Analisis Struktural Perdagangan di Indonesia: Pendekatan Bayesian VAR
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Published:
Jul 2, 2024
Keywords:
Perdagangan internasional, Bayesian VAR, Belanja Pemerintah
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Abstract
This research aims to determine the response of central government expenditure, government debt, government capital expenditure, population growth to international trade. The dependent variable in this research is the international trade variable and the independent variables include government debt, central government spending, government capital spending and population growth. The data in this research includes time series data in the form of percentages from 1971-2020 which were analyzed using the VAR (Vector Autoregressive) method. The results of this research are that all variables have a significant and positive response to international trade shocks. Based on the variance decomposition test, all variables contribute to international trade and have an increasing contribution until the final period. This is shown by the S.E value in period one of 12,242 and increasing in period ten of 27,282. Then the state debt variable has a high contribution to international trade and is continued with the government spending, capital learning and population growth variables.
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Fadlilah, A. A., & Kurniawan, M. L. A. (2024). Analisis Struktural Perdagangan di Indonesia: Pendekatan Bayesian VAR. Cendekia Niaga, 8(1), 1-12. https://doi.org/10.52391/jcn.v8i1.875
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Yang, Y., & Liu, W. (2024). Free trade agreements and domestic value added in exports: An analysis from the network perspective. Economic Modelling, 132.
Yunianto, D. (2021). Analisis pertumbuhan dan kepadatan penduduk terhadap pertumbuhan ekonomi. Forum Ekonomi, 23(4), 687–689.
Zatira, D., Sari, T., & Apriani, M. (2021). Perdagangan Internasional terhadap Pertumbuhan Ekonomi Indonesia. JEQU (Jurnal Ekonomi-QU), 11(1).
Azwar. (2020). Peran Alokatif Pemerintah melalui Pengadaan Barang dan Jasa. Kajian Ekonomi Keuangan, 20(2).
Chan, J. C. C. (2023). Comparing stochastic volatility specifications for large Bayesian VARs. Journal of Econometrics, 235(1), 1419-1446.
BELGUITH, S. O., & OMRANE, H. (2017). Macroeconomic determinants of public debt growth: A case study for Tunisia. Theoretical and Applied Economics, XXIV(4(613)), 161–168.
Chen, H. C. (2001). Taiwan’s exports and trade imbalance against US and Japan: An empirical analysis. Applied Economics, 33(10), 1283–1287.
Choudhri, E., & Hakura, D. (2000). International Trade and Productivity Growth Exploring the Sectoral Effects for Developing Countries. 2000(017).
Dedi Junaedi. (2018). Hubungan Antara Utang Luar Negeri dengan Perekonomian dan Kemiskinan: Komparasi Antar Rezim Pemerintahan. Jurnal BPPK Kementerian Keuangan.
Destri Sambara Sitorus. (2021). Perang Dagang Amerika Serikat dan Tiongkok: Bagaimana Dampaknya Bagi Perekonomian Indonesia Tahun 2017 - 2020? Jurnal Pendidikan Ekonomi Undiksha, 13(1), 187–196.
Dollar, D. (2001). Is globalization good for your health? Bulletin of the World Health Organization, 79(9), 827–833.
Erceg, C., Guerrieri, L., & Gust, C. (2005). Expansionary Fiscal Shocks and the U.S. Trade Deficit. International Finance, 8, 363–397.
Felbermayr, G., Prat, J., & Schmerer, H.-J. (2011). Trade and unemployment: What do the data say? European Economic Review, 55(6), 741–758.
Ferrero, A. (2010). A Structural Decomposition of the U.S. Trade Balance: Productivity, Demographics, and Fiscal Policy. Journal of Monetary Economics, 57, 478–490.
Fitriana, E. (2019). Analisis Pengaruh Perdagangan Internasional terhadap Pertumbuhan Ekonomi Indonesia. Jurnal Riset Bisnis Dan Manajemen, IX(1).
Fortuna, M., Muljaningsih, S., & Kiki, A. (2021). Analisis Pengaruh Ekspor, Nilai Tukar Rupiah, dan Utang Luar Negeri Terhadap Cadangan Devisa Indonesia. Jurnal Equilibrrium, 10(2), 113–120.
Goodhart, & Manoj Pradhan. (2022). The Great Demographics Reversal, Ageing Societies, Waning Inequality, and Inflation Revival. The International Trade Journal, 36(197).
Gu, G. W. (2021). Sovereign default, trade, and terms of trade. Macroeconomic Dynamics, 25(6), 1346–1380.
Hannula. (2002). Total Productivity Measurement Based on Partial Productivity Rations. International Journal Production Economics, 78, 57–67.
Hasoloan, J. (2013). Peranan Perdagangan Internasional dalam Produktifitas dan Perekonomian. Edunomic, Jurnal Ilmiah Pendidikan Ekonomi, 1(2), 102–112.
He, C., Li, C., & Lin, C. (2019). Trade imbalance and the endogenous optimal tariff. Applied Economics, 51(10), 1040–1051.
Herzer, D. (2017). The long-run relationship between trade and population health: Evidence from five decades. World Economy, 40(2), 462–487.
