KOINTEGRASI EKSPOR IMPOR INDONESIA, 1970 - 2013
Journal: Buletin Ilmiah Litbang Perdagangan (Vol.8, No. 2)Publication Date: 2014-12-31
Authors : Azis Muslim;
Page : 229-246
Keywords : Ekspor; Impor; Neraca Perdagangan; Kointegrasi; export; import; Trade Balance; Cointegration;
Abstract
This research aims to investigate empirically the existence of Indonesian export import cointegration. This Research used the Gregory-Hansen cointegration analysis due to structural break based on Indonesia Export import annual data (period of 1970-2013 ). The results showed that there is no-cointegration of Indonesia export and import which means that Indonesia is facing international budget constraint and trade deficit isn't a short term phenomenon.
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