SIRINGO RINGO, RICHARDO (2024) MENGUKUR RESPON INFLASI AKIBAT SHOCK JUMLAH UANG BEREDAR (M2) DI INDONESIA. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
The purpose of this study is to determine how inflation responds to shocks caused by money supply, bi rate and exchange rate in Indonesia during January 2010 - December 2023. Data sourced from Economic and Financial Statistics and Central Bureau of Statistics in Indonesia. This study uses the Vector Error Correction Model (VECM) data analysis method. Before the data is processed, data stationarity unit of root test, optimum lag determination, var stability, impulse response function and variance decomposition are tested. The results of this study indicate that the response of inflation due to shock jub (M2) and all other variables) there is a long-term relationship and significant in influencing inflation in Indonesia.
Item Type: | Thesis (S1) | |||||||||
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Additional Information: | Tujuan dari penelitian ini adalah untuk mengetahui bagaimana respon inflasi yang diakibatkan oleh shock yang disebabkan dari jumlah uang beredar, bi rate dan nilai tukar di Indonesia selama Januari tahun 2010 – Desember 2023. Data yang bersumber dari Statistik Ekonomi dan Keuangan dan Badan Pusat Statistik di Indonesia. Penelitian ini menggunakan metode analisis data Vector Error Correcction Model (VECM). Sebelum data diolah dilakukan pengujian uji stationeritas data unit of root test, penentuan lag optimum, stabilitas var , impulse response function dan varian decomposition. Hasil dari penelitian ini menunjukkan bahwa respon inflasi akibat shock jub (M2) dan seluruh variabel lainnya terdapat hubungan jangka panjang dan signifikan dalam mempengaruhi inflasi di Indonesia. | |||||||||
Uncontrolled Keywords: | Inflation, Money Supply (M2), BI Rate, Exchange Rate, VECM Inflasi, JUB (M2), BI Rate, Nilai Tukar, VECM | |||||||||
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: | Richardo Siringo Ringo | |||||||||
Date Deposited: | 07 Nov 2024 14:12 | |||||||||
Last Modified: | 07 Nov 2024 14:20 | |||||||||
URI: | http://eprints.untirta.ac.id/id/eprint/43616 |
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