Electronic Theses and Dissertation
Universitas Syiah Kuala
SKRIPSI
THE IMPACT OF GLOBAL UNCERTAINTY ON THE STABILITYRNOF THE RUPIAH EXCHANGE RATE
Pengarang
NOVI RAHMAWATI - Personal Name;
Dosen Pembimbing
Sartiyah - 196610091992032002 - Dosen Pembimbing I
Muhammad Nasir - 197411112003121002 - Dosen Pembimbing II
Nazamuddin - 196104161987031002 - Penguji
Cut Risya Varlitya - 198404262015042002 - Penguji
Nomor Pokok Mahasiswa
2201101010021
Fakultas & Prodi
Fakultas Ekonomi dan Bisnis / Ekonomi Pembangunan (S1) / PDDIKTI : 60201
Subject
Kata Kunci
Penerbit
Banda Aceh : Fakultas Ekonomi dan Bisnis., 2026
Bahasa
No Classification
-
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ABSTRACT This research analyzes the impact of global uncertainty on rupiah exchange rate stability over the period January 2014–December 2024 using the Autoregressive Distributed Lag (ARDL) model. Rupiah exchange rate volatility, measured by the rolling window standard deviation of log returns, serves as the dependent variable, while the independent variables are the Global Economic Uncertainty (GEU) index, the trade balance, foreign exchange reserves, and portfolio capital flows, with world oil prices as a control variable. The results show that GEU has a significant positive effect on rupiah volatility in the long run but not in the short run; the trade balance and portfolio capital flows show no significant effect; foreign exchange reserves are the most dominant variable, with a significant negative long-run effect; while world oil prices have a significant negative effect only in the short run. The ARDL model proves valid, stable, and robust (R² = 0.9044), with the cointegration test confirming a long-run relationship among the variables. Keywords: Rupiah exchange rate stability, Global Uncertainty, Trade Balance, Foreign Exchange Reserve, portfolio capital flows, Global Oil Prices, ARDL Approach.
DETERMINAN NILAI TUKAR RUPIAH DITINJAU DARI TINGKAT KETERBUKAAN EKONOMI (Munazir, 2019)
INDONESIAN MIGRANT WORKERS' REMITTANCES ANDRNEXCHANGE RATES (CUT MEVIANTIRA NANDA, 2022)
PERGERAKAN NILAI TUKAR RUPIAH TERHADAP EKSPOR DAN IMPOR INDONESIA (FITRI ARDIYA GARINI, 2019)
ANALISIS INVESTASI LANGSUNG DI INDONESIA (Maya Malisa, 2016)
FAKTOR - FAKTOR YANG MEMPENGARUHI EKSPOR UDANG INDONESIA KE JEPANG (Ade Surya Mandira, 2015)