Christanty, Hyldha (2013) Pengaruh Volatilitas Harga tehadap Inflasi di Kota Malang : Pendekatan Model ARCH/GARCH. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui volatilitas harga beras dan kentang pada empat pasar (Giant, Hypermart, Pasar Dinoyo, Pasar Besar) di Kota Malang serta untuk mengetahui pengaruh volatilitas harga dari kedua komoditi tersebut terhadap inflasi di Kota Malang dengan menggunakan periode waktu penelitian 2010.10-2012.07. Data penelitian yang digunakan adalah data sekunder yang diperoleh dari Kantor Perwakilan Bank Indonesia (KPw BI) Malang dan Badan Pusat Statistik (BPS) Kota Malang. Berdasarkan Berita Resmi Statistik Badan Pusat Statistik Kota Malang, kelompok komoditi yang memberikan andil atau sumbangan terbesar untuk inflasi pada periode 2010.10-2012.07 berasal dari kelompok bahan makanan. Pada penelitian ini, ada dua komoditas yang akan menjadi objek penelitian, yaitu : beras dan kentang, dimana kedua komoditas tersebut masuk dalam kelompok bahan makanan. Hasil peramalan ARIMA dan melalui perhitungan nilai MAPE menerangkan bahwa tingkat volatilitas harga tertinggi pada kedua komoditas tersebut terjadi di Giant. Tingkat volatilitas harga yang relatif tinggi di Giant dan Pasar Dinoyo mampu mengidikasikan bahwa volatilitas harga, khususnya harga komoditas pangan (beras dan kentang) berpengaruh signifikan terhadap inflasi di Kota Malang. Pembuktian ini, dilakukan melalui estimasi dengan pendekatan model ARCH/GARCH.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FE/2013/281/051306518 |
| Subjects: | 300 Social sciences > 330 Economics |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | Endang Susworini |
| Date Deposited: | 25 Jul 2013 13:41 |
| Last Modified: | 19 Oct 2021 01:56 |
| URI: | http://repository.ub.ac.id/id/eprint/106696 |
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