KIRANA RAHMANISA WIGATININGRUM ANALISIS VARIABEL MAKROEKONOMI TERHADAP VOLATILITAS NILAI TUKAR RUPIAH DI INDONESIA

WIGATININGRUM, KIRANA and Liliana, Liliana (2023) KIRANA RAHMANISA WIGATININGRUM ANALISIS VARIABEL MAKROEKONOMI TERHADAP VOLATILITAS NILAI TUKAR RUPIAH DI INDONESIA. Undergraduate thesis, Sriwijaya University.

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Abstract

Exchange rate volatility is a currency fluctuation that is influenced by the supply and demand for a country's currency. This research aims to analyze the influence of macroeconomic variables on the volatility of the rupiah exchange rate in Indonesia, with observations during January 2011Q1 – December 2022Q4, using the autoregressive distributed lag (ARDL) model to determine the influence of macroeconomic variables on exchange rate volatility in the short and long term. The results of this research are: (1) inflation has a positive and significant influence in the short term and has a positive and insignificant influence in the long term; (2) imports have a negative and significant influence in the short term and have a positive and significant influence in the long term; (3) exports have a negative and significant influence in the short term and long term. (4) foreign exchange reserves have a positive and significant influence in the short and long term; (5) interest rates have a positive and significant influence in the short term and a positive and insignificant influence in the long term.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Volatilitas Nilai Tukar, Inflasi, Impor, Ekspor, Cadangan Devisa, Suku Bunga
Subjects:	H Social Sciences > HB Economic Theory > HB131-147 Methodology H Social Sciences > HB Economic Theory > HB135-147 Mathematical economics. Quantitative methods Including econometrics, input-output analysis, game theory H Social Sciences > HB Economic Theory > HB71-74 Economics as a science. Relation to other subjects H Social Sciences > HC Economic History and Conditions > HC10-1085 Economic history and conditions H Social Sciences > HG Finance > HG1621-1638 Interest rates. Interest tables
Divisions:	01-Faculty of Economics > 60201-Development Economics (S1)
Depositing User:	Kirana Rahmanisa Wigatiningrum
Date Deposited:	18 Jan 2024 10:11
Last Modified:	18 Jan 2024 10:11
URI:	http://repository.unsri.ac.id/id/eprint/138734

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