| dc.contributor.advisor | BASUKI, AGUS TRI | |
| dc.contributor.author | TUSINAH, TUSINAH | |
| dc.date.accessioned | 2017-02-22T04:23:02Z | |
| dc.date.available | 2017-02-22T04:23:02Z | |
| dc.date.issued | 2017-01-20 | |
| dc.identifier.uri | http://repository.umy.ac.id/handle/123456789/9361 | |
| dc.description | Penelitian ini bertujuan untuk menganalisis pengaruh JUB, kurs, BI Rate, dan
PDB terhadap inflasi di Indonesia.Variabel dependen yang digunakan adalah inflasi dan
variabel independen berupa JUB, kurs, BI Rate, dan PDB. Data yang digunakan dalam
penelitian ini adalah bulanan selama periode 2010:01-2016:06 yang bersumber dari BI
dan BPS. Alat estimasi yang digunakan dalam penelitian ini adalah Vector Error
Correction Model (VECM) menggunakan Eviews 7.2.
Hasil estimasi menunjukkan bahwa dalam jangka pendek variabel inflasi itu
sendiri, JUB, dan BI Rate berpengaruh signifikan terhadap inflasi di Indonesia.
Sedangkan, variabel kurs dan PDB tidak berpengaruh signifikan terhadap inflasi. Dalam
jangka panjang, hasil estimasi menunjukkan bahwa variabel kurs dan PDB berpengaruh
signifikan terhadap inflasi. Sedangkan, variabel JUB dan BI Rate tidak berpengaruh
signifikan terhadap inflasi. Hasil estimasi VECM dalam penelitian ini juga menghasilkan
analisis penting, yaitu IRF (Impulse Response Function) dan VDC (Variance
Decomposition). Hasil IRF dari penelitian ini menyatakan bahwa JUB dan Kurs
memberikan respon positif terhadap inflasi sedangkan BI Rate dan PDB memberikan
respon yang negatif terhadap inflasi. Berdasarkan hasil VDC, inflasi memberikan
kontribusi terbesar terhadap pembentukan inflasi itu sendiri. | en_US |
| dc.description.abstract | This research aims to analyze of growth money, kurs, BI rate, and GDP to
inflation in Indonesia. The dependent variable used is inflation with independent variable
is JUB, kurs, BI rate, and GDP. The date used in this research is a monthly for the period
2010:01-2016:06 from BI and BPS. The estimation tool used in this research is Vector
Error Correction Model (VECM) using the help of Eviews 7.2.
Estimation results show that in the short term the variable inflation itself, JUB
and BI rate give significantly effect to inflation in Indonesia. While, variable kurs and
GDP have no significantly effect to inflation. In the long term, the results of the
estimation shows that the variable kurs and GDP give significantly effect to inflation.
While, Variable JUB and BI rate have no significantly effect to inflation. Estimation
results in this search also generates important analysis, it is IRF (Impulse Response
Function) and VDC (Variance Decomposotion). The results of IRF from this research
show if JUB and kurs give positive response to inflation. While, BI Rate and PDB give
negative response to inflation.Based on the results of VDC, inflation give big contribution
to the formation of inflation itself. | en_US |
| dc.publisher | FE UMY | en_US |
| dc.subject | Inflation, Growth Money, Kurs, BI rate, GDP, IRF, VDC, and VECM. This research aims to analyze of growth money, kurs, BI rate, and GDP to inflation in Indonesia. The dependent variable used is inflation with independent variable is JUB, kurs, BI rate, and GDP. The date used in this research is a monthly for the period 2010:01-2016:06 from BI and BPS. The estimation tool used in this research is Vector Error Correction Model (VECM) using the help of Eviews 7.2. Estimation results show that in the short term the variable inflation itself, JUB and BI rate give significantly effect to inflation in Indonesia. While, variable kurs and GDP have no significantly effect to inflation. In the long term, the results of the estimation shows that the variable kurs and GDP give significantly effect to inflation. While, Variable JUB and BI rate have no significantly effect to inflation. Estimation results in this search also generates important analysis, it is IRF (Impulse Response Function) and VDC (Variance Decomposotion). The results of IRF from this research show if JUB and kurs give positive response to inflation. While, BI Rate and PDB give negative response to inflation.Based on the results of VDC, inflation give big contribution to the formation of inflation itself. | en_US |
| dc.title | ANALISIS DETERMINAN INFLASI DI INDONESIA PERIODE 2010:01-2016:06 PENDEKATAN VECTOR ERROR CORRECTION MODEL (VECM) | en_US |
| dc.type | Thesis
SKR
10 | en_US |
