DETERMINAN INFLASI DI INDONESIA (PENDEKATAN VECTOR ERROR CORECCTION MODEL)

Fitriani, Nabilah (2023) DETERMINAN INFLASI DI INDONESIA (PENDEKATAN VECTOR ERROR CORECCTION MODEL). S1 thesis, Universitas Jambi.

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Abstract

ABSTRAK Tujuan dari penelitian ini adalah menganalisis perkembangan inflasi, jumlah uang beredar, suku bunga, nilai tukar, produk domestik bruto di Indonesia periode triwulan I 2010 - triwulan IV 2019 dan juga bertujuan untuk menganalisis pengaruh dari jumlah uang beredar, suku bunga, nilai tukar, dan produk domestik bruto terhadap fluktuasi inflasi di Indonesia periode triwulan I 2010 - triwulan IV 2019. Metode yang digunakan untuk menganalisis penelitian ini adalah analisis deskriptif dan analisis kuantitatif. Penelitian ini menggunakan alat analisis regresi berupa Vector Error Correction Model (VECM). Berdasarkan hasil penelitian inflasi mengalami fluktuasi setiap periode dan cenderung tetapi cenderung menurun pada akhir periode penelitian, jumlah uang beredar berfluktuasi dan cenderung meningkat, nilai tukar rupiah mengalami fluktuasi dan cenderung terjadi peningkatan atau dikatakan terdepresiasi dan begitu juga PDB yang juga berfluktuasi dan cenderung meningkat. Berdasarkan dari hasil regresi dengan menggunakan model VECM didapatkan hasil dalam jangka pendek yaitu JUB pada lag pertama, nilai tukar pada lag pertama dan kedua serta PDB berpengaruh signifikan terhadap inflasi dan dalam jangka panjang jumlah uang beredar, suku bunga, nilai tukar berpengaruh signifikan terhadap inflasi sedangkan PDB tidak berpengaruh signifikan terhadap inflasi. Kata kunci: Inflasi, Jumlah uang beredar (JUB), Suku bunga, Nilai tukar (kurs), Produk domestik bruto (PDB), Vector error correction model (VECM). ABSTRACT The purpose of this study is to analyze the development of inflation, money supply, interest rates, exchange rates, gross domestic product in Indonesia for the period of the first quarter of 2010 - the fourth quarter of 2019 and also aims to analyze the effect of the money supply, interest rates, exchange rates, and gross domestic product on fluctuations in inflation in Indonesia for the period of the first quarter of 2010 - the fourth quarter of 2019. The methods used to analyze this research are descriptive analysis and quantitative analysis. This study used a regression analysis tool in the form of a Vector Error Correction Model (VECM). Based on the results of the study, inflation fluctuates every period and tends to but tends to decrease at the end of the study period, the money supply fluctuates and tends to increase, the rupiah exchange rate fluctuates and tends to increase or is said to depreciate and so does GDP which also fluctuates and tends to increase. Based on the regression results using the VECM model, results were obtained in the short term, namely JUB in the first and second lags, and GDP had a significant effect on inflation and in the long run the money supply, interest rates, exchange rates had a significant effect on inflation while GDP did not have a significant effect on inflation. Keywords: Inflation, Money supply (JUB), Interest rate, Exchange rate (exchange rate), Gross domestic product (GDP), Vector error correction model (VECM).

Type: Thesis (S1)
Uncontrolled Keywords: Inflasi, Jumlah uang beredar (JUB), Suku bunga, Nilai tukar (kurs), Produk domestik bruto (PDB), Vector error correction model (VECM).
Subjects: L Education > L Education (General)
Divisions: Fakultas Ekonomi dan Bisnis > Ekonomi Pembangunan
Depositing User: Fitriani
Date Deposited: 19 Jan 2024 03:17
Last Modified: 19 Jan 2024 03:17
URI: https://repository.unja.ac.id/id/eprint/60922

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