eprintid: 47082
rev_number: 15
eprint_status: archive
userid: 19442
dir: disk0/00/04/70/82
datestamp: 2025-03-17 06:46:37
lastmod: 2025-03-17 06:46:37
status_changed: 2025-03-17 06:46:37
type: thesis
metadata_visibility: show
creators_name: TRI LAHASTIKA, ADENGKI
creators_id: 5553180053
contributors_type: http://www.loc.gov/loc.terms/relators/THS
contributors_type: http://www.loc.gov/loc.terms/relators/THS
contributors_name: Herlina, Deswita
contributors_name: S. Chendrawan, Tony
contributors_id: 197012162003122001
contributors_id: 197308302024211001
corp_creators: UNIVERSITAS SULTAN AGENG TIRTAYASA
corp_creators: FAKULTAS EKONOMI DAN BISNIS
corp_creators: ILMU EKONOMI PEMBANGUNAN
title: PERBANDINGAN EFEKTIFITAS MEKANISME
TRANSMISI KEBIJAKAN MONETER JALUR NILAI
TUKAR TERHADAP INFLASI DI INDONESIA DAN
THAILAND
ispublished: pub
subjects: H1
divisions: FEB
divisions: IEP
full_text_status: restricted
keywords: Monetary Policy Transmission, Exchange Rates, Inflation and VECM
Transmisi Kebijakan Moneter, Nilai Tukar, Inflasi dan VECM.
note: 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.
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.
date: 2024
date_type: published
pages: 146
institution: UNIVERSITAS SULTAN AGENG TIRTAYASA
department: ILMU EKONOMI PEMBANGUNAN
thesis_type: sarjana
thesis_name: sarjana
citation:   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.   
document_url: https://eprints.untirta.ac.id/47082/1/ADENGKI%20TRI%20LAHASTIKA_5553180053.pdf
document_url: https://eprints.untirta.ac.id/47082/2/ADENGKI%20TRI%20LAHASTIKA_5553180053_01.pdf
document_url: https://eprints.untirta.ac.id/47082/3/ADENGKI%20TRI%20LAHASTIKA_5553180053_02.pdf
document_url: https://eprints.untirta.ac.id/47082/4/ADENGKI%20TRI%20LAHASTIKA_5553180053_03.pdf
document_url: https://eprints.untirta.ac.id/47082/5/ADENGKI%20TRI%20LAHASTIKA_5553180053_04.pdf
document_url: https://eprints.untirta.ac.id/47082/6/ADENGKI%20TRI%20LAHASTIKA_5553180053_05.pdf
document_url: https://eprints.untirta.ac.id/47082/7/ADENGKI%20TRI%20LAHASTIKA_5553180053_reff.pdf
document_url: https://eprints.untirta.ac.id/47082/8/ADENGKI%20TRI%20LAHASTIKA_5553180053_lamp.pdf