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Studi Kesinambungan Fiskal Pada Variabel Makro Ekonomi Indonesia: Analisis VAR

Jurnal Ekonomi Kuantitatif Terapan

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Field Value
 
Title Studi Kesinambungan Fiskal Pada Variabel Makro Ekonomi Indonesia: Analisis VAR
 
Creator Wardhono, Adhitya
Gema Qori’ah, Ciplis
Ayu Wulandari, Christina Dwi
 
Subject fiscal sustainability; foreign debt; VAR
 
Description This research was identify determine the fiscal structure formation and the impact of foreign debt on fiscal sustainabilityin Indonesia. The model is described by a variable fiscal sustainability of foreign debt and fiscal macro variables as independent variables. Empirically, this model using time series data in the form of quarterly data began in 2004.I - 2012.IV, the focus of this study using two methods of analysis: descriptive narrative qualitative analysis and causal analysis using VAR (Vector Auto Regressive). The results of this study demonstrated through two tests of hypotheses, which test the IR (Impulse Response) and VD (Variance Decomposition). IR estimation results indicate that there are  reciprocal relationship among SBI, foreign debt and oil price. The VD test indicate that SBI, inflation and oil price are more dominant in influencing fiscal sustainability in Indonesia.
 
Publisher Universitas Udayana
 
Date 2015-11-04
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier https://ojs.unud.ac.id/index.php/jekt/article/view/16506
10.24843/JEKT.2015.v08.i02.p01
 
Source Jurnal Ekonomi Kuantitatif Terapan; 2015: Vol. 8, No. 2, Agustus 2015 (pp. 113-216)
2303-0186
2301-8968
 
Language eng
 
Relation https://ojs.unud.ac.id/index.php/jekt/article/view/16506/10802