Rohmah, Siti (2024) PENGARUH VARIABEL MONETER TERHADAP INFLASI DI INDONESIA SEJAK PENERAPAN INFLATION TARGETING FRAMEWORK (ITF). Other thesis, UPN Veteran Yogyajarta.
![[thumbnail of ABSTRAK_SITI ROHMAH_143200038.pdf]](http://eprints.upnyk.ac.id/style/images/fileicons/text.png) |
Text
ABSTRAK_SITI ROHMAH_143200038.pdf Download (1MB) |
|
Text
COVER_SITI ROHMAH_143200038.pdf Download (1MB) |
|
Text
COVER_SITI ROHMAH_143200038.pdf Download (1MB) |
|
Text
DAFTAR ISI_SITI ROHMAH_143200038.pdf Download (1MB) |
|
Text
DAFTAR PUSTAKA_SITI ROHMAH_143200038.pdf Download (1MB) |
|
Text
PENGESAHAN_SITI ROHMAH_143200038.pdf Download (1MB) |
|
Text
SKRIPSI_SITI ROHMAH_143200038.pdf Restricted to Repository staff only Download (1MB) |
Abstract
viii
INTISARI
Inflasi merupakan fenomena moneter dalam suatu negara dimana
ketidakstabilan inflasi cenderung menimbulkan dampak negatif terhadap kondisi
sosial ekonomi masyarakat. Bank Indonesia menerapkan Inflation Targeting
Framework sebagai kerangka kebijakan moneter dalam rangka mencapai inflasi
yang rendah dan stabil dengan menetapkan BI rate sebagai sasaran operasional.
Penelitian ini bertujuan untuk menganalisis pengaruh variabel moneter, yaitu BI
rate, nilai tukar, dan jumlah uang beredar terhadap inflasi di Indonesia sejak
penerapan Inflation Targeting Framework (ITF). Data penelitian ini berupa data
time series bulanan dari Juli 2005-Agustus 2023 yang bersumber dari Bank
Indonesia (BI), Badan Pusat Satistik (BPS), Statistik Ekonomi dan Keuangan
Indonesia (SEKI), dan International Financial Statistic (IFS). Metode yang
digunakan dalam penelitian adalah Vector Error Correction Model (VECM). Hasil
penelitian ini menunjukkan bahwa dalam jangka panjang hanya variabel BI rate
yang berpengaruh signifikan dan negatif terhadap inflasi di Indonesia. Dalam
jangka pendek, variabel BI rate dan nilai tukar berpengaruh positif dan signifikan
terhadap inflasi di Indonesia, sedangkan variabel jumlah uang beredar tidak
berpengaruh signifikan terhadap inflasi di Indonesia. BI rate sebagai sasaran
operasional kebijakan moneter ITF mampu mendominasi dalam pembentukan
inflasi di Indonesia, selain variabel inflasi itu sendiri.
Kata kunci: Inflation Targeting Framework, Inflasi, BI Rate, Nilai Tukar, Jumlah
Uang Beredar, VECM
ix
ABSTRACT
Inflation is a monetary phenomenon in a country where inflation instability
tends to have a negative impact on the socio-economic conditions of the community.
Bank Indonesia implements the Inflation Targeting Framework as a monetary
policy framework in order to achieve low and stable inflation by setting the BI rate
as an operational target. This study aims to analyze the effect of monetary
variables, namely BI rate, exchange rate, and money supply on inflation in
Indonesia since the implementation of Inflation Targeting Framework (ITF). The
data of this study is in the form of monthly time series data from July 2005-August
2023 sourced from Bank Indonesia (BI), Central Bureau of Statistics (BPS),
Indonesian Economic and Financial Statistics (SEKI), and International Financial
Statistic (IFS). The method used in the research is Vector Error Correction Model
(VECM). The results of this study indicate that in the long run only the BI rate
variable has a significant and negative effect on inflation in Indonesia. In the short
term, the BI rate and exchange rate variables have a positive and significant effect
on inflation in Indonesia, while the money supply variable has no significant effect
on inflation in Indonesia. BI rate as an operational target of ITF monetary policy
is able to dominate in the formation of inflation in Indonesia, in addition to the
inflation variable itself.
Keywords: Inflation Targeting Framework, Inflation, BI Rate, Exchange Rate,
Money Supply, VECM
| Item Type: | Thesis (Other) |
|---|---|
| Uncontrolled Keywords: | Inflation Targeting Framework, Inflation, BI Rate, Exchange Rate, Money Supply, VECM |
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Law, Arts and Social Sciences > School of Management |
| Depositing User: | Eko Yuli |
| Date Deposited: | 06 May 2024 04:22 |
| Last Modified: | 06 May 2024 04:22 |
| URI: | http://eprints.upnyk.ac.id/id/eprint/39396 |
Actions (login required)
 |
View Item |