TY  - THES
Y1  - 2025///
PB  - UNIVERSITAS SULTAN AGENG TIRTAYASA
N2  - 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%.
ID  - eprintuntirta45312
N1  - 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%.
A1  - Damayanti, Rinjani
M1  - sarjana
TI  - ANALISIS RESPON KENAIKAN HARGA MINYAK MENTAH, JUMLAH UANG BEREDAR DAN SUKU BUNGA KREDIT TERHADAP INFLASI DI INDONESIA PERIODE 2017:08 ? 2022:09
AV  - restricted
KW  - Inflation
KW  -  Oil Prices
KW  -  M2
KW  -  Credit Interest Rates
Inflasi
KW  -  Harga Minyak
KW  -  M2
KW  -  Suku Bunga Kredit
EP  - 147
UR  - http://eprints.untirta.ac.id/id/eprint/45312
ER  -