Septiansah, Rizki (2024) DAMPAK FEDERAL FUNDS RATE, KURS, FOREIGN DIRECT INVESTMENT, JIBOR DAN INFLASI TERHADAP SUKU BUNGA KEBIJAKAN DI INDONESIA TAHUN 2013Q1-2023Q2. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
This research aims to analyze the short-term and long-term effects and responses arising from shocks between the Federal Funds Rate, Exchange Rate, Foreign Direct Investment, Jibor, and Inflation on policy interest rates in Indonesia in 2013Q1 - 2023Q2. This research uses the Vector Error Correction Model analysis model. This analysis shows that all variables have a long-term relationship and cointegration occurs in the long term. Meanwhile, the response to the BI SBK variable that occurred due to shocks from other variables varied, especially at the beginning of the period. Meanwhile, in the following period until the end of the period, the response of the BI SBK variable to shocks from other variables was stable. The results of the Granger causality test for variables that show one-way causality include the relationship between the variable exchange rate and SBK BI, SBK BI with JIBOR, inflation with SBK BI, exchange rate with FFR, FDI with FFR, JIBOR with exchange rate, exchange rate with inflation and inflation with JIBOR
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini bertujuan untuk menganalisis pengaruh jangka pendek dan jangka panjang serta respon yang ditimbulkan dari adanya guncangan (shock) antara Federal Funds Rate, Kurs, Foreign Direct Investment, Jibor dan Inflasi terhadap suku bunga kebijakan di Indonesia tahun 2013Q1 - 2023Q2. Penelitian ini menggunakan model analisis Vektor Error Correction Model. Hasil analisis ini menunjukkan bahwa dalam jangka panjang semua variabel memiliki hubungan jangka panjang dan tejadi kointegrasi. Sedangkan Respon yang di berikan variabel SBK BI yang terjadi akibat guncangan dari variabel lain bervariasi, khususnya pada awal periode. Sedangkan pada periode berikutnya hingga akhir periode respon variabel SBK BI terhadap guncangan variabel lainnya ialah stabil. Hasil uji kausalitas Granger variabel yang menunjukan kausalitas satu arah antara lain hubungan variabel Kurs dengan SBK BI, SBK BI dengan JIBOR, Inflasi dengan SBK BI, Kurs dengan FFR, FDI dengan FFR, JIBOR dengan Kurs, Kurs dengan Inflas dan Inflasi dengan JIBOR. | |||||||||
| Uncontrolled Keywords: | BI Policy Interest Rate, Federal Funds Rate, Exchange Rate, Foreign Direct Investment, Jakarta Interbank Offered Rate, Inflation and VECM Suku Bunga Kebijakan BI, Federal Funds Rate, Kurs, Foreign Direct Investment, Jakarta Interbank Offered Rate, Inflasi dan VECM | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HC Economic History and Conditions H Social Sciences > HN Social history and conditions. Social problems. Social reform |
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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: | Rizki Septiansah | |||||||||
| Date Deposited: | 18 Sep 2024 13:22 | |||||||||
| Last Modified: | 18 Sep 2024 13:22 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/42229 |
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