PERDABA PUTRA, FIQRI (2024) ANALISIS RESPONSE KESENJANGAN KREDIT TERHADAP SHOCK DARI KEBIJAKAN MONETER, STABILITAS POLITIK, DAN INFLASI. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
![[img]](https://eprints.untirta.ac.id/style/images/fileicons/text.png) |
Text
5553200096_FiqriPerdanaPutra_fulltext.pdf Restricted to Registered users only Download (811kB) |
|
Text
FiqriPerdanaPutra_5553200096_02.pdf Restricted to Registered users only Download (258kB) |
|
Text
FiqriPerdanaPutra_5553200096_03.pdf Restricted to Registered users only Download (249kB) |
|
Text
FiqriPerdanaPutra_5553200096_04.pdf Restricted to Registered users only Download (378kB) |
|
Text
FiqriPerdanaPutra_5553200096_05.pdf Restricted to Registered users only Download (143kB) |
|
Text
FiqriPerdanaPutra_5553200096_ref.pdf Restricted to Registered users only Download (128kB) |
|
Text
FiqriPerdanaPutra_5553200096_CP.pdf Restricted to Registered users only Download (11MB) |
|
Text
FiqriPerdanaPutra_5553200096_01.pdf Restricted to Registered users only Download (475kB) |
|
Text
5553200096_FiqriPerdanaPutra_lamp.pdf Restricted to Registered users only Download (252kB) |
Abstract
This study aims to analyze the impact of monetary policy, political stability, and inflation on the credit gap in Indonesia during the period 2011Q1 to 2023Q4. The credit gap is used as a proxy to measure financial stability, with independent variables including interest rates, exchange rates, political stability, and inflation. The study employs the Structural Vector Autoregression (SVAR) method to observe the credit gap's response to shocks from each variable. The results of the Impulse Response Function (IRF) show that interest rates and political stability have a negative impact on the credit gap, while the exchange rate exhibits a positive response. Inflation has a fluctuating impact, depending on economic conditions. Furthermore, the results of the Variance Decomposition (VD) reveal that political stability contributes the most to explaining credit gap variability, followed by the exchange rate, interest rates, and inflation. This research provides valuable insights for policymakers in formulating economic policies to maintain financial stability and prevent potential financial crises.
| Item Type: | Thesis (S1) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Contributors: |
|
|||||||||
| Additional Information: | Penelitian ini bertujuan untuk menganalisis dampak kebijakan moneter, stabilitas politik, dan inflasi terhadap kesenjangan kredit di Indonesia selama periode 2011Q1 hingga 2023Q4. Kesenjangan kredit digunakan sebagai proksi untuk mengukur stabilitas keuangan, dengan variabel independen berupa suku bunga, nilai tukar, stabilitas politik, dan inflasi. Penelitian ini menggunakan metode Structural Vector Autoregression (SVAR) untuk melihat respons kesenjangan kredit terhadap shock dari masing-masing variabel. Hasil dari Impulse Response Function (IRF) menunjukkan bahwa suku bunga dan stabilitas politik memiliki dampak negatif terhadap kesenjangan kredit, sementara nilai tukar memberikan respons positif. Inflasi memberikan dampak fluktuatif tergantung pada kondisi ekonomi. Selain itu, hasil Variance Decomposition (VD) mengungkapkan bahwa stabilitas politik memiliki kontribusi terbesar dalam menjelaskan variabilitas kesenjangan kredit, diikuti oleh nilai tukar, suku bunga, dan inflasi. Penelitian ini memberikan wawasan yang berguna bagi pembuat kebijakan dalam merumuskan kebijakan ekonomi untuk menjaga stabilitas keuangan dan mencegah potensi krisis keuangan. | |||||||||
| Uncontrolled Keywords: | Credit Gap, Monetary Policy, Political Stability, Inflation, SVAR. Kesenjangan Kredit, Kebijakan Moneter, Stabilitas politik, Inflasi, SVAR. | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan |
|||||||||
| Depositing User: | Fiqri Perdana Putra | |||||||||
| Date Deposited: | 19 Mar 2025 01:35 | |||||||||
| Last Modified: | 19 Mar 2025 01:35 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/47905 |
Actions (login required)
 |
View Item |