MODEL KOREKSI KESALAHAN UNTUK PERMINTAAN IMPOR BAHAN DAKAR MINYAK DI INDONESIA
Insukindro Insukindro(1*)
(1) Fakultas Ekonomi, UGM
(*) Corresponding Author
Abstract
Bukanlah suatu rahasia lagi bahwa model ekonometrik dinamik merupakan
salah satu pendekatan penting dalam analisis ekonomi. Hal ini karena
sebagian besar analisis ekonomi berkaitan erat dengan analisis runtunan waktu
(time series) yang sering diujudkan oleh hubungan antara perubahan suatu besaran
ekonomi dan kebijakan ekonomi di suatu saat dan pengaruhnya terhadap gejala
dan perilaku ekonomi di saat yang lain. Hubungan semacam ini telah banyak
dicoba untuk dirumuskan dalam model linier dinamik, namun tidak dapat
dipungkiri bahwa sampai saat ini belum terdapat kesepakatan mengenai model
dinamik mana yang paling cocok untuk suatu analisis ekonomi. Kelangkaan akan
adanya kesepakatan tersebut dikarenakan adanya banyak faktor yang berpengaruh
dalam pembentukan model itu, misalnya: pengaruh faktor kelembagaan, peranan
penguasa ekonomi dan pandangan si pembuat model mengenai gejala dan situasi
ekonomi yang menjadi pusat perhatiannya (Barten, 1981; De Grauwe, 1983 dan
Cuthbert-son, 1988).
Full Text:
PDFReferences
Amemiya, T. (1985), Advanced Econometrics, Basil Blackwell Ltd. Barten, A.P. (1981), Methodological Aspects of Macroeconomic Model Construction, Cabay Leuven. Calomiris, C.W and I. Domowitz (1989), "Asset Substitution, Money Demand, and the Inflation Process in Brazil", Journal of Money, Credit, and Banking, 21, hal. 78-89. Cutbertson, K. (1986), "Price Expectations and Lags in the Demand for Money", Scottish Journal of Political Economy, 33, hal. 334-354. ________ (1988), "The Demand for Ml: a Forward Looking Buffer Stock Model", Oxford Economic Papers, hal. 110-131. Davidson, J.E.H, D.F. Hendry, F. Seba, and S. Yeo, (1978) "Econometric Modelling of the Aggregate Time-Series Relationship between Consumer's Expenditure and Income in the United Kingdom", The Economic Journal, 88, hal. 661-692. De Grauwe, P. (1983), Macroeconomic Theory for the Open Economy, Gower Publishing Company Limited. Domowitz, I and I. Elbadawi (1987), "An Error-Correction Approach to Money Demand: The Case of the Sudan", Journal of Development Economics, 26, hal. 257-275. _______ and C.S. Hakkio (1988), "Interpreting an Error Correction Model: Partial Adjustment, Forward-Looking Behaviour, and Dynamic International Money Demand", Manuskrip, hal. 1-32. Fiege, E.I. (1967), "Expectations and Adjustments in the Monetary Sector", American Economic Association, hal. 462-473. Gupta, K.L. and B. Moazzami (1988), "Dynamic Specification and the Demand for Money Function", Economic Letter, 27, hal. 229-231. Hendry, D.F. (1980), "Predictive Failure and Econometric Modelling in Macroeconomics: The Transactions Demand for Money", in P. Ormerod (ed), Economic Modelling, Heinemann, London, hal. 217-242. ______, A. R. Pagan and J'.D. Sargan (1984), "Dynamic Specification", in Z. Griliches et al (eds), Handbook of Econometrics, North-Holland, hal. 1023-1100. Insukindro (1984), "A Money Supply Model for Indonesia: 1971-1982", Occasional Paper, Faculty of Economics, Gadjah Mada University. Johnston, J. (1984), Econometric Methods, McGraw-Hill Inc. Kennan, J. (1979), "The Estimation of Partial Adjustment Models with Rational Expectations", Econometrica, 47, hal. 1441-1455. Khatkhate, D.R. et al (1974), "A Money Multiplier Model for a Developing Economy: The Venezuelan Case", IMF Staff Papers, 21, hal. 740-757. Nickell, S. (1985), "Error Correction, Partial Adjustment and all that: an Expository Note", Oxford Bulletin of Economics and Statistics, 47, hal. 119-129. Park, Y.C. (1973), "The Role of Money in Stabilization Policy in Developing Countries", IMF Staff Papers, 2, hal. 379-414. Pindyck, R.S. and D.L. Rubinfeld (1981), Econometric Models and Economic Forecasts, McGraw-Hill, Inc. Pesaran, M.H and B. Pesaran (1988), DATAFIT, Oxford University Press. Salehi-Isfahani, D. (1989), "Oil Exports, Real Exchange Rate Appreciation, and Demand for Import in Nigeria", Economic Development and Cultural Change, hal. 495-512. Spanos, A. (1986), Statistical Foundations of Econometric Modelling, Cambridge University Press.
Article Metrics
Abstract views : 1066
| 
views : 1247
Refbacks
- There are currently no refbacks.
Copyright (c) 1990 Jurnal Ekonomi dan Bisnis Indonesia (Journal of Indonesian Economy and Business)
License URL: http://creativecommons.org/licenses/by-sa
| Journal of Indonesian Economy and Business |
| The Journal of Indonesian Economy and Business (print ISSN 2085-8272; online ISSN 2338-5847) is published by the Faculty of Economics and Business Universitas Gadjah Mada, Indonesia. The content of this website is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License |
| © 2019 Journal of Indonesian Economy and Business | Visitor Statistics |