?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=MODEL+HUBUNGAN+KAUSAL+DENGAN+PENDEKATAN%0D%0AVECTOR+ERROR+CORRECTION+MODEL+(VECMX)&rft.creator=SUYITNO%2C+1317031083&rft.subject=+&rft.subject=QA+Mathematics&rft.description=ABSTRACT%0D%0A%0D%0AVector+Error+Correction+Model+(VECMX)+is+the+model+which+can+be+used+for+data+series+which+are+nonstationary+but+have+cointegration+relationship+where+in+this+model+including+stationary+exogenous+variable+as+additional+regressors.+The+model+VECMX+can+be+used+to+see+the+relationship+among+the+endogenous+variable+by+Granger+causality+analysis+and+also+be+used+to+see+response+of+endogenous+variable+regarding+the+shock+by+another+variable+through+the+graph+of+Impulse+Response+Function+(IRF).+In+this+study+the+inflation%2C+exchange+rate+and+interest+rate+as+the+endogenous+variable+and+sum+of+money+supply+(M1)+and+world+oil+price+as+exogenous+variable+who+be+included+outside+of+the+cointegrating+system.+The+aims+of+this+study+are+to+determine+the+relationship+among+the+endogenous+variable+and+to+evaluate+the+response+of+endogenous+variable+if+there+is+shock+in+another+variable+in+the+VECMX+model.+The+model+parameters+are+estimated+by+Maximum+Likelihood+Estimation+(MLE)+and+the+result+shows+that+the+VECMX(2%2C0)+is+the+best+model.+Based+on+the+causality+Granger+analysis+there+exist+relationship+among+the+exchange+rate+and+inflation%2C+then+the+inflation+with+the+interest+rate+and+vice+versa.+The+graph+of+the+Impulse+Response+Function+(IRF)+shows+that+the+exchange+rate+always+give+the+positive+response+and+the+inflation+has+negative+response+regarding+the+shock+by+another+variable.%0D%0AKey+words+%3A+Cointegration%2C+Vector+Error+Correction+Model+(VECMX)%2C+Granger+Causality%2C+Impulse+Response+Function+(IRF)%0D%0A%0D%0AABSTRAK%0D%0A%0D%0AVector+Error+Correction+Model+(VECMX)+adalah+model+yang+dapat+digunakan+untuk+data+time+series+yang+tidak+stasioner+namun+mempunyai+hubungan+kointegrasi+dimana+pada+model+tersebut+dimasukkan+variabel+eksogen+yang+stasioner+sebagai+regresor+tambahan.+Model+VECMX+dapat+digunakan+untuk+melihat+hubungan+antar+variabel+endogen+melalui+analisis+kausalitas+Granger+dan+dapat+melihat+respon+dari+variabel+endogen+terhadap+shock+dari+variabel+lain+melalui+grafik+impulse+response+function+(IRF).+Didalam+penelitian+ini+variabel+inflasi%2C+kurs%2C+dan+suku+bunga+sebagai+variabel+endogen+dan+variabel+harga+minyak+mentah+dunia+serta+jumlah+uang+beredar+sebagai+variabel+eksogen+dari+luar+sistem+kointergasi.+Penelitian+ini+bertujuan+untuk+melihat+hubungan+antar+variabel+endogen+serta+untuk+mengetahui+respon+dari+variabel+endogen+terhadap+shock+dari+variabel+lain+didalam+model+VECMX.+Parameter+model+diestimasi+menggunakan+Maksimum+Likelihood+Estimation+(MLE)+dan+hasil+menunjukkan+bahwa+VECMX(2%2C0)+adalah+model+terbaik.+Dari+analisis+kausalitas+Granger+terdapat+hubungan+kurs+dengan+variabel+inflasi+dan+variabel+inflasi+dengan+variabel+suku+bunga+dan+sebaliknya.+Serta+dari+analisis+Impulse+Response+Function+(IRF)+memperlihatkan+variabel+kurs+selalu+merespon+positif+dan+variabel+inflasi+selalu+memberi+respon+negatif+terhadap+shock+dari+variabel+yang+lain.%0D%0AKata+Kunci+%3A+Kointegrasi%2C+Vector+Error+Correction+Model+(VECMX)%2C+Kausalitas+Granger%2C+Impulse+Response+Function+(IRF)&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2017-07-11&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F27568%2F1%2FABSTRAK%2520%2528INGGRIS%2520%2526%2520INDONESIA%2529.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F27568%2F2%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F27568%2F3%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++SUYITNO%2C+1317031083++(2017)+MODEL+HUBUNGAN+KAUSAL+DENGAN+PENDEKATAN+VECTOR+ERROR+CORRECTION+MODEL+(VECMX).++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F27568%2F