AUTOREGRESSIVE DISTRIBUTED LAG MODELING OF THE EFFECT MACROECONOMIC VARIABLES ON EXPORT GROWTH (Case Study: Indonesia)

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dc.contributor.authorAmaliawiati, Lia
dc.contributor.authorNursjanti, Farida
dc.date.accessioned2021-02-06T03:08:19Z
dc.date.available2021-02-06T03:08:19Z
dc.date.issued2020
dc.description.abstractThe purpose of this study is to analyze the short-term influence of macroeconomic variables on the growth of Indonesian exports and to find out how the growth of exports reacts to changes in the value of macroeconomic variables. The export price index, exchange rate, economic growth, inflation and the interest rate are the macroeconomic variables referred to. This research uses data from the time series 1999-2019. The use of the autoregressive distributed lag model shows that the export price index (lag -2) with a negative direction and the interest rate (lag -2) with a positive direction are the macro variables that influence export growth in the short run. In the long run, with a positive directional response to the interest rate and a negative response to the exchange rate, the interest rate and exchange rate variables are the variables that respond most to export growth.en_US
dc.identifier.issn0038-111X
dc.identifier.urihttp://repository.widyatama.ac.id/xmlui/handle/123456789/12120
dc.language.isoenen_US
dc.publisherSolid State Technology Volume: 63 Issue: 3en_US
dc.subjectExport Growthen_US
dc.subjectMacroeconomic Variablesen_US
dc.subjectAutoregressive Distributed Lagen_US
dc.titleAUTOREGRESSIVE DISTRIBUTED LAG MODELING OF THE EFFECT MACROECONOMIC VARIABLES ON EXPORT GROWTH (Case Study: Indonesia)en_US
dc.typeArticleen_US
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