Analisis Kausalitas Antara Neraca Transaksi Berjalan dan Nilai Tukar di Indonesia

Abstract

This study aims to determine the long-term relationship and causal relationship between the current account and exchange rate in Indonesia. This study uses secondary data with time series data types during the 1999 period quarter I to 2018 quarter IV which are quantitative by using unit root test, cointegration test, and granger causality test on program eviews 9. The results of the analysis show that the current account and exchange rate variables have a long-term equilibrium relationship and there is a one-way relationship between the current account against the exchange rate in Indonesia.

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 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.