ANALISIS DETERMINAN PERUBAHAN NILAI TUKAR RUPIAH TERHADAP DOLLAR AMERIKA PERIODE SETELAH KRISIS EKONOMI GLOBAL 2008

Tampubolon, Arsyaf (2015) ANALISIS DETERMINAN PERUBAHAN NILAI TUKAR RUPIAH TERHADAP DOLLAR AMERIKA PERIODE SETELAH KRISIS EKONOMI GLOBAL 2008. Masters thesis, UNIMED.

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Abstract

Pada tahun 2008, harga minyak dunia melambung tinggi yang sempat menembus level US$ 140 per barel sehingga memberikan kontribusi yang cukup besar terhadap peningkatan permintaan valuta asing sebagai konsekuensi negara pengimpor minyak dan disusul krisis keuangan yang terjadi di Amerika yang dirasakan secara global di seluruh dunia sehingga berdampak pada ekonomi negara-negara Eropa, Asia dan termasuk juga Indonesia. Kondisi ini menyebabkan pergerakan nilai tukar Rupiah melemah mengikuti kecenderungan global. Penelitian ini bertujuan untuk menganalisis faktor-faktor yang mempengaruhi perubahan nilai tukar rupiah terhadap dollar Amerika yang meliputi selisih jumlah uang beredar (M2) Indonesia-Amerika, selisih PDB riil Indonesia-Amerika, selisih inflasi Indonesia-Amerika, selisih suku bunga Indonesia-Amerika, dan neraca pembayaran Indonesia. Analisis pengaruh dilakukan dalam jangka pendek dengan menggunakan teknik model Koreksi Kesalahan (Error Correction Mechanism = ECM). Data yang digunakan adalah data time series dari Q1.2010 hingga Q4.2014. Dasar teori yang digunakan adalah gabungan teori pendekatan moneter versi harga kaku (sticky price monetary approach) dan pendekatan neraca pembayaran. Hasil penelitian menunjukkan bahwa selisih jumlah uang beredar Indonesia-Amerika, selisih inflasi Indonesia-Amerika, dan selisih tingkat suku bunga Indonesia-Amerika memiliki pengaruh yang signifikan terhadap nilai tukar rupiah terhadap dollar Amerika. Sedangkan selisih PDB riil Indonesia-Amerika dan Neraca Pembayaran Indonesia belim menunjukkan pengaruh yang signifikan terhadap nilai tukar rupiah terhadap dollar Amerika. Dari hasil koefisien determinasi (R2) menunjukkan bahwa variabel yang diteliti dapat menjelaskan 86,88 persen terhadap variasi perubahan nilai tukar rupiah terhadap dollar Amerika sedangkan sisanya sebesar 13,12 persen lainnya djelaskan oleh variabel-variabel diluar model (yang tidak diteliti).

Item Type: Thesis (Masters)
Contributors:
ContributionNameNIDN/NIDK
Thesis advisorAyu, Sri Fajar197008272008122001
Thesis advisorRuslan, Dede196507041990031002
Call Number: 332.456 Tam a
Keywords: Jumlah uang beredar (M2); PDB riil; Inflasi; Suku bunga; Neraca pembayaran Indonesia; Model koreksi kesalahan (ECM); Pendekatan moneter versi harga kaku
Subjects: H Social Sciences > HG Finance > HG3810 Foreign exchange. International finance. International monetary system
H Social Sciences > H Social Sciences (General)
H Social Sciences > HC Economic History and Conditions
Divisions: Program Pasca Sarjana > Ilmu Ekonomi
Depositing User: Mrs Siti Nurbaidah
Date Deposited: 05 Sep 2016 07:30
URI: http://digilib.unimed.ac.id/id/eprint/17149

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