2008 - 2018年印尼外汇储备的决定因素分析

Proceedings of the International Conference on Strategic Issues of Economics, Business and, Education (ICoSIEBE 2020) Pub Date : 2021-02-22 DOI:10.2991/AEBMR.K.210220.010

A. L. M. Indriany, MA Dijirimu, Haerul Anam, Yunus Sading, Ika Rafika

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引用次数: 0

摘要

本研究旨在分析出口、进口、印尼盾/美元汇率、外国直接投资、外债和通货膨胀对2008 - 2018年印尼外汇储备的影响。本研究采用ARCH/GARCH方法，选择GARCH模型(2.1)，采用平稳性检验、协整检验、统计检验。结果表明，出口、外商直接投资和外债对印尼外汇储备有显著的正向影响。而进口对外汇储备的影响为负且不显著，汇率对外汇储备的影响为负且显著，通货膨胀对外汇储备的影响为负且不显著。

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The Determinant Analysis of the Indonesia’s Foreign Exchange Reserves in 2008 – 2018

This study aims to analyze the effect of exports, imports, rupiah/US Dollar exchange rates, direct foreign investment, foreign debt and inflation on the Indonesia’s foreign exchange reserves in 2008 – 2018. The method used in this study is the ARCH/GARCH, with the GARCH model (2.1) selected, stationary tests, co-integration tests, statistical tests. The results show exports, foreign direct investment, and foreign debt have a significant positive effect on Indonesia's foreign exchange reserves. However, imports have a negative and insignificant effect, while the exchange rates negatively and significantly effect and inflation has an insignificant negative effect on foreign exchange reserves.

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Proceedings of the International Conference on Strategic Issues of Economics, Business and, Education (ICoSIEBE 2020)

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