Hidayat, Mochammad Taufiq (2025) Analisis Pengaruh Harga Komoditas Pangan Strategis Terhadap Tingkat Inflasi Di Jawa Timur Dengan Metode Vector Error Correction Model. Other thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Inflasi merupakan salah satu indikator makroekonomi utama yang mencerminkan kestabilan ekonomi suatu wilayah dan berdampak pada berbagai aspek. Dalam konteks ekonomi daerah, pergerakan harga komoditas pangan menjadi faktor utama pemicu inflasi, terutama di wilayah agraris seperti Jawa Timur. Penelitian ini bertujuan untuk menganalisis pengaruh harga komoditas pangan strategis seperti beras, daging sapi, daging ayam, cabai, dan bawang merah terhadap inflasi di Jawa Timur dengan menggunakan metode Vector Error Correction Model. Hasil estimasi VECM menunjukkan bahwa variabel inflasi mengalami penyesuaian menuju keseimbangan jangka panjang dengan nilai error correction term (ECT) sebesar -0,171, yang berarti sekitar 17,1% ketidakseimbangan akan terkoreksi setiap periode. Dalam jangka pendek, beberapa komoditas seperti harga daging sapi, bawang merah, dan minyak secara signifikan mempengaruhi inflasi. Sementara itu, dalam jangka panjang, harga komoditas pangan yang dianalisis memiliki pengaruh signifikan terhadap inflasi adalah beras, daging ayam, cabai rawit, bawang merah, dan gula. Hasil analisis Impulse Response Function (IRF) menunjukkan bahwa shock pada masing-masing harga komoditas memberikan respon yang bervariasi terhadap inflasi, di mana sebagian besar komoditas menunjukkan kecenderungan untuk kembali ke kondisi stabil setelah beberapa periode. Sementara itu, hasil Forecast Error Variance Decomposition (FEVD) menunjukkan bahwa variabel bawang merah, daging sapi, minyak, dan beras memiliki kontribusi paling besar dalam menjelaskan fluktuasi inflasi dalam jangka panjang.
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Inflation is one of the main macroeconomic indicators that reflects the economic stability of a region and affects various aspects. In the context of regional economies, the movement of food commodity prices is a major driver of inflation, especially in agrarian regions such as East
Java. This study aims to analyze the effect of strategic food commodity prices, such as rice, beef, chicken, chili, and shallots, on inflation in East Java using the Vector Error Correction Model (VECM) method. The VECM estimation results show that the inflation variable adjusts towards long-term equilibrium with an error correction term (ECT) value of -0.171, which means that approximately 17.1% of the disequilibrium is corrected in each period. In the short
term, several commodities such as beef, shallots, and cooking oil significantly affect inflation. Meanwhile, in the long term, the food commodity prices that significantly influence inflation are rice, chicken, bird’s eye chili, shallots, and sugar. The Impulse Response Function (IRF)
analysis shows that shocks to each commodity price generate varying responses to inflation, where most commodities tend to return to a stable condition after several periods. Meanwhile, the results of the Forecast Error Variance Decomposition (FEVD) indicate that shallots, beef,
cooking oil, and rice contribute the most in explaining the fluctuations of inflation in the long run.
| Item Type: | Thesis (Other) |
|---|---|
| Uncontrolled Keywords: | Inflasi, Komoditas Pangan Strategis, VECM Inflation, Strategic Food Comodities, VECM |
| Subjects: | H Social Sciences > HB Economic Theory > Economic forecasting--Mathematical models. Q Science Q Science > QA Mathematics |
| Divisions: | Faculty of Mathematics and Science > Statistics > 49201-(S1) Undergraduate Thesis |
| Depositing User: | Mochammad Taufiq Hidayat |
| Date Deposited: | 04 Aug 2025 03:20 |
| Last Modified: | 04 Aug 2025 03:20 |
| URI: | http://repository.its.ac.id/id/eprint/126682 |
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