Margono, Erik Stefano and Sundari, Hj. Made Siti and Ariani, Mintarti (2019) Analisis Hubungan Simultan Nilai Tukar Riil, GDP Amerika Serikat dan Neraca Perdagangan Indonesia Periode 1995:Q1-2015:Q4. Jurnal Strategi dan Bisnis, 7 (1). pp. 1-14. ISSN 2338-9575
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Abstract
This research was conducted with the aim to know the simultaneous relationship between Real Exchange Rate, United States's GDP and Indonesia's Trade Balance during the 1995:Q1-2015:Q4 period. To know how the simultaneous relationship between variables, the kind of method which was used is Vector Autoregressive (VAR), this method available in E Views 6 program. The data which used in this research is the quarterly time series data of each variable from 1995 1st quarter to 2015 4th quarter. The VAR estimation result showed the relationship between Indonesia Trade Balance and Real Exchange Rate is negative, both in 1st dan 4th lag. The relationship between the Real Exchange Rate and the United States's GDP is negative. While the relationship between United States's GDP with Indonesian Trade Balance is positive in the 2nd lag and negative in the 4th lag Another property of VAR, Variance Decomposition shows that all variables (TB, REER,GDPA) if there was a shock are more affected by the variable itself, in other words a variable is the shock of the variable itself. While the Impulse Response VAR result is not strong because it is not supported by the result of the Variance Decomposition VAR which indicates that a variable is the shock of the variable itself (the proportion of influence from other variables are small).
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Trade Balance, Real Exchange Rate, Gross Domestic Product |
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Business and Economic > Department of Economic |
| Depositing User: | Ester Sri W. 196039 |
| Date Deposited: | 30 Sep 2019 07:34 |
| Last Modified: | 27 May 2022 04:23 |
| URI: | http://repository.ubaya.ac.id/id/eprint/36415 |
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