Dampak Perubahan Harga Crude Palm Oil (CPO) Dunia Terhadap Value Ekspor Komoditas Kelapa Sawit dan Perekonomian Indonesia (Pendekatan Vector Autoregression Analysis) (The Impact of Exchange of Crude Palm Oil (CPO) Price on Export Value of Palm Oil Commodity and Economy of Indonesia (Vector Autoregression Analysis Approach)
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Media type:
E-Book
Title:
Dampak Perubahan Harga Crude Palm Oil (CPO) Dunia Terhadap Value Ekspor Komoditas Kelapa Sawit dan Perekonomian Indonesia (Pendekatan Vector Autoregression Analysis) (The Impact of Exchange of Crude Palm Oil (CPO) Price on Export Value of Palm Oil Commodity and Economy of Indonesia (Vector Autoregression Analysis Approach)
Published in:Jurnal Info Artha Sekolah Tinggi Akuntansi Negara (STAN) Vol.I/XIII/2015 - ISSN 0852-6737
Extent:
1 Online-Ressource (20 p)
Language:
Indonesian
DOI:
10.2139/ssrn.2834657
Identifier:
Origination:
Footnote:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 31, 2015 erstellt
Description:
Indonesian Abstract: Penelitian ini bertujuan untuk mengetahui dampak perubahan harga CPO di pasar dunia terhadap value ekspor komoditas kelapa sawit dan perekonomian Indonesia yang diwakili oleh pertumbuhan ekonomi (PDB), laju inflasi (INF), nilai tukar riil rupiah (IDR) dan jumlah uang yang beredar (M1) pada periode tahun 2001–2013. Dengan menggunakan data time series triwulanan dan pendekatan analisis model Vector Autoregression (VAR) melalui pengujian Impulse Response Function (IRF) dan Variance Decomposition (VD), studi ini menganalisis dampak perubahan harga CPO di pasar internasional terhadap value ekspor komoditas kelapa sawit dan perekonomian Indonesia. Hasil analisis menunjukkan bahwa perubahan harga CPO di pasar internasional : (i) meningkatkan value ekspor komoditi kelapa sawit Indonesia yang berlangsung selama 15 bulan; (ii) berdampak positif terhadap pertumbuhan ekonomi selama 15 bulan, (iii) mendorong laju inflasi domestik selama satu tahun, (iv) meningkatkan jumlah uang beredar di dalam negeri yang berlangsung selama 6 bulan dan (v) berdampak negatif terhadap nilai tukar riil rupiah selama 10 bulan
English Abstract: This research is aimed to analyse the the impact of CPO price in the world markets on the export volume of palm and the economy of Indonesia which was represented by Product Domestic Bruto, inflation, Rupiah exchange rate, and money supply during 2001-2013 period. Using quarterly data from, this study is conducted to make estimation by applying Vector Auto Regression (VAR) with test of Impulse Response Function (IRF) and Variance Decomposition (VD). The results of the study show that shock or values change of the oil price ; (i) increase the export volume of palm during 15 months; (ii) have a positive impact on economy of Indonesia during 15 months; (iii) increase the inflation rate during one year; (iv) have a positive impact on money supply; (v) have a negative impact on exchange rate in 10 months