Full Description
| Cataloguing Source | LibUI ind rda |
| Content Type | text (rdacontent) |
| Media Type | unmediated (rdamedia); computer (rdamedia) |
| Carrier Type | volume (rdacarrier); online resource (rdacarrier) |
| Physical Description | ix, 28 pages : illustration ; 28 cm + appendix |
| Concise Text | |
| Holding Institution | Universitas Indonesia |
| Location | Perpustakaan UI, Lantai 3 |
- Availability
- Digital Files: 1
- Review
- Cover
- Abstract
| Call Number | Barcode Number | Availability |
|---|---|---|
| T-Pdf | TERSEDIA |
| No review available for this collection: 20349643 |
Abstract
Tesis ini mempelajari tentang identifikasi penawaran dan permintaan aggregat di
Indonesia dengan menggunakan decomposition scheme, dimana gunjangan
penawaran dan permintaan aggregat tidak mempunyai korelasi satu sama lain.
Dengan mengaplikasikan teknik dari Blanchard dan Quah yaitu model bivariate
structural VAR, studi ini menunjukan bahwa impulse response sebagai efek
dinamis dari gunjangan struktural pertumbuhan riil PDB dan tingkat
pengangguran. Pada studi ini menggunakan pengangguran siklis yang diperoleh
melalui Hodrick-Prescott Filter.
Selain itu, untuk menemukan sumber dari guncangan penawaran dan permintaan aggregat, guncangan tersebut dihubungkan dengan beberapa indikator ekonomi seperti nilai tukar rupiah terhadap US dollar, harga minyak mentah dunia, US riil PDB, dan indeks harga saham S&P 500 dengan menerapkan analisis Granger causality dan korelasi contemporary. Hasil yang didapat adalah guncangan penawaran dan permintaan aggregat mempunyai korelasi yang rendah terhadap variabel yang diobservasi, kecuali hasil antara guncangan penawaran dan permintaan dengan harga minyak dunia, dan juga hubungannya dengan kurs mata uang rupiah terhadap US dollar yang mempunyai korelasi yang cukup tinggi jika dibandingkan dengan variabel lainnya.
This study examines the issues of aggregate supply and demand identification in Indonesia using a decomposition scheme, where the aggregate supply and demand shocks are uncorrelated. By applying the technique of Blanchard and Quah within a bivariate structural VAR model, this study shows the impulse responses as the dynamic effects of structural shocks from real GDP growth and unemployment rate. In this study, it uses cyclical unemployment obtained by using the Hodrick- Prescott Filter.
Moreover, in order to find the sources of aggregate supply and demand shocks, those shocks are associated with several economic indicators such as exchange rate, oil price, US real GDP, and the S&P 500 stock index employing Granger causality analysis and contemporary correlation. From the result, aggregate supply and demand shocks have low correlation with the variable that is observed, except between supply, demand shocks and oil price, and also exchange rate that has quite high correlation if it is compared with the other variable
Selain itu, untuk menemukan sumber dari guncangan penawaran dan permintaan aggregat, guncangan tersebut dihubungkan dengan beberapa indikator ekonomi seperti nilai tukar rupiah terhadap US dollar, harga minyak mentah dunia, US riil PDB, dan indeks harga saham S&P 500 dengan menerapkan analisis Granger causality dan korelasi contemporary. Hasil yang didapat adalah guncangan penawaran dan permintaan aggregat mempunyai korelasi yang rendah terhadap variabel yang diobservasi, kecuali hasil antara guncangan penawaran dan permintaan dengan harga minyak dunia, dan juga hubungannya dengan kurs mata uang rupiah terhadap US dollar yang mempunyai korelasi yang cukup tinggi jika dibandingkan dengan variabel lainnya.
This study examines the issues of aggregate supply and demand identification in Indonesia using a decomposition scheme, where the aggregate supply and demand shocks are uncorrelated. By applying the technique of Blanchard and Quah within a bivariate structural VAR model, this study shows the impulse responses as the dynamic effects of structural shocks from real GDP growth and unemployment rate. In this study, it uses cyclical unemployment obtained by using the Hodrick- Prescott Filter.
Moreover, in order to find the sources of aggregate supply and demand shocks, those shocks are associated with several economic indicators such as exchange rate, oil price, US real GDP, and the S&P 500 stock index employing Granger causality analysis and contemporary correlation. From the result, aggregate supply and demand shocks have low correlation with the variable that is observed, except between supply, demand shocks and oil price, and also exchange rate that has quite high correlation if it is compared with the other variable