KOINTEGRASI EKSPOR IMPOR INDONESIA, 1970 - 2013

Azis Muslim

doi:10.30908/bilp.v8i2.88

Azis Muslim Kementerian Perdagangan

DOI: https://doi.org/10.30908/bilp.v8i2.88

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Keywords: Ekspor, Impor, Neraca Perdagangan, Kointegrasi, export, import, Trade Balance, Cointegration

Abstract

Penelitian ini bertujuan untuk mengetahui apakah terdapat kointegrasi antara ekspor dan impor di Indonesia. Metode yang digunakan dalam penelitian ini adalah Uji Kointegrasi Gregory-Hansen dengan pertimbangan adanya structural break berdasarkan pada data tahunan ekspor impor Indonesia dari tahun 1970 sampai dengan 2013. Hasil penelitian memperlihatkan bahwa tidak terjadi kointegrasi antara ekspor dan impor. Hal ini berarti bahwa Indonesia menghadapi masalah neraca pembayaran, serta defisit perdagangan yang terjadi bukan merupakan fenomena jangka pendek.

This research aims to investigate empirically the existence of Indonesian export import cointegration. This Research used the Gregory-Hansen cointegration analysis due to structural break based on Indonesia Export import annual data (period of 1970-2013 ). The results showed that there is no-cointegration of Indonesia export and import which means that Indonesia is facing international budget constraint and trade deficit isn’t a short term phenomenon.

Author Biography

Azis Muslim, Kementerian Perdagangan

Pusat Kebijakan Perdagangan Luar Negeri, Badan Pengkajian dan Pengembangan Kebijakan Perdagangan

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