Divany Amelia Putri, . (2026) TRANSMISI GUNCANGAN GLOBAL TERHADAP NILAI TUKAR: PERAN KEBIJAKAN MONETER DAN INTERVENSI DEVISA. Skripsi thesis, Universitas Pembangunan Nasional Veteran Jakarta.
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Abstract
This study examines the transmission of global monetary policy shocks to the Indonesian Rupiah, focusing on the Federal Funds Rate and US Treasury Yields as external channels, and the BI Rate and foreign exchange reserves as domestic mitigation instruments. Using monthly data (2015–2025) and an ARDL approach with HAC-robust errors, results show the Federal Funds Rate has a significant delayed pass-through effect, while US Treasury Yields and the BI Rate show no significant partial effect. Foreign exchange reserves are the most dominant stabilizer (coefficient -0.2511, p < 0.001) and Granger-cause the exchange rate. No long-run cointegration is found, limiting analysis to the short run. The model shows strong explanatory power (R² = 0.9621).
| Item Type: | Thesis (Skripsi) |
|---|---|
| Additional Information: | [No.Panggil: 2210115078] [Pembimbing: Aswin Rivai] [Penguji 1: Renea Shinta] [Penguji 2: Khusnul Khatimah] |
| Uncontrolled Keywords: | Exchange Rate, Fed Rate, US Treasury Yields, BI Rate, Foreign Reserves |
| Subjects: | H Social Sciences > HA Statistics H Social Sciences > HB Economic Theory |
| Divisions: | Fakultas Ekonomi dan Bisnis > Program Studi Ekonomi Pembangunan (S1) |
| Depositing User: | DIVANY AMELIA PUTRI |
| Date Deposited: | 30 Jul 2026 08:59 |
| Last Modified: | 07 Sep 2026 06:50 |
| URI: | http://repository.upnvj.ac.id/id/eprint/51836 |
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