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Nowcasting Konsumsi Rumah Tangga dan Investasi Regional Sumatra, Jawa, dan Kawasan Timur Indonesia (KTI)

Author

Listed:
  • Wahyu Dewati

    (Bank Indonesia)

  • Rama Rahadian Prakasa

    (Bank Indonesia)

  • Rizki Fitrama

    (Bank Indonesia)

  • Deasy Ariyanti

    (Bank Indonesia)

  • Donny Hendri Pratama

    (Bank Indonesia)

  • Dythia Sendrata

    (Bank Indonesia)

  • Warsono

    (Bank Indonesia)

  • Erwin Syafii

    (Bank Indonesia)

Abstract

Untuk menjalankan peran sebagai strategic advisor bagi pemerintah daerah, Kantor Perwakilan Bank Indonesia membutuhkan tools yang dapat digunakan untuk mengetahui perkembangan ekonomi terkini. Dengan melihat besarnya pangsa konsumsi rumah tangga dan investasi dalam perekonomian di setiap wilayah, tools untuk tracking pertumbuhan ekonomi melalui nowcasting atas kedua variabel tersebut diharapkan dapat memberikan gambaran mengenai kondisi perkembangan ekonomi daerah secara keseluruhan. Kajian ini bertujuan untuk menyusun model nowcasting atas variabel pertumbuhan konsumsi dan investasi di wilayah Sumatra, Jawa, dan Kawasan Timur Indonesia (KTI) menggunakan metode Bridge Model dan Distributed Lag Model (DLM). Hasil pengujian menunjukkan bahwa indikator yang dapat digunakan untuk nowcasting pertumbuhan konsumsi rumah tangga di Sumatra adalah nilai tukar petani, kredit konsumsi, indeks keyakinan konsumen, harga kopi arabika, dan total DPK berdasarkan metode DLM. Sementara itu, nowcasting pertumbuhan konsumsi di Jawa menggunakan indikator berupa indeks keyakinan konsumen, suku bunga deposito, inflasi perumahan; listrik; gas; dan air, serta produksi kendaraan roda empat dengan metode DLM mampu memberikan hasil yang baik. Selanjutnya, nowcasting konsumsi di KTI menggunakan indikator nilai tukar petani, kredit kendaraan bermotor, dan ekspor barang industri berdasarkan metode Bridge mampu menangkap dinamika konsumsi di KTI. Sementara itu, nowcasting pertumbuhan investasi di Sumatra yang dapat dilakukan adalah kombinasi indikator penjualan semen, total kredit, dan harga CPO berdasarkan metode DLM, sedangkan nowcasting pertumbuhan investasi di Jawa dapat dilakukan berdasarkan metode Bridge dengan menggunakan kombinasi data konsumsi semen, impor barang modal, dan juga indeks saham untuk sektor perdagangan. Lebih lanjut, metode Bridge Model juga mampu memberikan gambaran atas pertumbuhan investasi di KTI dengan menggunakan data pertumbuhan kredit modal kerja.

Suggested Citation

  • Wahyu Dewati & Rama Rahadian Prakasa & Rizki Fitrama & Deasy Ariyanti & Donny Hendri Pratama & Dythia Sendrata & Warsono & Erwin Syafii, 2018. "Nowcasting Konsumsi Rumah Tangga dan Investasi Regional Sumatra, Jawa, dan Kawasan Timur Indonesia (KTI)," Working Papers WP/10/2018, Bank Indonesia.
    • Handle: RePEc:idn:wpaper:wp102018
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    More about this item

    Keywords

    Nowcasting; Bridge Model; Distributed Lag Model;
    All these keywords.

    JEL classification:

    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
    • O40 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General
    • P25 - Political Economy and Comparative Economic Systems - - Socialist and Transition Economies - - - Urban, Rural, and Regional Economics
    • R12 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Size and Spatial Distributions of Regional Economic Activity; Interregional Trade (economic geography)

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