@misc{eprints60674,
           title = {PERGERAKAN BBM DAN KONDISI MAKROEKONOMI

TERHADAP INFLASI 2005-2020},
          author = {1611021051 RIDIA MAHARANI},
         address = {UNIVERSITAS LAMPUNG},
       publisher = {FAKULTAS EKONOMI DAN BISNIS},
            year = {2021},
             url = {http://digilib.unila.ac.id/60674/},
        abstract = {This study aims to determine the inflation response due to the shock of the
variables of Diesel Oil, Premium Gasoline, Exchange Rate, BI Rate, and
Output Gap in Indonesia. The data used in this research is secondary data
in the form of time series starting from 2005:Q1- 2020:Q4. The method
analysis used is Vector Autoregression (VAR) using the program of
eviews 9. The variables used in this study are the price of diesel oil,
premium gasoline, exchange rate, BI rate, and output gap. The results of
this study indicate that based on the impulse response function test,
inflation responds positively to the premium gasoline, BI rate, exchange
rate and responds negatively to the output gap and exchange rate.
Meanwhile, through the vector error correction models test, in the long
term, inflation is positively and significantly affected by the diesel
variable, the exchange rate, and the output gap, and in the short term, it
shows that inflation is positively influenced by diesel, the exchange rate,
and the BI rate. Based on the results of the causality test conducted at lag 1
to lag 4, it shows that there is a one-way causality from premium to
inflation, exchange rate to inflation, output gap to inflation. and there is a
two-way causality, namely the BI rate to inflation and inflation to the BI
rate.
Keywords : Vector Error Corection Models (VECM), Diesel Oil,
Premium Gasoline, Exchange Rate, BI Rate, Output Gap,
Vector Autoregression (VAR)
Penelitian ini memiliki tujuan untuk mengetahui respon inflasi akibat
adanya shock dari variabel Minyak Solar, Bensin Premium, Kurs, BI Rate,
dan Output Gap di Indonesia. Data yang digunakan merupakan data
sekunder berbentuk time series yang dimulai dari 2005:Q1- 2020:Q4.
Metode analisis yang digunakan adalah Vector Autoregression (VAR)
dengan menggunakan bantuan eviews 9. Variabel yang digunakan dalam
penelitian ini adalah harga minyak solar, bensin premium, kurs, BI rate,
dan output gap. Hasil penelitian ini menunjukkan bahwa berdasarkan uji
impulse respon function, inflasi merespon positif bensin premium, BI rate,
dan kurs dan merespon negatif output gap dan kurs. Sedangkan melalui
uji vector error corection models pada jangka panjang inflasi dipengaruhi
secara positif dan signifikan oleh variabel solar, kurs, dan output gap dan
pendek jangka pendek menunjukkan bahwa inflasi dipengaruhi secara
positif oleh solar, kurs, BI rate. Berdasarkan hasil uji kausalitas yang
dilakukan pada lag 1 sampai lag 4 menunjukkan bahwa terdapat kausalitas
satu arah dari variabel premium ke inflasi, kurs ke inflasi, output gap ke
inflasi. dan terdapat kausalitas dua arah yakni BI rate ke inflasi dan inflasi
ke BI rate.
Kata kunci : Vector Error Corection Models (VECM), Minyak Solar,
Bensin Premium, Kurs, BI Rate, Output Gap, Vector
Autoregression (VAR)}
}