Analisis Kausalitas Asumsi APBN terhadap APBN di Indonesia

Abstract

Harun Rosit, 2010. Causality Analysis of State Budget Assumptions on the State Budget in Indonesia, under the consultant Dr. Murni Daulay, M.Si (Chairman), Dr. Rahmanta, M.Si (Member). The objectives of this research are to analyze the contribution of economic growth, inflation, exchange rates, SBI rates, international oil prices and Indonesia's oil production on the state budget in Indonesia, as well as the contribution of the state budget on the variables. The data used are secondary data which are obtained from the economic growth, inflation, exchange rates, SBI rates, international oil prices and Indonesia's oil production and the state budget from 1980 to 2009 (30 observations). The determination on the amount of the observation is based on structure lag stability in the research model. This research uses Vector Auto Regression (VAR), which is tested by Unit Root Test Co Integration Test, Impulse Response Function (IRF) and Variance Decomposition (VD). The result of data analysis using Vector Auto Regression (VAR) shows that there is a relationship between the state budget, economic growth, inflation, exchange rates, SBI rates, international oil prices and Indonesia's oil production at lag t-1. By using Impulse Response Function, it is known that the first stability of all variables is in the middle-term period, that is 5 up to 10 years, furthermore, it tends to be stabil in long-term period, It mean that although some variables do not give any influence in short term, but they contribute each other in the middle and long term. Based on the result of variance decomposition, all of state budget assumptions, they are economic growth, inflation, exchange rates, SBI rates, international oil prices, Indonesia's oil production contribute on the state budget, but tne most contributing variance are an international oil prices and exchange rates. Otherwise, state budget contribute on all, they are economic growth, inflation, exchange rates, SBI rates, international oil prices and Indonesia's oil production.

Harun Rosit, 2010, Analisis Kausalitas Asumsi APBN terhadap APBN di Indonesia, di bawah bimbingan Dr. Murni Daulay, M.Si (Ketua), Dr. Rahmanta, M.Si (Anggota). Tujuan penelitian untuk menganalisis kontribusi pertumbuhan ekonomi, inflasi, nilai tukar, suku bunga SBI, harga minyak internasional dan produksi minyak Indonesia terhadap APBN di Indonesia, serta sebaliknya APBN terhadap variabel lainnya. Data diperoleh dari data sekunder yaitu data APBN, pertumbuhan ekonomi, inflasi, nilai tukar, suku bunga SBI, harga minyak internasional dan produksi minyak Indonesia, tahun 1980 2009 (30 observasi). Jumlah observasi didasarkan atas stabilitas lag struktur dalam model penelitian. Model ekonometrika dengan metode Vector Autoregression (VAR), yang diuji menggunakan uji Unit Roots Test, uji Kointegrasi, Impulse Response Function (IRF) dan Variance Desomposition (VD). Output Vector Autoregression (VAR), menunjukkan bahwa ada hubungan antara APBN, pertumbuhan ekonomi, inflasi, nilai tukar, suku bunga SBI, harga minyak internasional dan produksi minyak pada lag t-1. Dari hasil impulse response function diketahui bahwa stabilitas pertama semua variabel berada pada jangka menengah yaitu 5-10 tahun, dalam jangka panjang cenderung stabil, hal tersebut menimbulkan makna bahwa walaupun ada variabel yang jangka pendek tidak memberi kontribusi namun dalam jangka menengah dan jangka panjang akan saling memberi kontribusi satu sama lain. Berdasarkan hasil variance decomposition, bahwa semua asumsi APBN yaitu pertumbuhan ekonomi, inflasi, nilai tukar, suku bunga SBI, harga minyak internasional, dan produksi minyak Indonesia memberi kontribusi APBN, tetapi perkiraan variance yang paling memberi kontribusi APBN adalah harga minyak internasional dan nilai tukar. Sebaliknya, APBN juga mengkontribusi semua asumsi APBN yaitu pertumbuhan ekonomi, inflasi, nilai tukar, suku bunga SBI, harga minyak internasional, dan produksi minyak Indonesia.