Respon Ekspor Terhadap Nilai Tukar, Pdbdan Impor Indonesia (Suatu Pendekatan Vector Error Correction Model)

Abstract

This study examines the response of Indonesian export on export, import and GDP (A Model Approach Vector Auto regressive). Vector Error Correction Model has been used as a tool analysis. Three variables are estimated to affect exports. Those variabels are GDP, export and import. The result shows that variable transmission process in Indonesia was not fully run in accordance with the theory. Variable pf GDP is the only one that has significant effect on export.Meanwhile variable exchange rate and the value of imports did not have a good relationship in the long term and short term. In contrast GDP actually affects exports in the long run. Based on simulation results, the GDP last year will boost the export in yhr next year period. Keywords :Unit root test, Stationary test, Vector Error Correction Model, and macroeconomic variabels