Lubab, Muhammad Taqi Nabilul (2024) ANALISIS MEKANISME TRANSMISI KEBIJAKAN MONETER SALURAN HARGA ASET TERHADAP PERTUMBUHAN EKONOMI DI INDONESIA (2010.I – 2022.IV). Other thesis, UPN Veteran Yogyajarta.
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Abstract
v
INTISARI
Penelitian ini bertujuan untuk mengetahui efektifitas mekanisme transmisi
kebijakan moneter saluran harga aset di Indonesia tahun 2010-2022. Saluran harga
aset dalam penelitian ini terbagi menjadi 3 (tiga) sub transmisi. Yaitu, subtransmisi
harga saham, subtransmisi efek kekayaan, dan subtransmisi nilai tukar. Variabel
yang digunakan pada penelitian ini yakni Suku Bunga BI (RBI), Indeks Harga
Saham Gabungan (IHSG), Indeks Harga Properti Residensial (IHPR), nilai tukar
USD/ IDR (KURS), Pertumbuhan Pembentukan Modal Tetap Bruto (PPMTB),
Pertumbuhan Pengeluran Konsumsi Rumah Tangga (PPKRT), ekspor bersih
(PNE), dan Pertumbuhan Ekonomi (PE). Pendekatan yang digunakan adalah
kuantitatif dengan analisis Vector Error Correction Model (VECM). Hasil yang
didapat adalah mekanisme transmisi kebijakan moneter saluran harga aset
subtransmisi harga saham, mekanisme transmisi kebijakan moneter saluran harga
aset subtransmisi efek kekayaan, dan mekanisme transmisi kebijakan moneter
saluran harga aset subtransmisi nilai tukar tidak efektif dalam mentransmisikan
kebijakan moneter terhadap pertumbuhan ekonomi di Indonesia.
Kata Kunci: Kebijakaan Moneter, Saluran Harga Aset, Pertumbuhan Ekonomi
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ABSTRACT
This research aims to determine the effectiveness of the asset price channel
monetary policy transmission mechanism in Indonesia in 2010-2022. The asset
price channel in this research is divided into 3 (three) sub-transmissions. Among
other things, stock price subtransmission, wealth effects subtransmission, and
exchange rate subtransmission. The variables used in this research are BI Interest
Rate (RBI), Composite Stock Price Index (IHSG), Residential Property Price Index
(IHPR), USD/IDR exchange rate (KURS), Gross Fixed Capital Formation Growth
(PPMTB), Expenditure Growth Household Consumption (PPKRT), net exports
(PNE), and Economic Growth (PE). The approach used is quantitative with Vector
Error Correction Model (VECM) analysis. The results obtained are that the
monetary policy transmission mechanism through the asset price sub-transmission
of stock prices, the monetary policy transmission mechanism through the asset
price sub-transmission channel for wealth effects, and the monetary policy
transmission mechanism through the asset price sub-transmission exchange rate
channel are not effective in transmitting monetary policy towards economic growth
in Indonesia.
Keywords: Monetary Policy, Asset Price Channel, Economic Growth
| Item Type: | Thesis (Other) |
|---|---|
| Uncontrolled Keywords: | onetary Policy, Asset Price Channel, Economic Growth |
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Law, Arts and Social Sciences > School of Management |
| Depositing User: | Eko Yuli |
| Date Deposited: | 10 Jan 2024 06:59 |
| Last Modified: | 10 Jan 2024 06:59 |
| URI: | http://eprints.upnyk.ac.id/id/eprint/38624 |
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