JURNAL EKONOMI KUANTITATIF TERAPAN : Studi Kesinambungan Fiskal Pada Variabel Makro Ekonomi Indonesia: Analisis VAR

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...

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Main Author: Adhitya Wardhono, Ciplis Gema Qori’ah, dkk.
Format: Jurnal
Language: Bahasa Indonesia
Published: Prodi Ekonomi Pembangunan, Universitas Udayana 2015
Subjects:
Online Access: http://oaipmh-jogjalib.umy.ac.idkatalog.php?opo=lihatDetilKatalog&id=79066
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recordtype oai_dc
spelling oai:lib.umy.ac.id:790662021-06-16T13:10:24ZJURNAL EKONOMI KUANTITATIF TERAPAN : Studi Kesinambungan Fiskal Pada Variabel Makro Ekonomi Indonesia: Analisis VARAdhitya Wardhono, Ciplis Gema Qori’ah, dkk.Fiscal sustainability Foreign debt VARThis 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.Prodi Ekonomi Pembangunan, Universitas Udayana2015Jurnal113-121ISBN:ISSN 2301-8968EKONOMI KUANTITATIF TERAPAN Tahun Vol. No. 2015 8 2 Bahasa Indonesiahttp://oaipmh-jogjalib.umy.ac.idkatalog.php?opo=lihatDetilKatalog&id=79066
institution Universitas Muhammadiyah Yogyakarta
collection Perpustakaan Yogyakarta
language Bahasa Indonesia
topic Fiscal sustainability Foreign debt VAR
spellingShingle Fiscal sustainability Foreign debt VAR
Adhitya Wardhono, Ciplis Gema Qori’ah, dkk.
JURNAL EKONOMI KUANTITATIF TERAPAN : Studi Kesinambungan Fiskal Pada Variabel Makro Ekonomi Indonesia: Analisis 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.
format Jurnal
author Adhitya Wardhono, Ciplis Gema Qori’ah, dkk.
author_sort Adhitya Wardhono, Ciplis Gema Qori’ah, dkk.
title JURNAL EKONOMI KUANTITATIF TERAPAN : Studi Kesinambungan Fiskal Pada Variabel Makro Ekonomi Indonesia: Analisis VAR
title_short JURNAL EKONOMI KUANTITATIF TERAPAN : Studi Kesinambungan Fiskal Pada Variabel Makro Ekonomi Indonesia: Analisis VAR
title_full JURNAL EKONOMI KUANTITATIF TERAPAN : Studi Kesinambungan Fiskal Pada Variabel Makro Ekonomi Indonesia: Analisis VAR
title_fullStr JURNAL EKONOMI KUANTITATIF TERAPAN : Studi Kesinambungan Fiskal Pada Variabel Makro Ekonomi Indonesia: Analisis VAR
title_full_unstemmed JURNAL EKONOMI KUANTITATIF TERAPAN : Studi Kesinambungan Fiskal Pada Variabel Makro Ekonomi Indonesia: Analisis VAR
title_sort jurnal ekonomi kuantitatif terapan : studi kesinambungan fiskal pada variabel makro ekonomi indonesia: analisis var
physical 113-121
publisher Prodi Ekonomi Pembangunan, Universitas Udayana
publishDate 2015
url http://oaipmh-jogjalib.umy.ac.idkatalog.php?opo=lihatDetilKatalog&id=79066
isbn ISBN:ISSN 2301-8968
callnumber-raw EKONOMI KUANTITATIF TERAPAN Tahun Vol. No. 2015 8 2
callnumber-search EKONOMI KUANTITATIF TERAPAN Tahun Vol. No. 2015 8 2
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score 14.79448