Digital Library: No conditions. Results ordered -Date Deposited. 2024-03-29T12:51:42ZEPrintshttp://digilib.unila.ac.id/images/sitelogo.pnghttp://digilib.unila.ac.id/2016-01-08T09:18:21Z2016-01-08T09:18:21Zhttp://digilib.unila.ac.id/id/eprint/16772This item is in the repository with the URL: http://digilib.unila.ac.id/id/eprint/167722016-01-08T09:18:21ZANALISIS PENGARUH KEBIJAKAN MONETER TERHADAP PERTUMBUHAN OUTPUT, DAN INFLASI DI INDONESIA
PERIODE 2005:07-2009:12
ABSTRAK
Penelitian ini bertujuan untuk mengetahui pengaruh BI rate sebagai variabel kebijakan moneter di Indonesia terhadap pertumbuhan output dan inflasi di Indonesia selama periode penerapan kerangka penetapan sasaran inflasi (inflation targeting framework, ITF) atau selama periode 2005:07-2009:12.
Penelitian ini dilaksanakan dengan menggunakan metode DVAR (Differenced Vector Autoregressive). Hasil impulse response menunjukkan bahwa perubahan persentase suku bunga deposito, perubahan persentase jumlah uang beredar, perubahan persentase pertumbuhan output, dan perubahan persentase inflasi memberikan respon yang fluktuatif terhadap kejutan perubahan BI rate dalam jangka pendek. Dalam jangka panjang, pengaruh kejutan dari perubahan BI rate tidak bersifat permanen terhadap semua variabel analisis tersebut. Sedangkan dari hasil varians decompotion menunjukkan bahwa BI rate lebih besar pengaruhnya dalam mempengaruhi inflasi dibandingkan untuk menaikkan pertumbuhan output.
Kata Kunci: Kebijakan Moneter, DVAR, BI rate, Pertumbuhan Output, Inflasi.
Ari Setyawan 06110210312015-04-13T05:00:32Z2015-09-14T03:42:00Zhttp://digilib.unila.ac.id/id/eprint/8155This item is in the repository with the URL: http://digilib.unila.ac.id/id/eprint/81552015-04-13T05:00:32ZANALYSIS OF MONETARY POLICY EFFECT ON OUTPUT GROWTH
AND INFLATION IN INDONESIA
PERIOD 2005:07-2009:12This research aims to determine the influence of the BI rate as a monetary policy
variable in Indonesia against growth of output and inflation in Indonesia during
the period of application of the inflation targeting framework (inflation targeting
framework , ITF)or over the 2005:07-2009:12 period.
This research was accomplished by using DVAR (Differenced Vector
Autoregressive). Impulse response results show that the percentage changes in
deposit rates, the percentage change in the money supply, the percentage change
in output growth, and the percentage change in inflation gives a fluctuating
response to changes in the BI rate shocks in the short term. In the long term, the
effect of changes in the BI rate shock is not permanent for all variables analysis.
While the results of variance showed that the BI rate decompotion greater
influence in affecting inflation than to raise the output growth.
Keywords: Monetary Policy, DVAR, the BI rate, Output Growth, Inflation.Ari Setyawan 0611021031