Saputra, Khrisna (2026) THE IMPACT OF EXCHANGE RATE AND INTEREST RATE ON PUBLIC EXPECTATIONS AS MEASURED THROUGH THE CONSUMER EXPECTATIONS INDEX IN INDONESIA. Undergraduate thesis, UPN Veteran Jawa Timur.
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Abstract
This study aims to analyze the impact of exchange rate and interest rate on public expectations as measured by the Consumer Expectations Index in Indonesia. The research method used is descriptive quantitative with the Vector Error Correction Model (VECM) analysis using EViews 13 software through stationarity tests, optimum lag determination, stability tests, Granger causality tests, cointegration tests, Impulse Response Function (IRF), and Forecast Error Variance Decomposition (FEVD). The data used are secondary monthly time series data for the 2016–2025 period obtained from Bank Indonesia. The results show that interest rates do not have a significant effect on public expectations in both the short term and long term. Meanwhile, exchange rates have a significant effect on public expectations in both the short term and long term. The depreciation of the rupiah exchange rate tends to reduce public optimism regarding future economic conditions. The FEVD results indicate that the exchange rate has the most dominant contribution in explaining the variance of public expectations in the long run, indicating that the exchange rate is the main factor influencing the formation of public expectations in Indonesia. Keywords: Exchange Rate, Interest Rate, Public Expectations, Consumer Expectations Index, VECM.
| Item Type: | Thesis (Undergraduate) | ||||||||
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| Subjects: | H Social Sciences > HC Economics | ||||||||
| Divisions: | Faculty of Economic and Business > Departement of Economics | ||||||||
| Depositing User: | Khrisna Saputra | ||||||||
| Date Deposited: | 26 May 2026 07:07 | ||||||||
| Last Modified: | 26 May 2026 07:07 | ||||||||
| URI: | https://repository.upnjatim.ac.id/id/eprint/52845 |
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