Analisis Kausalitas Antara Neraca Transaksi Berjalan dan Nilai Tukar di Indonesia
Causality Analysis Between The Current Account and The Exchange Rate in Indonesia
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| Issue | Vol 6 No 1 (2023): Talenta Conference Series: Local Wisdom, Social, and Arts (LWSA) | |
| Section | Articles | |
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Copyright (c) 2023 Talenta Conference Series: Local Wisdom, Social and Arts (LWSA)  This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License. |
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| DOI: | https://doi.org/10.32734/lwsa.v6i1.1685 | |
| Keywords: | Neraca Transaksi Berjalan Nilai Tukar Current Account Balance Exchange Rate | |
| Published | 2023-01-15 |
Abstract
Penelitian ini bertujuan untuk mengetahui hubungan jangka panjang dan hubungan timbal balik antara neraca transaksi berjalan dan nilai tukar di Indonesia. Penelitian ini menggunakan data sekunder dengan jenis data runtun waktu (time series) selama kurun waktu periode 1999 triwulan I sampai 2018 triwulan IV yang bersifat kuantitatif dengan menggunakan uji akar unit, uji kointegrasi, dan uji kausalitas granger pada program Eviews 9. Hasil analisis menunjukkan variabel neraca transaksi berjalan dan nilai tukar memiliki hubungan keseimbangan jangka panjang dan terdapat hubungan satu arah antara neraca transaksi berjalan terhadap nilai tukar di Indonesia.
This study aims to determine the long-term relationship and reciprocal relationship between the current account balance and the exchange rate in Indonesia. This study uses secondary data with the type of time series data during the period from 1999 first quarter to 2018 fourth quarter which is quantitative by using the unit root test, cointegration test, and granger causality test in the Eviews 9 program. The results of the analysis show that variables the current account balance and the exchange rate have a long-term balance relationship and there is a one-way relationship between the current account balance and the exchange rate in Indonesia.
