ANALISIS KAUSALITAS EKSPOR, IMPOR, UTANG LUAR NEGERI, SAHAM SYARIAH DAN PERTUMBUHAN EKONOMI DI ENAM NEGARA ASEAN

Windy Alvina Alivia, NIM.: 20108010029 (2024) ANALISIS KAUSALITAS EKSPOR, IMPOR, UTANG LUAR NEGERI, SAHAM SYARIAH DAN PERTUMBUHAN EKONOMI DI ENAM NEGARA ASEAN. Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

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Abstract

The aim of this research is to determine whether or not there is a causal relationship as well as long-term and short-term relationships between exports, imports, foreign debt, sharia shares and economic growth using secondary data, panel data in six ASEAN countries for the period 2013 - 2021. This research applying the Vector Error Autoregression (VAR) method which includes Granger Causality and Johansen Co-Integrating test, which is then continued with Vector Error Correction Model (VECM) estimation and forecasting using Impulse Response Function (IRF) and Variance Decomposition (FEVD) analysis. The results of the Granger causality test show that among the five variables there is no causal relationship, but there are three one-way (unidirectional) relationships, which include exports to sharia shares, imports to sharia shares, and GDP to sharia shares. Meanwhile, the Johansen co-integrating test shows that the five variables are cointegrated. IRF and FEVD analysis shows that the import variable is most influenced by GDP, exports are most influenced by imports, sharia shares are most influenced by foreign debt, GDP is most influenced by imports, and foreign debt is most influenced by sharia shares

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