OKTAPIANI, MIRA (2022) ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI VOLATILITAS NILAI TUKAR RUPIAH TERHADAP DOLAR AMERIKA SERIKAT DI INDONESIA. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.

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Abstract

The phenomenon of economic changes that occur in a country will quickly affect the economic growth of other countries. Changes in economic activity are generally seen in changes and fluctuations in the exchange rate of a currency. The fluctuation of the rupiah exchange rate against the US dollar in Indonesia is influenced by fundamental factors and economic openness. This study aims to analyze the response of exchange rate volatility as well as the percentage of contribution in the event of a shock on macroeconomic variables. Vector Error Correction Models (VECM) is used as a research method with a time span of January 2011 to December 2020. The variables used in this study are exchange rate volatility as the dependent variable, while inflation, M2, financial deepening and remittances as independent variables. The results of the study explain that there is a positive response between exchange rate volatility from the inflation and financial deepening shock, but the shock from M2 and remittances is responded negatively. Meanwhile, the VD results explain that the variable that makes a major contribution to the volatility of the rupiah exchange rate/USD in Indonesia is the variable itself.

Item Type:	Thesis (S1)
Contributors:	Contribution Contributors NIP/NIM Thesis advisor ARIFIN, SAMSUL 197811192009121002 Thesis advisor SYAIFUDIN, RIZAL 199201052019031000
Additional Information:	Fenomena perubahan ekonomi yang terjadi di suatu negara, dengan cepat akan mempengaruhi pertumbuhan perekonomian negara lain. Perubahan pada aktivitas ekonomi inilah yang umumnya tampak pada perubahan dan fluktuasi nilai tukar suatu mata uang. Fluktuasi nilai tukar rupiah terhadap Dolar Amerika Serikat di Indonesia dipengaruhi oleh faktor fundamental dan keterbukaan ekonomi. Studi ini bertujuan untuk menganalisis respon volatilitas nilai tukar serta besaran persentase kontribusi jika terjadi shock pada variabel makroekonomi. Vector Error Correction Models (VECM) digunakan sebagai metode penelitian dengan rentang waktu Januari 2011 hingga Desember 2020. Variabel yang digunakan pada penelitian ini adalah volatilitas nilai tukar sebagai variabel dependen, sedangkan inflasi, M2, financial deepening dan remitansi sebagai variabel independen. Hasil penelitian menjelaskan bahwa terdapat respon positif antara volatilitas nilai tukar dari adanya shock inflasi dan financial deepening, namun shock dari M2 dan remitansi direspon secara negatif. Sedangkan pada hasil VD menjelaskan bahwa yang memberikan kontribusi besar terhadap volatilitas nilai tukar/USD di Indonesia adalah variabel itu sendiri.
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
Depositing User:	Mrs Mira Oktapiani
Date Deposited:	23 Dec 2022 16:34
Last Modified:	23 Dec 2022 16:34
URI:	http://eprints.untirta.ac.id/id/eprint/18649

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