| dc.contributor.advisor | IMAMUDIN YULIADI | |
| dc.contributor.advisor | MASYUDI MUQOROBIN | |
| dc.contributor.author | GUMILAR, SATRIADJIE SARWO | |
| dc.date.accessioned | 2016-10-31T02:04:02Z | |
| dc.date.available | 2016-10-31T02:04:02Z | |
| dc.date.issued | 2016-08-29 | |
| dc.identifier.uri | http://repository.umy.ac.id/handle/123456789/5586 | |
| dc.description | This undergraduate thesis aims to identify the Correlation between the exchange rate and trade balance performance in selected ASEAN-5 countries from 2005 to 2015. It is including the exports, imports, and nominal exchange rate data from each country. This study uses Unit Root Tests, Cointegration techniques, Engle-Granger test, Vector Autoregression (VAR) and Vector Error Correction Model (VECM), impulse-response, and variance decomposition analysis. The findings of this research are: (i) The exports and imports are co-integrated in all selected ASEAN-5 countries. Thus, it implies that all the countries are not in violation in their international budget constrains, and that trade imbalances are short-term phenomena which is sustain in the Long-term. (ii) in impulse-response and variance decomposition analysis, it is indicates that the trade balance variables are not really influence the exchange rate volatility in most of the selected countries. | en_US |
| dc.description.abstract | This undergraduate thesis aims to identify the Correlation between the exchange rate and trade balance performance in selected ASEAN-5 countries from 2005 to 2015. It is including the exports, imports, and nominal exchange rate data from each country. This study uses Unit Root Tests, Cointegration techniques, Engle-Granger test, Vector Autoregression (VAR) and Vector Error Correction Model (VECM), impulse-response, and variance decomposition analysis. The findings of this research are: (i) The exports and imports are co-integrated in all selected ASEAN-5 countries. Thus, it implies that all the countries are not in violation in their international budget constrains, and that trade imbalances are short-term phenomena which is sustain in the Long-term. (ii) in impulse-response and variance decomposition analysis, it is indicates that the trade balance variables are not really influence the exchange rate volatility in most of the selected countries. | en_US |
| dc.publisher | FE UMY | en_US |
| dc.subject | Co-integration, exports, imports, trade balance, exchange rate, VAR/VECM. | en_US |
| dc.title | ANALYSIS OF THE INTERACTION OF EXCHANGE RATE FLUCTUATIONS TOWARDS EXPORTS AND IMPORTS PERFORMANCE IN ASEAN-5 COUNTRIES | en_US |
| dc.type | Thesis
SKR
FE
485 | en_US |
