RATNAWATI, RATNAWATI (2024) ANALISIS SHOCK INFLASI, EKSPOR, UTANG LUAR NEGERI DAN REMITENSI TERHADAP NILAI TUKAR RUPIAH. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
This study was conducted to see how the exchange rate responds to shocks in inflation, exports, foreign debt, and remittances. And to find out how much inflation, exports, foreign debt, and remittances contribute to the exchange rate. The date used in this study are secondary data covering the period form 2013 to 2023. The analiysis method used is Vector Error Correction Model (VECM). The results of the impluse response function (IRF) test show that the response of inflation shocks to the exchange rate is negative, while the response of export shocks, foreign debt,and remittances to the exchange rate is positive. From teh results of teh variance decomposition (VD) test, the variable that has the most influence on teh exchange rate is remittances at 19%, followed by inflation at 9,2%, exports at 3,6% and foreign debt at 0,3%.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini dilakukan untuk melihat bagaimana respon nilai tukar dengan adanya shock pada inflasi, ekspor, utang luar negeri, dan remitensi. Serta untuk mengetahui seberapa besar kontribusi inflasi, ekspor, utang luar negeri, dan remitensi terhadap nilai tukar. Data yang digunakan dalam penelitian ini adalah data sekunder yang mencakup periode dari tahun 2013 hingga 2023. Metode analisis yang digunakan adalah Vector Error Correction Model (VECM). Hasil daripenelitian uji Impluse Respon Function (IRF) menunjukan bahwa respon shock inflasi terhadap nilai tukar yaitu negatif, sedangkan respon shock ekspor, utang luar negeri, dan remitensi terhadap nilai tukar yaitu positif. Dari hasil uji Variance Decomposition (VD) variabel yang paling berpengaruh terhadap nilai tukar adalahremitensi sebesar 19%, selanjutnya diikuti oleh inflasi sebesar 9,2%, ekspor sebesar 3,6%, dan utang luar negeri sebesar 0,3%. | |||||||||
| Uncontrolled Keywords: | Exchange Rate, Inflation, Exports, Forigen debt, Remittances, VECM Nilai Tukar, Inflasi, Ekspor, Utang Luar Negeri, Remitensi, VECM | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan |
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| Depositing User: | RATNAWATI Ratnawati | |||||||||
| Date Deposited: | 20 Feb 2025 04:19 | |||||||||
| Last Modified: | 20 Feb 2025 04:19 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/46166 |
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