ANALISIS EKSPOR INDONESIA (PERIODE TAHUN 1980 - 2017)

ALIYYA, Lisana Shidqin and NUGROHO, SBM (2019) ANALISIS EKSPOR INDONESIA (PERIODE TAHUN 1980 - 2017). Undergraduate thesis, Fakultas Ekonomika dan Bisnis.

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Abstract

This research aimed to analyze the effect of real oil and gas exports and real non-oil and gas exports on Indonesia's economic growth during the period of 1980 to 2017. To avoid spurious and misleading results, other macroeconomic variables were included in this study, such as real import of goods and services, real gross formation fixed capital and total labor force. Investigating the relationship of these time series variables is done by adopting a vector error correction model (VECM). Based on the results of the Granger causality test on VECM, this study managed to find evidence that economic growth and real non-oil and gas exports in Indonesia had a bi-directional causality relationship, which is economic growth Granger caused real non-oil and gas exports in the short term and real non-oil and gas exports caused economic growth in the long term. The results of the IRF test provide a simulation overview of the relationship between these research variables in Indonesia in the long run. The IRF test results illustrate that economic growth in Indonesia responds positively to the shock of economic growth itself and the total labor force, and responds negatively to shock from real non-oil and gas exports, real oil and gas exports, imports of real goods and services, and real gross fixed capital formation in the next 10 years.

Item Type:Thesis (Undergraduate)
Additional Information:Economic Growth, Real Oil and Gas Exports, Real Non-Oil and Gas Exports, VECM, Granger Causality, IRF.
Uncontrolled Keywords:Economic Growth, Real Oil and Gas Exports, Real Non-Oil and Gas Exports, VECM, Granger Causality, IRF.
Subjects:H Social Sciences > H Social Sciences (General)
Divisions:Faculty of Economics and Business > Department of Economics and Development Studies
ID Code:76488
Deposited By:Mr. Perpustakaan Fakultas Ekonomi
Deposited On:20 Sep 2019 10:14
Last Modified:20 Sep 2019 10:14

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