Dampak Perubahan Nilai Tukar terhadap Indeks Harga Konsumen Bahan Makanan di Indonesia

Authors

Siti Suarsih, Departemen Ekonomi dan Managemen, Universitas Islam NusantaraFollow
Noer Azham Achsani, Departemen Ekonomi dan Managemen, Institut Pertanian BogorFollow
Nunung Nuryartono, Departemen Ekonomi dan Managemen, Institut Pertanian BogorFollow

Abstract

The fluctuation in exchange rate Indonesia may have an impact on the price of imported goods both consumer goods (finished goods) and raw materials. The aim of this study is to analyze the impact of exchange rate changes on the Consumer Price Index (CPI) of foods categories and analyze the role of the exchange rate in explaining fluctuations in the CPI of food category in Indonesia. Econometric analysis using vector error correction model, indicates that the greatest degree of pass-through occurs in the consumer price index groups of milk and eggs. Contributions of exchange rate as the result of decomposition of forecasting error variance is largest in the meat category.

Bahasa Abstract

Perubahan nilai tukar dapat berdampak pada harga barang-barang yang diimpor baik barang konsumsi (barang jadi) maupun bahan baku. Penelitian ini bertujuan untuk menganalisis dampak perubahan nilai tukar terhadap Indeks Harga Konsumen (IHK) kelompok bahan makanan dan menganalisis peranan nilai tukar dalam menjelaskan fluktuasi IHK bahan makanan di Indonesia. Analisa ekonometri menggunakan vector error correction model, menunjukkan bahwa derajat pass-through terbesar terjadi pada kelompok indeks harga konsumen susu dan telor. Kontribusi nilai tukar hasil decomposition of forecasting error variance terbesar terjadi pada kelompok daging.

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Recommended Citation

Suarsih, Siti; Achsani, Noer Azham; and Nuryartono, Nunung (2016) "Dampak Perubahan Nilai Tukar terhadap Indeks Harga Konsumen Bahan Makanan di Indonesia," Jurnal Ekonomi dan Pembangunan Indonesia: Vol. 17: No. 1, Article 1.
DOI: 10.21002/jepi.v17i1.01
Available at: https://scholarhub.ui.ac.id/jepi/vol17/iss1/1