Naufal Rahman Pujo Handoko, . (2026) PENGARUH DINAMIKA MAKROEKONOMI TERHADAP INFLASI DI INDONESIA PERIODE 2010–2024 PENDEKATAN VECTOR ERROR CORRECTION MODEL (VECM). Skripsi thesis, Universitas Pembangunan Nasional Veteran Jakarta.
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Abstract
This study aims to analyze the effects of world crude oil prices, the Rupiah exchange rate, and interest rates on inflation in Indonesia during the 2010–2024 period. Inflation is an important indicator of macroeconomic stability influenced by various domestic and external factors. Fluctuations in crude oil prices, changes in exchange rates, and interest rate policies often create pressure on the general price level, thereby affecting purchasing power and national economic stability. This study employs monthly time-series data from January 2010 to December 2024 obtained from Bank Indonesia, Statistics Indonesia (BPS), and the Federal Reserve Economic Data (FRED). The analytical method used is the Vector Error Correction Model (VECM) to identify both short-run and long-run relationships among variables after conducting stationarity tests, optimal lag selection, and cointegration tests. The results indicate the existence of a cointegration relationship among crude oil prices, exchange rates, interest rates, and inflation. In the long run, crude oil prices and exchange rates have a positive effect on inflation, while interest rates have a negative effect on inflation. In the short run, inflation responds differently to changes in each variable. These findings suggest that inflation control requires coordination between monetary policy and external factor stabilization to maintain price stability and support sustainable economic growth in Indonesia.
| Item Type: | Thesis (Skripsi) |
|---|---|
| Additional Information: | [No.Panggil: 2210115020] [Pembimbing: Viyolanda Azrimultiya] [Penguji 1: Raden Parianom] [Penguji 2: Fachru Nofrian] |
| Uncontrolled Keywords: | Inflation, Crude Oil Prices, Exchange Rate, Interest Rate, VECM. |
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HC Economic History and Conditions |
| Divisions: | Fakultas Ekonomi dan Bisnis > Program Studi Ekonomi Pembangunan (S1) |
| Depositing User: | NAUFAL RAHMAN PUJO HANDOKO |
| Date Deposited: | 04 Sep 2026 07:36 |
| Last Modified: | 04 Sep 2026 07:36 |
| URI: | http://repository.upnvj.ac.id/id/eprint/51853 |
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