Hubungan Kausalitas antara Nilai Tukar, Produk Domestik Bruto dan Ekspor di Indonesia

Authors

  • Nurhaliza Universitas Islam Negeri Ar-Raniry
  • Khairul Amri Universitas Islam Negeri Ar-Raniry

DOI:

https://doi.org/10.35870/jemensri.v8i3.3046

Keywords:

Exchange Rate, GDP, Exports, VECM, Granger Causality Test

Abstract

This research aims to analyze the causal relationship between the exchange rate, GDP and exports both in the short and long term. The research target is time series data from exchange rate, GDP and Indonesian export variables. This research uses the Vector Error Correction Model (VECM) analysis method. The results of this research are that there is a unidirectional causal relationship between GDP and the exchange rate, and also between the exchange rate and exports. However, there is no causal relationship between exports and GDP, or vice versa. In the long term, the exchange rate has a significant negative impact on exports. Meanwhile, in the short term, exports have a negative and significant effect on the exchange rate and GDP. Apart from exports, GDP is also significantly influenced by the exchange.

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Author Biographies

  • Nurhaliza, Universitas Islam Negeri Ar-Raniry

    Program Studi Ekonomi Syariah, Fakultas Ekonomi dan Bisnis Islam, Universitas Islam Negeri Ar-Raniry, Kota Banda Aceh, Provinsi Aceh, Indonesia.

  • Khairul Amri, Universitas Islam Negeri Ar-Raniry

    Program Studi Ekonomi Syariah, Fakultas Ekonomi dan Bisnis Islam, Universitas Islam Negeri Ar-Raniry, Kota Banda Aceh, Provinsi Aceh, Indonesia.

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Published

2023-12-30

Issue

Vol. 8 No. 3 (2023): DESEMBER 2023

Section

Articles

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How to Cite

Nurhaliza, & Amri, K. (2023). Hubungan Kausalitas antara Nilai Tukar, Produk Domestik Bruto dan Ekspor di Indonesia. Jurnal Ekonomi Manajemen Dan Sekretari, 8(3), 145-157. https://doi.org/10.35870/jemensri.v8i3.3046

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