Analisis Hubungan Ketidakseimbangan Fiskal dan Tingkat Investasi terhadap Transaksi Berjalan di Indonesia, Periode 2000 Kuartal Pertama � 2012 Kuartal Kedua
The aim of this study is to empirically examine the Twin Deficit Hypothesis and Feldstein-Horioka Hypothesis in Indonesia for the period 2000 quarter 1 until 2012 quarter 2. Bound Testing is applied to examine the cointegration relationship within model. The cointegration results show that fiscal im...
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Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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author | , ANISHA WIRASTI C , Tri Widodo, Prof.,M.Ec.Dev., Ph.D. |
author_facet | , ANISHA WIRASTI C , Tri Widodo, Prof.,M.Ec.Dev., Ph.D. |
author_sort | , ANISHA WIRASTI C |
collection | UGM |
description | The aim of this study is to empirically examine the Twin Deficit Hypothesis and Feldstein-Horioka Hypothesis in Indonesia for the period 2000 quarter 1 until 2012 quarter 2. Bound Testing is applied to examine the cointegration relationship within model. The cointegration results show that fiscal imbalances and investment have a long run relationship on current account imbalances. Researcher applies Autoregressive Distributed Lag (ARDL) approach to estimate the long run relationship within model and applies Autoregressive Distributed Lag-Error Correction Model (ARDL-ECM) approach to estimate short run relationship within model. The estimation results show that the fiscal imbalances have a positive impact on the current account imbalances in Indonesia and investments have a negative impact on the current account. The value of investment coefficient is near to zero. Those results indicate that Twin Deficit Hypothesis and Feldstein-Horioka Hypothesis hold in Indonesia. |
first_indexed | 2024-03-13T22:51:23Z |
format | Thesis |
id | oai:generic.eprints.org:119986 |
institution | Universiti Gadjah Mada |
last_indexed | 2024-03-13T22:51:23Z |
publishDate | 2013 |
publisher | [Yogyakarta] : Universitas Gadjah Mada |
record_format | dspace |
spelling | oai:generic.eprints.org:1199862016-03-04T08:23:14Z https://repository.ugm.ac.id/119986/ Analisis Hubungan Ketidakseimbangan Fiskal dan Tingkat Investasi terhadap Transaksi Berjalan di Indonesia, Periode 2000 Kuartal Pertama � 2012 Kuartal Kedua , ANISHA WIRASTI C , Tri Widodo, Prof.,M.Ec.Dev., Ph.D. ETD The aim of this study is to empirically examine the Twin Deficit Hypothesis and Feldstein-Horioka Hypothesis in Indonesia for the period 2000 quarter 1 until 2012 quarter 2. Bound Testing is applied to examine the cointegration relationship within model. The cointegration results show that fiscal imbalances and investment have a long run relationship on current account imbalances. Researcher applies Autoregressive Distributed Lag (ARDL) approach to estimate the long run relationship within model and applies Autoregressive Distributed Lag-Error Correction Model (ARDL-ECM) approach to estimate short run relationship within model. The estimation results show that the fiscal imbalances have a positive impact on the current account imbalances in Indonesia and investments have a negative impact on the current account. The value of investment coefficient is near to zero. Those results indicate that Twin Deficit Hypothesis and Feldstein-Horioka Hypothesis hold in Indonesia. [Yogyakarta] : Universitas Gadjah Mada 2013 Thesis NonPeerReviewed , ANISHA WIRASTI C and , Tri Widodo, Prof.,M.Ec.Dev., Ph.D. (2013) Analisis Hubungan Ketidakseimbangan Fiskal dan Tingkat Investasi terhadap Transaksi Berjalan di Indonesia, Periode 2000 Kuartal Pertama � 2012 Kuartal Kedua. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=59993 |
spellingShingle | ETD , ANISHA WIRASTI C , Tri Widodo, Prof.,M.Ec.Dev., Ph.D. Analisis Hubungan Ketidakseimbangan Fiskal dan Tingkat Investasi terhadap Transaksi Berjalan di Indonesia, Periode 2000 Kuartal Pertama � 2012 Kuartal Kedua |
title | Analisis Hubungan Ketidakseimbangan Fiskal dan Tingkat Investasi terhadap Transaksi Berjalan di Indonesia,
Periode 2000 Kuartal Pertama � 2012 Kuartal Kedua |
title_full | Analisis Hubungan Ketidakseimbangan Fiskal dan Tingkat Investasi terhadap Transaksi Berjalan di Indonesia,
Periode 2000 Kuartal Pertama � 2012 Kuartal Kedua |
title_fullStr | Analisis Hubungan Ketidakseimbangan Fiskal dan Tingkat Investasi terhadap Transaksi Berjalan di Indonesia,
Periode 2000 Kuartal Pertama � 2012 Kuartal Kedua |
title_full_unstemmed | Analisis Hubungan Ketidakseimbangan Fiskal dan Tingkat Investasi terhadap Transaksi Berjalan di Indonesia,
Periode 2000 Kuartal Pertama � 2012 Kuartal Kedua |
title_short | Analisis Hubungan Ketidakseimbangan Fiskal dan Tingkat Investasi terhadap Transaksi Berjalan di Indonesia,
Periode 2000 Kuartal Pertama � 2012 Kuartal Kedua |
title_sort | analisis hubungan ketidakseimbangan fiskal dan tingkat investasi terhadap transaksi berjalan di indonesia periode 2000 kuartal pertama a�� 2012 kuartal kedua |
topic | ETD |
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