Kim, M. H. (2014). The U.S.–China Trade Deficit. The International Trade, 28, 65–83.
Mendoza, E., Quadrini, V., & Rios-Rull, V. (2009). Financial Integration, Financial Developmant and Global Imbalances . Journal of Political Economy, 117, 371–416.
Mukhlisani Neny. (2008). Pendekatan Metode Structural Equation Modeling Untuk Analisa Faktor Yang Mempengaruhi Kesehatan , Dan Lingkungan Kerja Di Pt Barata Idonesia (Persero)-Gresik (Wigjosoebroto Sritomo, Ed.). Prosiding Seminar Nasional Manajemen Teknologi VIII.
Nurlina, & Zurjani. (2018). Dampak Kenijakan Fiskal dan Moneter dalam Perekonomian Indonesia. Jurnal Samudra Ekonomika, 2(2).
Okafor, L. E. (2020). Exports, imported inputs, two-way trade, and productivity: The role of absorptive capacity. International Trade Journal, 1–26.
Palamuleni, M. L. (2017). Trade openness and life expectancy nexus in less-developed countries. International Journal of Trade and Global Markets, 10(4), 290–302.
Putra, R. A., & Kurniawan, M. L. A. (2021). Money demand analysis in Indonesia. Jurnal Riset Ekonomi Pembangunan (REP), 6(1), 84-94.
Purba, B., Ramadhana, F., Damanik, D., & Ginting, M. (2021). Ekonomi Demografi (R. Watruanthos, Ed.; 1st ed.). Yayasan Kita Menulis.
Radeetha. (2021). ANALISIS PENGARUH REALISASI PAJAK TERHADAP BELANJA LANGSUNG (Studi Kasus pada 38 Kabupaten/Kota di Provinsi Jawa Timur Tahun 2013-2019). Jurnal Ilmial Mahasiswa FEB Universitas Brawijaya, 9(2).
Rafikhalif, D., & Nirmalawati, D. (2021). Analisis pengaruh utang luar negeri pemerintah terhadap pertumbuhan ekonomi Indonesia (periode 1980-2019). Ecosains Jurnal Ilmiah Ekonomi Dan Pembangunan, 10(1), 1–9.
Rusydiana, S. (2009). Hubungan Antara Perdagangan Internasional, Pertumbuhan Ekonomi dan Perkembangan Industri Keuangan Syariah di Indonesia. TAZKIA: Islamics Finance and Bussiness Review, 4(1).
Sabaruddin, S. (2015). Dampak Perdagangan Internasional Indonesia terhadap Kesejahteraan Masyarakat-Aplikasi Structural Path Analysis. Buletin Ekonomi Moneter Dan Perbankan, 17(4).
Schorfheidede, Frank, & Marco Del Negro. (2011). The Oxford Handbook of Bayesian Econometrics (Geweke J, Koop G, & van Dijk H, Eds.). Oxford: Oxford University Press.
Sedgley, N. (2023). Trade, competition and innovation. Applied Economics, 55(44), 5189–5201.
Sobri. (2011). Ekonomi Internasional: Teori Masalah dan Kebijaksanaannya. BFEUI.
Supardjan, E., Mintarti, S., & Amalia, S. (2018). Pengaruh belanja pemerintah terhadap pertumbuhan ekonomi dan pembangunan manusia Kabupaten Berau. JIEM Jurnal Ilmu Ekonomi Mulawarman, 3(1).
Sutrisno. (2019). Masalah dan strategi mengatasi defisit neraca perdagangan Indonesia. Jurnal Ekonomi, 21(3), 268–277.
Tambunan, T. (2018). Perekonomian Indonesia 1965-2018 (Yopie, Ed.; 1st ed.). Ghalia Indonesia.
Wignjosoebroto. (1995). Ergonomi, Studi Gerak Dan Waktu. Teknik Analisis Untuk Peningkatan Produktivitas kerja, Edisi Pertama. PT. Guna Widya.
Wulandari, L., & Zuhri, S. (2019). Pengaruh Perdagangan Internasional dan Investasi terhdap Pertumbuhan Ekonomi Indonesia pada Tahun 2007-2017. Jurnal REP(Riset Ekonomi Pembangunan, 4(2).
Wulandari, S., Lubis, A. S., Universitas, F. E., Nusantara, M., & Washliyah, A. (2019). Analisis Perkembangan Ekspor Impor Barang Ekonomi di Provinsi Sumatera Utara. Jurnal Administrasi Bisnis, 8(1), 31–36.
Yang, Y., & Liu, W. (2024). Free trade agreements and domestic value added in exports: An analysis from the network perspective. Economic Modelling, 132.
Yunianto, D. (2021). Analisis pertumbuhan dan kepadatan penduduk terhadap pertumbuhan ekonomi. Forum Ekonomi, 23(4), 687–689.
Zatira, D., Sari, T., & Apriani, M. (2021). Perdagangan Internasional terhadap Pertumbuhan Ekonomi Indonesia. JEQU (Jurnal Ekonomi-QU), 11(1).