Analisis Determinasi Inflasi Provinsi Bali Dengan Pendekatan Vector Error Correction Model (VECM)

Ayundari, Anak Agung Ayu Prasasti (2023) Analisis Determinasi Inflasi Provinsi Bali Dengan Pendekatan Vector Error Correction Model (VECM). Other thesis, Institut Teknologi Sepuluh Nopember.

Text 06211940000121-Undergraduate_Thesis.pdf - Accepted Version Restricted to Repository staff only until 1 April 2025. Download (3MB) | Request a copy

Abstract

Meningkatnya jumlah wisatawan asing datang ke Bali pasca Pandemi COVID-19 mengakibatkan perekonomian Provinsi Bali kembali pulih. Bali yang kembali ramai membuat masyarakat kembali mendapatkan pekerjaan dan menggunakan uang mereka. Sementara itu, tingkat inflasi di Provinsi Bali mengalami peningkatan pasca pandemi COVID-19. Beberapa penelitian telah dilakukan untuk mendapatkan faktor-faktor yang mempengaruhi tingkat inflasi. Penelitian ini bertujuan untuk melihat hubungan antara tingkat Inflasi di Provinsi Bali dengan jumlah uang beredar dan jumlah wisatawan asing. Selain itu, ingin dilihat pula pengaruh guncangan pada masing-masing variabel serta persentase peran variabel makroekonomi terhadap pergerakan nilai Inflasi di Provinsi Bali. Penelitian ini menggunakan analisis Impulse Response Function (IRF) dan Variance Decomposition (VD) untuk mencapai tujuan sehingga metode yang akan digunakan adalah Vector Error Correction Model (VECM). Hasil dari penelitian ini menunjukkan bahwa respon yang diberikan inflasi terhadap guncangan yang dialami jumlah uang beredar dan jumlah wisatawa asing dalam jangka panjang masing-masing menunjukkan respon positif dan stabil. Dalam jangka pendek inflasi merespon guncangan dari jumlah uang beredar secara fluktuatif, namun jika guncangan terus berlanjut inflasi akan merespon guncangan pada jumlah uang beredar secara stabil dan positif. Sementara itu, dalam jangka pendek guncangan jumlah wisatawan asing dapat menyebabkan peningkatan yang signifikan pada nilai inflasi dan jika guncangan terus berlanjut inflasi akan merespon guncangan pada jumlah wisatawan asing secara stabil dan positif. Guncangan yang paling berperan terhadap pergerakan nilai inflasi di Provinsi Bali adalah guncangan yang dialami oleh jumlah wisatawan asing di Bali sebesar 22,42%.
====================================================================================================================
The increasing number of foreign tourists coming to Bali after the COVID-19 Pandemic resulted in the Bali Province's economy recovering. Bali, which is busy again, makes people get jobs again and use their money. Meanwhile, the inflation rate in Bali Province has increased after the COVID-19 pandemic. Several studies have been conducted to obtain the factors that affect the inflation rate. This study aims to see the relationship between the level of inflation in the province of Bali with the money supply and the number of foreign tourists. In addition, we also want to see the effect of shocks on each variable and the percentage role of macroeconomic variables on the movement of inflation rates in the Province of Bali. This study uses Impulse Response Function (IRF) and Variance Decomposition (VD) analysis to achieve the goal so the method to be used is the Vector Error Correction Model (VECM). The results of this study indicate that the response given by inflation to shocks experienced by the money supply and the number of foreign tourists in the long term each show a positive and stable response. In the short term, inflation responds to shocks from the money supply fluctuating, but if the shocks continue, inflation will respond to shocks to the money supply stably and positively. Meanwhile, in the short term shocks to the number of foreign tourists can cause a significant increase in the value of inflation and if the shock continues inflation will respond to shocks to the number of foreign tourists stably and positively. The shock that contributed most to the movement of inflation rates in the Province of Bali was the shock experienced by the number of foreign tourists in Bali of 22.42%.

Item Type:	Thesis (Other)
Uncontrolled Keywords:	Inflasi, VECM, Guncangan, Jumlah Uang Beredar, Wisatawan Asing, Inflation, VECM, Shocks, Money Supply, Foreign Tourists
Subjects:	H Social Sciences > HB Economic Theory > Economic forecasting--Mathematical models.
Divisions:	Faculty of Science and Data Analytics (SCIENTICS) > Statistics > 49201-(S1) Undergraduate Thesis
Depositing User:	Anak Agung Ayu Prasasti Ayundari
Date Deposited:	11 Feb 2023 08:34
Last Modified:	11 Feb 2023 08:34
URI:	http://repository.its.ac.id/id/eprint/96709

Actions (login required)

View Item