KONTRIBUSI DAN PENGARUH BI RATE TERHADAP INFLASI, KURS DAN JUMLAH UANG BEREDAR (PERIODE 2007:01-2014:06)

Denis Aris Wibowo, 1011021006 (2015) KONTRIBUSI DAN PENGARUH BI RATE TERHADAP INFLASI, KURS DAN JUMLAH UANG BEREDAR (PERIODE 2007:01-2014:06). FAKULTAS EKONOMI DAN BISNIS, UNIVERSITAS LAMPUNG.

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Abstrak (Berisi Bastraknya saja, Judul dan Nama Tidak Boleh di Masukan)

ABSTRAK Tujuan penelitian ini adalah untuk mengetahui dan menganalisis peranan dan pengaruh BI rate terhadap inflasi, kurs dan jumlah uang beredar selama periode 2007:01-2014:06. Alat analisis yang digunakan adalah Metode Vector Error Correction Model (VECM). Variabel yang digunakan meliputi BI rate, inflasi, kurs (Rp/$) dan jumlah uang beredar. Hasil analisis menunjukan Bahwa: 1) Berdasarkan hasil analisis impulse response dapat disimpulkan bahwa inflasi, kurs (Rp/$) dan jumlah uang beredar secara cepat merespon perubahan shock BI rate pada awal periode setelah shock terjadi. Pergerakan terhadap shock BI rate, inflasi merespon negatif. Sedangkan variabel Kurs (Rp/$), pergerakan terhadap shock BI rate, kurs (Rp/$) merespon positif Dan Shock variabel BI rate direspon variabel jumlah uang beredar negatif, 2) Hasil analisis variance decomposition dari BI rate menunjukkan bahwa selain berasal dari BI rate itu sendiri, variabel lain yang juga cukup besar dalam menjelaskan dinamika BI rate yaitu Inflasi yaitu sebesar 40% pada akhir periode. Hasil analisis variance decomposition dari dinamika inflasi paling besar dijelaskan oleh variabel inflasi itu sendiri sebesar 97,3% , sedangkan variabel BI rate dalam menjelaskan dinamika inflasi memberikan kontribusi sebesar 25% hingga akhir periode. Dari hasil variance decomposition dari dinamika jumlah uang beredar pada periode pertama paling besar dijelaskan oleh variabel jumlah uang beredar itu sendiri yaitu sebesar 96,7%. Sedangkan variabel BI rate dalam menjelaskan dinamika jumlah uang beredar memberikan kontribusi sebesar 3%. Hasil variance decomposition dari dinamika kurs (Rp/$) dijelaskan oleh kurs (Rp/$) itu sendiri yaitu sebesar 96%. Sedangkan variabel BI rate dalam menjelaskan dinamika kurs (Rp/$) memberikan kontribusi sebesar 41% hingga akhir periode. Kata Kunci : BI rate, Inflasi, Kurs, Jumlah Uang Beredar dan VECM. ABSTRACT The purposes of this research are to find out and to analyze the role of BI rate towards inflation, curse, and amount of money circulation within the period of 2007:01-2014:06. The data was analyzed using Vector Error Correction Model (VECM) method. The variables in this research included BI rate, inflation, exchange rate (Rp/$), and the amount of money circulation. In accordance with the data analysis, it was revealed mat: (1) From the impulse response analysis it can be concluded that the inflation, exchange rate (Rp/$), and amount of money circulation responded quickly towards the shock rate of BI in the beginning of period after the shock occurred. The inflation response was negative on the adjustment of BI shock rate; the exchange rate (Rp/$) response was positive; and the money circulation response was negative. (2) From the variance decomposition analysis it can be concluded that there was another factor contributed to BI Rate Dynamics excluding BI rate itself, it was the inflation which was 40% at the end of period. Based on the analysis of variance decomposition, it was found that the biggest contributor of the Inflation Dynamics was the inflation itself which was 97.3% and 25% was contributed by BT rate till the end of the period. In the Dynamics of Money Circulation, the biggest contributor was the money circulation itself which was 96.7% and only 3% was contributed by BI rate. In Exchange Rate Dynamics, the biggest contributor was the exchange rate itself which was about 96% and only 4% was contributed by BI rate till the end of the period. Keywords: BI rate, inflation, exchange rate, amount of money circulation, VECM

Jenis Karya Akhir: Skripsi
Subyek: > HB Economic Theory
Program Studi: Fakultas Ekonomi dan Bisnis > Prodi S1-Ekonomi Pembangunan
Pengguna Deposit: 3002670 . Digilib
Date Deposited: 16 Apr 2015 03:57
Terakhir diubah: 16 Apr 2015 03:57
URI: http://digilib.unila.ac.id/id/eprint/8458

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