Analisis depresiasi nilai tukar terhadap neraca perdagangan bilateral Indonesia dan pembuktian adanya fenomena J-Curve = Analysis of currency depreciation on the bilateral trade balance and the J-Curve phenomenon between Indonesia and Her 6 trading partners
| Main Authors: | Herlina Budiarti, author, Add author: Nachrowi Djalal Nachrowi, supervisor, Add author: Tambunan, Mangara, examiner, Add author: Hutabarat, M., examiner |
|---|---|
| Format: | Masters Bachelors |
| Terbitan: |
, 2008
|
| Online Access: |
https://lib.ui.ac.id/detail?id=20339003 |
| ctrlnum |
20339003 |
|---|---|
| fullrecord |
<?xml version="1.0"?>
<dc schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd"><type>Thesis:Masters</type><title>Analisis depresiasi nilai tukar terhadap neraca perdagangan bilateral Indonesia dan pembuktian adanya fenomena J-Curve = Analysis of currency depreciation on the bilateral trade balance and the J-Curve phenomenon between Indonesia and Her 6 trading partners.</title><creator>Herlina Budiarti, author</creator><creator>Add author: Nachrowi Djalal Nachrowi, supervisor</creator><creator>Add author: Tambunan, Mangara, examiner</creator><creator>Add author: Hutabarat, M., examiner</creator><publisher/><date>2008</date><subject/><description>[<b>ABSTRAK</b><br>
Tesis ini menganalisis depresiasi nilai tukar terhadap neraca perdagangan bilateral dan fenomena J-curve untuk kasus Indonesia dengan 6 negara mitra dagang terbesarnya yaitu Jepang, Amerika Serikat, China, Korea Selatan, Jerman, dan Inggris. Metode pendekatan Autoregressive Distributed Lag (ARDL) terhadap ECM digunakan untuk mengestimasi data perdagangan bilateral Indonesia pada periode I998Ql-2008Ql. Hasil empiris menunjukkan bahwa efek depresiasi nilai tukar rupiah memiliki dampak jangka pendek dan jangka panjang terhadap neraca perdagangan bilateral Indonesia. Fenomena J-curve ditemukan pada neraca perdagangan bilateral Indonesia dengan Amerika Serikat, China, Jerman, dan Korea Selatan. Sementara untuk neraca perdagangan bilateral Indonesia dengan Jepang dan lnggris, fenomena J-curve hanya terjadi pada jangka pendek saja.
<hr>
<b>ABSTRACT</b><br>
The focus of this study is to analyze the effect of currency depreciation on the bilateral trade balance and the J-curve phenomenon for Indonesian trade and her 6 major trading partners-Japan, United States of America, China, South Korea, Germany and United Kingdom. The Autoregressive Distributed Lag (ARDL)
approach to error correction model is deemed to be appropriate to estimate Indonesia's bilateral trade data during the period of l998Ql-2008Ql. The empirical result reveals that depreciation of rupiah has short-run and long-run effects on the bilateral trade balance between indonesia and her 6 major trading partners. However, the J-curve phenomenon is present in 4 cases, i.e. in the trade balance between Indonesia and USA, China, Germany, and South Korea. As for Japan and U.K, the J-curve phenomenon only occurs in the short~run., The focus of this study is to analyze the effect of currency depreciation on the bilateral trade balance and the J-curve phenomenon for Indonesian trade and her 6 major trading partners-Japan, United States of America, China, South Korea, Germany and United Kingdom. The Autoregressive Distributed Lag (ARDL)
approach to error correction model is deemed to be appropriate to estimate Indonesia's bilateral trade data during the period of l998Ql-2008Ql. The empirical result reveals that depreciation of rupiah has short-run and long-run effects on the bilateral trade balance between indonesia and her 6 major trading partners. However, the J-curve phenomenon is present in 4 cases, i.e. in the trade balance between Indonesia and USA, China, Germany, and South Korea. As for Japan and U.K, the J-curve phenomenon only occurs in the short~run.]</description><identifier>https://lib.ui.ac.id/detail?id=20339003</identifier><recordID>20339003</recordID></dc>
|
| format |
Thesis:Masters Thesis Thesis:Bachelors |
| author |
Herlina Budiarti, author Add author: Nachrowi Djalal Nachrowi, supervisor Add author: Tambunan, Mangara, examiner Add author: Hutabarat, M., examiner |
| title |
Analisis depresiasi nilai tukar terhadap neraca perdagangan bilateral Indonesia dan pembuktian adanya fenomena J-Curve = Analysis of currency depreciation on the bilateral trade balance and the J-Curve phenomenon between Indonesia and Her 6 trading partners |
| publishDate |
2008 |
| url |
https://lib.ui.ac.id/detail?id=20339003 |
| contents |
[<b>ABSTRAK</b><br>
Tesis ini menganalisis depresiasi nilai tukar terhadap neraca perdagangan bilateral dan fenomena J-curve untuk kasus Indonesia dengan 6 negara mitra dagang terbesarnya yaitu Jepang, Amerika Serikat, China, Korea Selatan, Jerman, dan Inggris. Metode pendekatan Autoregressive Distributed Lag (ARDL) terhadap ECM digunakan untuk mengestimasi data perdagangan bilateral Indonesia pada periode I998Ql-2008Ql. Hasil empiris menunjukkan bahwa efek depresiasi nilai tukar rupiah memiliki dampak jangka pendek dan jangka panjang terhadap neraca perdagangan bilateral Indonesia. Fenomena J-curve ditemukan pada neraca perdagangan bilateral Indonesia dengan Amerika Serikat, China, Jerman, dan Korea Selatan. Sementara untuk neraca perdagangan bilateral Indonesia dengan Jepang dan lnggris, fenomena J-curve hanya terjadi pada jangka pendek saja.
<hr>
<b>ABSTRACT</b><br>
The focus of this study is to analyze the effect of currency depreciation on the bilateral trade balance and the J-curve phenomenon for Indonesian trade and her 6 major trading partners-Japan, United States of America, China, South Korea, Germany and United Kingdom. The Autoregressive Distributed Lag (ARDL)
approach to error correction model is deemed to be appropriate to estimate Indonesia's bilateral trade data during the period of l998Ql-2008Ql. The empirical result reveals that depreciation of rupiah has short-run and long-run effects on the bilateral trade balance between indonesia and her 6 major trading partners. However, the J-curve phenomenon is present in 4 cases, i.e. in the trade balance between Indonesia and USA, China, Germany, and South Korea. As for Japan and U.K, the J-curve phenomenon only occurs in the short~run., The focus of this study is to analyze the effect of currency depreciation on the bilateral trade balance and the J-curve phenomenon for Indonesian trade and her 6 major trading partners-Japan, United States of America, China, South Korea, Germany and United Kingdom. The Autoregressive Distributed Lag (ARDL)
approach to error correction model is deemed to be appropriate to estimate Indonesia's bilateral trade data during the period of l998Ql-2008Ql. The empirical result reveals that depreciation of rupiah has short-run and long-run effects on the bilateral trade balance between indonesia and her 6 major trading partners. However, the J-curve phenomenon is present in 4 cases, i.e. in the trade balance between Indonesia and USA, China, Germany, and South Korea. As for Japan and U.K, the J-curve phenomenon only occurs in the short~run.] |
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