ANALISIS HUBUNGAN KAUSALITAS ANTARA EKSPOR DENGAN PRODUK DOMESTIK BRUTO DI INDONESIA PERIODE 1987.I-2007.IV

Abstract

The purpose of this thesis writing is to recognize whether there is a causal relation between export and Gross Domestic Product (GDP) in Indonesia in 1987.I – 2007.IV period. This research applied Error Correction Model (ECM) method and Granger Causality. The data was used secondary time series data from 1987.I up to 2007.IV period, consisted of oil and gas export and non-oil and gas export and Gross Domestic Product (GDP). ECM used to correct the balance of the short period to the long period. Meanwhile, the Granger causality used to distinguish whether there is an effectual relation within the variables or not. Based on the result of ECM analysis and Granger causality, it is confirmed that there was no causal relation between export and Gross Domestic Product (GDP) in Indonesia in 1987.I – 2007.IV period found. Each researched variables has it is own independent characteristic and did not show an effectual relation. Based on the research result and a conclusion made, some considerations which can be given are the need of export growth improvement in the quality and competitive capacity of the product in the market, regulations in the bureaucracy and administration area also the national export improvement in order to raise economic growth in Indonesia