Electronic Theses and Dissertation

Globalisasi perdagangan dunia saat ini menyebabkan berkembangnya sistem perekonomian ke arah yang lebih terbuka antar negara. Pada perkembangan atau pertumbuhan ekonomi sektor pertanian di Indonesia terdapat beragam variabel yang mempengaruhi. Investasi, ekspor dan impor sektor pertanian serta nilai tukar menjadi variabel yang penting dalam pertumbuhan ekonomi Indonesia khususnya sektor pertanian. Untuk itu perlu dilakukan analisis pengaruh dari variabel tersebut dan melihat bagaimana pengaruh shock nya. Penelitian ini bertujuan untuk menguji ekspor, impor dan investasi sektor pertanian serta nilai tukar rupiah terhadap pertumbuhan ekonomi di Indonesia serta menguji pengaruh shock variabel ekspor, impor dan investasi sektor pertanian serta nilai tukar rupiah terhadap pertumbuhan ekonomi di Indonesia. Penelitian ini menggunakan model VAR (Vector Autoregresion) menggunakan lima variable, variabel-variable yang digunakan adalah nilai tukar (RER), ekspor (X), impor (M), investasi (I) dan pertumbuhan ekonomi (GDP). Ditemukan bahwa terdapat hubungan satu arah antara variabel nilai tukar, ekspor dan impor terhadap pertumbuhan ekonomi. Hubungan dua arah terdapat pada variabel nilai tukar mempengaruhi ekspor dan impor. Sedangkan tidak terdapat hubungan yang signifikan pada variabel investasi terhadap pertumbuhan ekonomi. Selain itu juga ditemukan Shock nilai tukar direspon negatif oleh pertumbuhan ekonomi pada awal periode, shock ekspor direspon positif pada awal periode, shock impor direspon positif pada awal periode, sedangkan shock investasi direspon positif oleh pertumbuhan ekonomi pada awal periode hingga periode ke-3.

The current globalization of world trade has led to the development of the economic system in a more open direction between countries. In the economic development or growth of the agricultural sector in Indonesia, there are various influencing variables. Investment, exports and imports in the agricultural sector and the exchange rate are important variables in Indonesia's economic growth, especially the agricultural sector. For this reason, it is necessary to analyze the influence of these variables and see how the shock affects them. This research aims to examine exports, imports and investment in the agricultural sector as well as the rupiah exchange rate on economic growth in Indonesia and to test the influence of shock variables on exports, imports and investment in the agricultural sector and the rupiah exchange rate on economic growth in Indonesia. This research uses a VAR (Vector Autoregression) model using five variables, the variables used are exchange rate (RER), exports (X), imports (M), investment (I) and economic growth (GDP). It was found that there is a one-way relationship between the exchange rate, export and import variables on economic growth. There is a two-way relationship in the exchange rate variable affecting exports and imports. Meanwhile, there is no significant relationship between investment variables and economic growth. Apart from that, it was also found that exchange rate shocks responded negatively to economic growth at the beginning of the period, export shocks responded positively at the beginning of the period, import shocks responded positively at the beginning of the period, while investment shocks responded positively to economic growth at the beginning of the period up to the 3rd period.