PENGARUH EKSPOR DAN IMPOR TERHADAP NILAI TUKAR PERIODE TAHUN 2012.1 – 2024.12 DENGAN PENDEKATAN ECM

    Randy Saputra, - and Disman, - and Navik Istikomah, - (2025) PENGARUH EKSPOR DAN IMPOR TERHADAP NILAI TUKAR PERIODE TAHUN 2012.1 – 2024.12 DENGAN PENDEKATAN ECM. S1 thesis, Universitas Pendidikan Indonesia.

    Abstract

    Penelitian ini dilatarbelakangi oleh fenomena depresiasi nilai tukar rupiah terhadap dolar Amerika Serikat selama periode tahun 2012.1 – 2024.12, yang jika tidak terkendali dapat menimbulkan ketidakstabilan ekonomi makro. Tujuan penelitian ini adalah menganalisis pengaruh ekspor dan impor terhadap nilai tukar Rp/$ dalam jangka panjang maupun jangka pendek serta menguji teori Purchasing Power Parity yang dikemukakan oleh Gustav Cassel. Penelitian ini menggunakan pendekatan kuantitatif dengan metode eksplanatori dan teknik analisis data Error Correction Model (ECM). Data yang digunakan mencakup nilai ekspor Indonesia, nilai impor Indonesia, tingkat inflasi Indonesia, dan nilai tukar Rp/$ periode tahun 2012.1 – 2024.12 yang diperoleh melalui dokumentasi dari Kementerian Perdagangan, Badan Pusat Statistik, dan Bank Indonesia. Variabel inflasi digunakan sebagai variabel kontrol dalam model analisis. Hasil penelitian menunjukkan bahwa dalam jangka panjang, ekspor berpengaruh negatif terhadap nilai tukar, sementara impor berpengaruh positif terhadap nilai tukar, sedangkan inflasi yang dijadikan sebagai variabel kontrol dalam penelitian ini berpengaruh positif terhadap nilai tukar. Temuan ini berbeda dengan teori PPP yang mengasumsikan ekspor memperkuat dan impor melemahkan nilai tukar. Perbedaan ini mencerminkan karakteristik perekonomian Indonesia, di mana peningkatan ekspor sering diikuti kenaikan impor bahan baku dan barang modal, sehingga tidak secara langsung memperkuat rupiah. Adapun dalam jangka pendek, variabel ekspor, impor, dan inflasi tidak berpengaruh terhadap nilai tukar. This research was motivated by the phenomenon of the depreciation of the Indonesian rupiah against the US dollar during the period 2012.1–2024.12, which, if left uncontrolled, could lead to macroeconomic instability. The purpose of this study was to analyze the effects of exports and imports on the Rp/USD exchange rate in both the long run and the short run, as well as to test the Purchasing Power Parity (PPP) theory proposed by Gustav Cassel. This study employed a quantitative approach with an explanatory method and data analysis using the Error Correction Model (ECM). The data consisted of Indonesia’s export value, import value, inflation rate, and Rp/USD exchange rate for the period 2012.1–2024.12, obtained from the Ministry of Trade, Statistics Indonesia (BPS), and Bank Indonesia. Inflation was used as a control variable in the model. The results showed that in the long run, exports had a negative effect on the exchange rate, imports had a positive effect on the exchange rate, and inflation as a control variable also had a positive effect on the exchange rate. These findings differed from the PPP theory, which assumes that exports strengthen and imports weaken the domestic currency. This discrepancy reflected the characteristics of the Indonesian economy, where an increase in exports was often followed by higher imports of raw materials and capital goods, thereby not directly strengthening the rupiah. In the short run, exports, imports, and inflation had no significant effect on the exchange rate.

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    Official URL: https://repository.upi.edu/
    Item Type: Thesis (S1)
    Additional Information: https://scholar.google.com/citations?hl=id&user=NzpXIn0AAAAJ ID SINTA Dosen Pembimbing: Disman: 5991816 Navik Istikomah: 6668198
    Uncontrolled Keywords: Nilai Tukar, Ekspor, Impor, Inflasi Exchange rate, Exports, Imports, Inflation
    Subjects: H Social Sciences > HA Statistics
    H Social Sciences > HB Economic Theory
    H Social Sciences > HC Economic History and Conditions
    H Social Sciences > HF Commerce
    H Social Sciences > HJ Public Finance
    Divisions: Fakultas Pendidikan Ekonomi dan Bisnis > Pendidikan Ekonomi
    Depositing User: Randy Saputra
    Date Deposited: 15 Oct 2025 14:28
    Last Modified: 15 Oct 2025 14:28
    URI: http://repository.upi.edu/id/eprint/143414

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