Convergence : The Journal of Economic Development
Vol. 1 No. 1 (2019)

NILAI TUKAR RUPIAH DAN NET EKSPOR INDONESIA 2000 – 2017 (GRANGER CAUSALITY TEST)

Try Beta Anggraini (Jurusan Ekonomi Pembangunan Fakultas Ekonomi dan Bisnis Universitas Bengkulu)
Yefriza Yefriza (Jurusan Ekonomi Pembangunan Fakultas Ekonomi dan Bisnis Universitas Bengkulu)



Article Info

Publish Date
31 Mar 2020

Abstract

The aims of this research is to find out the relationship of rupiah exchange rate and net export Indonesia. This research covers the periode for 2000.Q1-2017.Q4, used secondary data which were analyzed using Granger Causality Test and Augmented Dickey Fuller (ADF) and existing data processed by using computer program of Eviews 9.0. The stationary properties of the time series data are examined by using Augmented Dickey-Fuller (ADF) test. Granger Causality test is applied to find out long-run relationship along with causality among the variables. The result of the data analysis show that there is no causality between rupiah exchange rate and net xport. Granger Causality test showed that there is unidirectional causality between net export to rupiah exchange rate. It is mean that net export  effect rupiah exchange rate, but rupiah exchange rate does not effect net export. Keywords: Causality, Net Export, Exchange Rate

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Journal Info

Abbrev

convergence-jep

Publisher

Subject

Economics, Econometrics & Finance Environmental Science Social Sciences

Description

Convergence: The Journal of Economic Development is focused on publishing research articles in the field of economics, both theoretically and empirically covering development economics, macroeconomics, microeconomics, industrial economics, public economics, monetary economics, natural resource ...