KAUSALITAS INSTRUMEN KEBIJAKAN MONETER DAN STABILITAS PEREKONOMIAN DI INDONESIA (2013.03-2022-.12)

Muttaqien, Reza Ainul (2024) KAUSALITAS INSTRUMEN KEBIJAKAN MONETER DAN STABILITAS PEREKONOMIAN DI INDONESIA (2013.03-2022-.12). Other thesis, UPN Veteran Yogyakarta.

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Abstract

x
INTISARI
Tujuan penelitian ini adalah untuk mengetahui hubungan sebab akibat antara
kebijakan moneter (suku bunga dan jumlah uang beredar) dan stabilitas eknomi di
Indonesia ( PDB dan Inflasi). Data yang digunakan dalam penelitian ini adalah data
sekunder berupa deret waktu setiap kuartal dari periode tahun 2013-2022 di
Indonesia. Metode kausalitas Granger digunakan untuk mengetahui hubungan
sebab akibat antarvariabel dan dilanjutkan dengan metode VECM untuk
mengetahui response antarvariabel dalam jangka pendek serta dalam jangka
panjang. Hasil analasis menunjukkan, bahwa terdapat hubungan kausalitas satu
arah antara PDB dan jumlah uang beredar serta inflasi daan suku bunga. Dalam
jangka panjang, jumlah uang beredar memiliki pengaruh terhadap PDB. Hasil
penelitian juga menunjukkan adanya hubungan jangka pendek antara variabel
kebijakan moneter dan stabilitas ekonomi.
Kata Kunci : PDB, VECM, Stabilitas Ekonomi.
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ABSTRACT
The purpose of this research is to determine the causal relationship between
monetary policy (interest rates and money supply) and economic stability in
Indonesia (GDP and Inflation). The data used in this research is secondary data
in the form of time series for each quarter from the 2013 to 2022 period in
Indonesia. The Granger causality method is used to determine the causal
relationship between variables and followed by VECM analysis to determine the
response between variables in the short term and long term. The analysis results
show that there is a one-way causal relationship between GDP and the money
supply as well as inflation and interest rates. In the long term, the money supply
has an influence on GDP. The research results also show that there is a short-term
relationship between monetary policy variables and economic stability.
Keywords: GDP, VECM, Economic Stability

Item Type:	Thesis (Other)
Uncontrolled Keywords:	GDP, VECM, Economic Stability
Subjects:	H Social Sciences > HB Economic Theory
Divisions:	Faculty of Law, Arts and Social Sciences > School of Management
Depositing User:	Eko Yuli
Date Deposited:	08 Jul 2024 04:01
Last Modified:	08 Jul 2024 04:01
URI:	http://eprints.upnyk.ac.id/id/eprint/40171

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