HUBUNGAN KAUSALITAS PRODUK DOMESTIK BRUTO, IMPOR RIIL DAN IMPOR BARANG MODAL INDONESIA PERIODE 2000 –2016 DENGAN PENDEKATAN MODEL ANALISIS VECTOR AUTOREGRESSION (VAR)
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Keywords:
Imports, Economic Growth, Causal Relationship, Vector Autoregression
Abstract
The purpose of this study is to identify Causal Relationship of Gross Domestic Product, Real Import and Import of Capital Goods. The object used by this study is Indonesia with 17 years of time periods starting 2000 to 2016. This study used quantitative approach and time series method through Vector Autoregression model analysis. The result showed a causal relationship between its variables. Whilst the analysis of Variance Decomposition showed the contribution (percentage) of each variable which is still dominated by itself except the variable import of capital goods that is still dominated by imports of oil and gas and non-oil and gas. Based on impulse response analysis can be seen that the shock on the variable import of capital goods does not cause permanent effect while the import of raw materials of oil and gas and non-oil and gas have a permanent effect. The import relation on grossdomestic product shows indication of funding requirement as supporting import activity especially in oil and gas sector and non oil and gas sector.
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Danim, Sudarwan, 2002, Menjadi Peneliti Kualitatif, Bandung : Pustaka Setia.
Enders, Walter, 2004, Applied Econometrics Time Series, Second edition, John Wiley & Sony Inc.
Gujarati, Damodar N., 2004, Basic Econometrics: Fourth Edition, The McGraw-Hill, New York.
Hakim, Abdul, Guswil, dan Giovani, 2012, “Perbandingan Perekonomian Dari Masasoekarno Hingga Susilo Bambang Yudhoyono (1945 - 2009)”, Jurnal Fakultas Ekonomi Universitas Islam Indonesia Vol 03 No.2 Hal 161-180.
Hamdy, Hady, 2001, Ekonomi Internasional: Teori dan Kebijakan Keuangan Internasional, Ghalia Indonesia, Jakarta.
Hariyati, Yuli, 2007, Ekonomi Mikro, Jember: CSS.
Hudiyanto, 2001, Ekonomi Indonesia: Sistem dan Kebijakan, Yogyakarta: PPE UMY. Juanda, dan Junaidi, 2012, Ekonometrika Deret Waktu Teori dan Aplikasi, Bogor: IPB
Press.
Krugman, Paul and Obstfeld, 2002, Ekonomi Internasional Teori dan Kebijaksanaan,
diterjemahkan oleh: Faisal H. Basri, Jakarta: Rajawali Press. Mubyarto, 2000, Membangun Sistem Ekonomi, Yogyakarta: BPFE. Nopirin, 1997, Ekonomi Internasional, BPFE-Yogyakarta, Yogyakarta
Nourzad, F., and Jennifer Powell, 2003, “Openness, Growth, and Development: Evidence from a Panel of Developing Countries”, Scientific Journal of Administrative Development. 1: 72-94.
Porter, Michael E., 1990, Competitive Advantage Of Nations, NewYork: WordPress. Purnawati, Astuti dan Sri fatmawati, 2013, Dasar-dasar Ekspor Impor. Yogyakarta:
UPP STIM YKPN.
Putong, Iskandar, 2002, Pengantar Ekonomi Mikro dan Makro, Ghalia Indonesia, Jakarta.
Samimi AJ, Lar SKP, Haddad GK, Alizadeh M, 2010, Fiscal Decentralization and Economic Growth in Iran. Australian Journal of Basic and Applied Sciences. 4(11): 5490-5495.
Singarimbun, M. dan Sofyan Effendi, 1995, Metode Penelitian Survei, LP3ES, Jakarta.
Sukirno, Sadono, 2004, Makro Ekonomi Teori Pengantar, Penerbit P.T. Raja Grafindo Persada, Jakarta.
Sukirno, Sadono, 2008, Mikroekonomi: Teori Pengantar, Edisi Ketiga, Jakarta: PT Raja Grafindo Persada.
Susanti, Hera, 2000, Indikator-indikator Makro Ekonomi, Jakarata: LPFE-UI. Susilo, Andi, 2008, Buku Pintar Ekspor-Impor, Trans Media Pustaka.
Tahir, M., Imran Khan, and Afzal Shah, 2015, Foreign Remittances, Foreign Direct Investmen, Foreign Imports and Economic Growth in Pakistan: A Time Series Analysis, Arab Economic and Business Journal. 10: 82- 94.
Tambunan, Tulus, 1998, Krisis Ekonomi, Fakultas Ekonomi Universitas Indonesia, Jakarta.
Tambunan, Tulus, 2001, Perekonomian Indonesia : Teori dan Temuan Empiris, Jakarta : Ghalia Indonesia.
Tambunan, Tulus, 2009, UMKM Di Indonesia, Ghalia Indonesia, Bogor.
Zhang, Z., and Heng-fu Zou, 1995, Foreign Technology Imports and Economic Growth in Developing Countries, WPS 1412 Washington, DC World Bank.
Published
2020-11-08
Section
Bidang Ilmu Ekonomi (SP)
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