PENGARUH NILAI TUKAR DAN NILAI IMPOR TERHADAP TINGKAT INFLASI DI INDONESIA PERIODE TAHUN 2005.1–2024.12: dengan pendekatan vector error correction models

    Nurul Alfiatunnisa, - and Eeng Ahman, - and Kinanti Geminastiti H, - (2025) PENGARUH NILAI TUKAR DAN NILAI IMPOR TERHADAP TINGKAT INFLASI DI INDONESIA PERIODE TAHUN 2005.1–2024.12: dengan pendekatan vector error correction models. S1 thesis, Universitas Pendidikan Indonesia.

    Abstract

    Penelitian ini bertujuan untuk menganalisis pengaruh nilai tukar dan impor terhadap tingkat inflasi di Indonesia periode 2005–2024 dengan menggunakan metode Vector Error Correction Model (VECM). Metode ini digunakan untuk mengidentifikasi hubungan jangka panjang dan jangka pendek antara variabel-variabel tersebut, serta dampak guncangan (shocks) yang diterima suatu variabel. Hasil estimasi VECM menunjukkan bahwa nilai tukar tidak berpengaruh signifikan terhadap tingkat inflasi baik dalam jangka pendek maupun jangka panjang. Sedangkan, nilai impor berpengaruh signifikan terhadap tingkat inflasi baik dalam jangka pendek maupun jangka panjang. Penelitian ini memberikan implikasi bahwa teori PPP tidak sepenuhnya berlaku di Indonesia karena pengaruh nilai tukar terhadap tingkat inflasi terbukti tidak signifikan. Hal ini menekankan peran penting faktor struktural dan kebijakan domestik dalam memengaruhi inflasi, sejalan dengan teori inflasi struktural. This research aims to analyze the impact of exchange rates and imports on the inflation rate in Indonesia for the period 2005–2024 using the Vector Error Correction Model (VECM) method. This method is used to identify the long-term and short-term relationships between these variables, as well as the impact of shocks received by a variable. The VECM estimation results indicate that the exchange rate does not have a significant effect on the inflation rate in both the short term and the long term. On the other hand, import values have a significant effect on the inflation rate in both the short term and the long term. This research implies that the PPP theory does not fully apply in Indonesia because the impact of the exchange rate on the inflation rate is proven to be insignificant. This emphasizes the important role of structural factors and domestic policies in influencing inflation, in line with structural inflation theory.

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    Official URL: https://repository.upi.edu/
    Item Type: Thesis (S1)
    Additional Information: https://scholar.google.com/citations?hl=en&user=1lSTpu0AAAAJ&view_op=list_works&gmla=AH8HC4w0FzdkLxnDlX3-bapwOAPDXNBrHoqY-0BX5TSLQ0_Pjsfi3BkoErlR_RfePbkTvGgqLji1zxuOUv9nrdc83e19zBYoicOClcShT4dsOfUePXzibuNCxjHO57WavuTBselWUpUh ID SINTA Dosen Pembimbing: Eeng Ahman: 5991829 Kinanti Geminastiti H: 6698859
    Uncontrolled Keywords: Nilai Tukar, Nilai Impor, Tingkat Inflasi Exchange Rate, Import Value, Inflation Rate
    Subjects: H Social Sciences > HB Economic Theory
    H Social Sciences > HC Economic History and Conditions
    H Social Sciences > HG Finance
    Divisions: Fakultas Pendidikan Ekonomi dan Bisnis > Pendidikan Ekonomi
    Depositing User: Nurul Alfiatunnisa
    Date Deposited: 17 Jun 2025 07:40
    Last Modified: 17 Jun 2025 07:40
    URI: http://repository.upi.edu/id/eprint/133735

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