ANALISIS VOLATILITAS JUMLAH UANG BEREDAR DI INDONESIA

Ranita, Sylvia Vianty (2010) ANALISIS VOLATILITAS JUMLAH UANG BEREDAR DI INDONESIA. Masters thesis, UNIMED.

[img] Text
809625016 Judul.pdf - Published Version

Download (0B)
[img] Text
809625016 Lembar Pengesahan.pdf - Published Version

Download (0B)
[img] Text
809625016 Kata Pengantar.pdf - Published Version

Download (0B)
[img] Text
809625016 Abstrak.pdf - Published Version

Download (0B)
[img] Text
809625016 Daftar Isi.pdf - Published Version

Download (0B)
[img] Text
809625016 Daftar Tabel.pdf - Published Version

Download (0B)
[img] Text
809625016 Daftar Lampiran.pdf - Published Version

Download (0B)
[img] Text
809625016 Daftar Gambar.pdf - Published Version

Download (0B)
[img] Text
809625016 Bab I.pdf - Published Version

Download (0B)
[img] Text
809625016 Bab V.pdf - Published Version

Download (0B)
[img] Text
809625016 Daftar Pustaka.pdf - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Generate index codes conversion from text to indexcodes)
indexcodes.txt - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_lightbox)
lightbox.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_preview)
preview.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_medium)
medium.jpg - Published Version

Download (0B)
[img] Other (Thumbnails conversion from text to thumbnail_small)
small.jpg - Published Version

Download (0B)

Abstract

Penelitian ini didasarkan adanya fluktuasi atau volatilitas jumlah uang beredar yang terjadi di Indonesia. Fenomena ini terjadi pada tahun 2003 sampai 2009. Terjadinya fluktuasi atau volatilitas jumlah uang beredar ini akan berpengaruh kepada kebijakan moneter yang akan ditetapkan yang berujung pada kestabilan moneter di Indonesia. Penelitian ini bertujuan untuk mengetahui bagaimana variabel makroekonomi seperti pendapatan, tingkat sulru bunga, inflasi dan giro wajib minimum mempengaruhi volatilitas jumlah uang beredar dan menganalisis seberapa besar volatilitas jumlah uang beredar di Indonesia yang diakibatkan oleh pendapatan, tingkat suku bunga, inflasi dan giro wajib minimum. Data yang digunakan adalah uang beredar dalam arti sempit (M1), PDB harga berlaku, tingkat suku bunga deposito, tingkat inflasi dan giro wajib minimum. Data diperoleh dari Bank Indonesia dan Badan Pusat Statistik. Data pengamatan yang diambil adalah data tahun 1986 sampai dengan tahun 2009. Teknik analisis yang digunakan dalam penelitian ini menggunakan model GARCH (1,1) dengan variabel dependen adalah jumlah uang beredar dalam arti sempit (M1) dan variabel independen yang digunakan adalah PDB nominal tingkat suku bunga deposit, tingkat inflasi dan giro wajib minimum. Hasil dari penelitian ini menunjukkan bahwa PDB dan GWM berpengaruh positif dan signiftkan terhadap volatilitas jumlah uang beredar (M1) di Indonesia sedangkan tingkat suku bunga dan inflasi berpengaruh negatif dan signifikan. Dari hasil penelitian ini juga menunjukkan bahwa volatilitas jumlah uang beredar M1 yang diakibatkan oleh PDB, tingkat suku bunga, inflasi dan giro wajib minimum adalah sebesar 16.64 persen per tahun. Dengan pengaruh paling besar terhadap volatilitas jumlah uang beredar (M1) adalah dari PDB, GWM, tingkat suku bunga dan inflasi.

Item Type: Thesis (Masters)
Contributors:
ContributionNameNIDN/NIDK
Thesis advisorManurung, JonniUNSPECIFIED
Thesis advisorArwansyah, 196307121989031002
Call Number: 332.4 Ran a
Keywords: Model Garch; Pasar uang; Suku bunga; Inflasi; Deposito; Giro wajib minimum; Produk Domestik Bruto
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD72 Economic growth, development, planning
Depositing User: Mr Aris Hadiana
Date Deposited: 09 Apr 2016 08:13
URI: http://digilib.unimed.ac.id/id/eprint/3444

Actions (login required)

View Item View Item