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ANALISIS KOINTEGRASI DAN PERAMALAN DAMPAK HARGA MINYAK DUNIA TERHADAP INDIKATOR EKONOMI MAKRO INDONESIA

I Made Rinaldi Prasetya(1*), I Wayan Sukadana(2)
(1) Universitas Udayana
(2) Universitas Udayana
(*) Corresponding Author
DOI : 10.36706/jp.v10i2.21470

Abstract

Penelitian ini menggunakan data bulanan dari 1 Januari 2016 hingga 31 Desember 2022 untuk menganalisis pengaruh harga minyak dunia terhadap tingkat inflasi, kurs, dan IHSG di Indonesia. Metode analisis yang digunakan adalah Vector Autoregressive (VAR) dengan bantuan Eviews 12. Hasil penelitian menunjukkan bahwa dalam jangka panjang, harga minyak dunia mempunyai pengaruh positif yang signifikan terhadap tingkat inflasi di Indonesia. Namun, dalam jangka pendek, pengaruhnya tidak signifikan secara positif terhadap inflasi. Selain itu, harga minyak dunia memiliki pengaruh negatif yang signifikan dalam jangka panjang terhadap nilai kurs rupiah terhadap dolar AS dan level IHSG di Indonesia. Namun, dalam jangka pendek, pengaruhnya tidak signifikan secara negatif terhadap nilai kurs rupiah dan level IHSG.

Keywords


Harga Minyak, Inflasi, Kurs, IHSG, VAR

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