ANALISIS EARLY WARNING INDICATOR KRISIS NILAI TUKAR PADA PEREKONOMIAN INDONESIA

ANTO KURNIAWAN , 1211021011 (2016) ANALISIS EARLY WARNING INDICATOR KRISIS NILAI TUKAR PADA PEREKONOMIAN INDONESIA. FAKULTAS EKONOMI DAN BISNIS, UNIVERSITAS LAMPUNG.

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Abstrak

ABSTRAK Penelitian ini bertujuan untuk menganalisis pengaruh Early Warning Indicator yang berdasarkan pada sektor eksternal yaitu: Real Effective Exchange Rate, Pertumbuhan Ekspor dan Pertumbuhan Impor terhadap krisis nilai tukar di Indonesia. Dalam penetapan krisis nilai tukar, akan dilakukan perhitungan EMP (Exchange Market Pressure). Penelitian ini menggunakan data time series pada periode 2000;Q1-2015;4, menggunakan regresi berganda dengan metode Error Correction Model (ECM). Hasil dari penelitian ini menunjukkan Real Effective Exchange Rate berpengaruh negatif, variabel Pertumbuhan Ekspor berpengaruh negatif dan Pertumbuhan Impor berpengaruh positif terhadap krisis nilai tukar di Indonesia. Kata Kunci : Early Warning Indicator, Exchange Market Pressure, Error Correction Model, Real Effective Exchange Rate, Pertumbuhan Ekspor dan Pertumbuhan Impor. ABSTRACT The purposes of this study to analyze the influence of the Early Warning Indicator based on the external sector: Real Effective Exchange Rate, Growth Export and Growth Import of the currency crisis in Indonesia. In determining the currency crisis, will be calculated EMP (Exchange Market Pressure). This study used time series data for 2000:Q1-2015:Q4 period, using multiple regression with error correction model (ECM) method. The result of the study shows that the Real Effective Exchange Rate has negative effect, Growth Export has negatif effect and Growth Import has positive effect towards currency crisis in Indonesia. Keyword : Early Warning Indicator, Exchange Market Pressure, Error Correction Model, Real Effective Exchange Rate, Growth Export and Growth Import.

Tipe Karya Ilmiah: Skripsi
Subyek: H Ilmu Sosial = Social Sciences > HB Economic Theory
Program Studi: Fakultas Ekonomi dan Bisnis > Prodi Ekonomi Pembangunan
Depositing User: 3982044 . Digilib
Date Deposited: 21 Oct 2016 08:28
Last Modified: 21 Oct 2016 08:28
URI: http://digilib.unila.ac.id/id/eprint/24157

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