ANALISIS PENGARUH FAKTOR FUNDAMENTAL TERHADAP NILAI TUKAR RIIL INDONESIA

Rayssa Az Zahra Rionanda, . (2026) ANALISIS PENGARUH FAKTOR FUNDAMENTAL TERHADAP NILAI TUKAR RIIL INDONESIA. Skripsi thesis, Universitas Pembangunan Nasional Veteran Jakarta.

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Abstract

This study aims to analyze the impact of fundamental economic factors on Indonesia’s real effective exchange rate (REER) using quarterly data for the period 2008–2024, considering the important role of real exchange rate stability in maintaining external competitiveness and macroeconomic stability in an open economy such as Indonesia. The background of this study is motivated by the fact that substantial fluctuations in global commodity prices and domestic economic dynamics have not been accompanied by consistent empirical evidence regarding the effects of world crude oil prices, export volume, import volume, and real GDP on movements in the REER. Therefore, this research focuses on examining how these fundamental variables influence the REER in both the short run and the long run. The research method employs unit root tests, bounds testing for cointegration, and error correction estimation using the Autoregressive Distributed Lag (ARDL) approach. The empirical results indicate the existence of a cointegration relationship among the variables. In the short run, import volume and real GDP significantly affect the REER, whereas world crude oil prices and export volume do not show significant effects in either the short run or the long run. Overall, the findings suggest that movements in Indonesia’s REER are more strongly driven by short-run domestic economic dynamics, implying that macroeconomic stabilization policies play a crucial role in maintaining real exchange rate stability.

Item Type:	Thesis (Skripsi)
Additional Information:	Valid
Uncontrolled Keywords:	Real Effective Exchange Rate, Macroeconomic Fundamentals, Indonesia, ARDL, Quaterly Data
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:	RAYSSA AZ ZAHRA RIONANDA
Date Deposited:	31 Mar 2026 10:39
Last Modified:	31 Mar 2026 10:39
URI:	http://repository.upnvj.ac.id/id/eprint/42372

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