Harahap, Reyna Syalsabella (2017) Analisis Pengaruh Ekspor Neto Migas, Ekspor Neto Non-Migas, Penanaman Modal Asing, Dan Utang Luar Negeri Terhadap Volatilitas Cadangan Devisa Indonesia (Studi Pada Bank Indonesia Periode 2006-2015). Sarjana thesis, Universitas Brawijaya.
Abstract
Cadangan devisa merupakan salah satu indikator moneter yang menunjukkan kuat lemahnya perekonomian suatu negara. Nilai cadangan devisa harus dipertahankan agar perdagangan atau transaksi internasional dapat berjalan dengan stabil. Kestabilan nilai cadangan devisa dipengaruhi oleh variabel makroekonomi, seperti ekspor neto, penanaman modal asing, dan utang luar negeri. Penelitian ini bertujuan untuk menganalisis pengaruh ekspor neto migas, ekspor neto non-migas, penanaman modal asing, dan utang luar negeri terhadap cadangan devisa Indonesia periode tahun 2006-2015. Jenis penelitian yang digunakan adalah explanatory research dengan pendekatan kuantitatif. Lokasi penelitian dilakukan di Bank Indonesia dan Badan Pusat Statistik. Sampel penelitian adalah nilai ekspor neto migas, ekspor neto nonmigas, penanaman modal asing, utang luar negeri dan cadangan devisa di Indonesia. Data yang digunakan dalam penelitian ini adalah data time series triwulanan dari triwulan I periode tahun 2006- triwulan IV tahun 2015. Analisis data dilakukan dengan analisis deskriptif dan analisis regresi linier berganda dibantu dengan program IBM SPSS Statistic 23. Hasil penelitian menunjukkan bahwa variabel ekspor neto migas, ekspor neto non-migas, penanaman modal asing, utang luar negeri berkontribusi sebesar 32,3% terhadap nilai cadangan devisa Indonesia, sementara sisanya dijelaskan oleh faktor-faktor lain yang tidak dibahas pada penelitian ini. Hasil uji simultan menunjukkan bahwa variabel ekspor neto migas, ekspor neto non-migas, penanaman modal asing, utang luar negeri secara simultan berpengaruh signifikan terhadap cadangan devisa Indonesia. Hasil uji parsial menunjukkan bahwa utang luar negeri memiliki pengaruh positif dan signifikan terhadap cadangan devisa, sementara ekspor neto migas, ekspor neto non-migas, dan penanaman modal asing tidak berpengaruh signifikan terhadap cadangan devisa Indonesia.
English Abstract
Foreign exchange reserves are one of the monetary indicator that show the economic strength of a country. The value of foreign exchange reserves should be maintained to keep the stabilization in international trade or transaction. The stabilization of foreign exchange reserves is affected by macroeconomies variabel, such as net export, foreign direct investment, and external debt. The purpose of this study is to analyze the influence of net export in oil and gas sector, net export in non-oil and gas sector, foreign direct investment, and external debt to Indonesia’s foreign exchange reserves period 2006-2015 Type of this research is explanatory research by using quantitative approach. This research was conducted in Bank Indonesia and Badan Pusat Statistik. Samples of this research are the value of net export in oil and gas sector, net export in non-oil and gas sector, foreign direct investment, external debt and Indonesia’s foreign exchange reserves. Quarterly time series data, from the first quarter of 2006 to the forth quarter of 2015, have been used in this research. This study using descriptive analysis and multiple regression analysis with IBM SPSS Statistic 23. Using the technique, the result shows that net export in oil and gas sector, net export in non-oil and gas sector, foreign direct investment, and external debt contribute 32,3% to Indonesia’s foreign exchange reserves, white the rest of its value are explained by other factors that not discussed in this research. Net export in oil and gas sector, net export in non-oil and gas sector, net export in non-oil and gas sector, foreign direct investmen, and external debt influence Indonesia’s foreign exchange reserves simultaneously. The result in parsial test indicates that external debt influence Indonesia.s foreign exchange reserves positively and significantly, while Net export in oil and gas sector, Net export in non-oil and gas sector and foreign direct investment have no significant influence to foreign exchange reserves in Indonesia.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FIA/2017/396/051705217 |
| Uncontrolled Keywords: | Cadangan devisa, Ekspor Neto Migas, Ekspor Neto Non-Migas, Penanaman Modal Asing, Utang Luar Negeri, Analisis Regresi Linier Berganda. |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.4 Money > 332.45 Foreign exchange |
| Divisions: | Fakultas Ilmu Administrasi > Ilmu Administrasi Bisnis / Niaga |
| Depositing User: | Kustati |
| Date Deposited: | 24 Nov 2017 02:33 |
| Last Modified: | 26 Oct 2020 03:20 |
| URI: | http://repository.ub.ac.id/id/eprint/5942 |
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