The Analysis Of Factors Influencing Indonesian Exchange Rate, Period 2011- 2015

Prasetyanandini, Dhian Cayadeva (2016) The Analysis Of Factors Influencing Indonesian Exchange Rate, Period 2011- 2015. Sarjana thesis, Universitas Brawijaya.

Abstract

Penelitian ini menganalisis pengaruh secara simultan dan partial variabel inflasi, suku bunga, ekspor, impor dan jumlah uang beredar terhadap nilai tukar rupiah dengan menggunakan metode regresi linier berganda. Data yang diperoleh dari situs resmi Badan Pusat Statistik (BPS) dan Bank Indonesia (BI). Pengujian data menggunakan uji asumsi klasik untuk mengetahui bahwa data yang digunakan tidak memiliki masalah Normalitas, Heterokedastisitas, Autokorelasi, dan Multikoleneritas. Setelah data lolos uji asumsi klasik kemudian di regresi dengan menggunakan Regresi Linear Berganda. Hasil dari penelitian ini menunjukkan bahwa secara bersama-sama variabel inflasi, suku bunga, ekspor, impor dan jumlah uang beredar berpengaruhi secara signifikan terhadap perubahan nilai tukar rupiah. Secara partial variabel inflasi, suku bunga, impor dan jumlah uang beredar yang berpengaruh sedangkan variabel ekspor tidak memiliki pengaruh terhadap pergerakan nilai tukar rupiah.

English Abstract

This study analysis the effect simultaneously and partially of variable inflation, interest rate, export, import and the money supply to the exchange rate by using multiple linear regression method. Data obtained from the official website of the Central Bureau of Statistics (BPS) and Bank Indonesia (BI). Testing data using classical assumption test to find out that the data used did not have a problem normality, Heterocedasticity, Autocorrelation, and Multicolleanirity. Once the data passes classical assumption test later in the regression using linear regression. The results of this study indicate that by simultaneously variable inflation, interest rates, exports, imports and the money supply significantly influence to the rupiah exchange rate. In partial variable inflation, interest rate, import and the money supply affects to the rupiah exchange rate, meanwhile variable export has no effect on the movement of the rupiah exchange rate.

Other obstract

-

Item Type: Thesis (Sarjana)
Identification Number: SKR/FE/2016/382/ 051606893
Subjects: 300 Social sciences > 330 Economics
Divisions: Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi
Depositing User: Kustati
Date Deposited: 11 Aug 2016 09:58
Last Modified: 01 Dec 2021 03:40
URI: http://repository.ub.ac.id/id/eprint/108813
[thumbnail of 125020107121006_COVER + DAFTAR ISI.pdf]
Preview
Text
125020107121006_COVER + DAFTAR ISI.pdf

Download (58kB) | Preview
[thumbnail of 125020107121006_BAB 2.pdf]
Preview
Text
125020107121006_BAB 2.pdf

Download (367kB) | Preview
[thumbnail of 125020107121006_BAB 3.pdf]
Preview
Text
125020107121006_BAB 3.pdf

Download (154kB) | Preview
[thumbnail of 125020107121006_BAB 4.pdf]
Preview
Text
125020107121006_BAB 4.pdf

Download (296kB) | Preview
[thumbnail of 125020107121006_BAB 1.pdf]
Preview
Text
125020107121006_BAB 1.pdf

Download (126kB) | Preview
[thumbnail of 125020107121006_BAB 5.pdf]
Preview
Text
125020107121006_BAB 5.pdf

Download (25kB) | Preview

Actions (login required)

View Item View Item