Ekonomi, dan Pendapatan Perkapita. Sedangkan Indeks Harga Properti Residensial merespon negatif akibat shock atau guncangan variabel Suku Bunga Bank Sentral, Suku Bunga Kredit, dan Inflasi. Keseluruhan variabel memiliki kontribusi terhadap Indeks Harga Properti Residensial, dengan variabel Suku Bunga Kredit adalah variabel yang memberikan kontribusi paling besar. | |||||||||
| Uncontrolled Keywords: | Residential Property Price Index, Monetary Policy, Macroprudential Policy, Macroeconomy, VAR Indeks Harga Properti Residensial, Kebijakan Moneter, Kebijakan Makroprudensial, Makroekonomi, VAR | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HC Economic History and Conditions |
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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: | Mr Muhammad Ghiffari | |||||||||
| Date Deposited: | 09 May 2025 02:19 | |||||||||
| Last Modified: | 09 May 2025 02:19 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/48631 |
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