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Mela Yunita
University of Surabaya
Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

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KETIDAKPASTIAN EKONOMI GLOBAL DAN IMPLIKASINYA TERHADAP PEREKONOMIAN SUMATERA UTARA: ANALISIS SIMULASI DAN STRATEGI KEBIJAKAN Mela Yunita
Jurnal Ilmiah Ekonomi Bisnis Vol. 30 No. 2 (2025)
Publisher : Universitas Gunadarma

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35760/eb.2025.v30i2.14050

Abstract

Eskalasi ketidakpastian global dipicu oleh adanya percepatan normalisasi kebijakan moneter Amerika Serikat dan konflik geopolitik. Kombinasi faktor tersebut menimbulkan efek spillover terhadap perekonomian Indonesia, termasuk Sumatera Utara. Makalah ini membahas dampak ketidakpastian global terhadap perekonomian Sumatera Utara menggunakan pendekatan model makro simultan. Studi ini juga menggunakan simulasi untuk menganalisis efek spillover ekonomi global terhadap Sumatera utara. Estimasi dilakukan berdasarkan data deret waktu tahun 2002–2023. Hasil penelitian menunjukkan bahwa perekonomian Sumatera Utara sangat dipengaruhi oleh ketidakpastian global, terutama melalui jalur perdagangan internasional. Ekspor memiliki peran penting dalam mendorong pertumbuhan PDRB, sedangkan impor tidak signifikan. Konsumsi dan investasi cenderung stabil menghadapi ketidakpastian global, sebaliknya investasi lebih rentan terhadap perubahan Federal Fund Rate (FFR). Hasil Simulasi menunjukkan bahwa faktor eksternal seperti harga minyak, harga internasional, dan nilai tukar mempengaruhi perdagangan dan pertumbuhan. Sementara pengetatan FFR mempengaruhi konsumsi, investasi, dan pertumbuhan di Sumatra Utara.
MODELING REGIONAL COMMODITY PRICE VOLATILITY IN EAST JAVA Sugeng Hariadi; Mela Yunita
Jurnal Ilmiah Ekonomi Bisnis Vol. 31 No. 2 (2026)
Publisher : Universitas Gunadarma

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35760/eb.2026.v31i2.370

Abstract

Commodity markets in major production regions are characterized by price volatility arising from perishability, seasonal production, and distribution constraints. While agricultural price volatility has been widely examined at the national level, evidence on regional differences across commodity groups remains limited. This study investigates the volatility dynamics of food and horticultural commodity prices across eight regions in East Java using daily price data from 2018 to 2024. Price series are transformed into logarithmic returns, and volatility is estimated using symmetric and asymmetric GARCH family models. The results reveal significant differences across both commodity groups and regions. Food commodities are consistently best represented by symmetric GARCH models, indicating that volatility is primarily driven by the magnitude of price shocks. In contrast, horticultural commodities are better explained by asymmetric GARCH models, demonstrating that both the magnitude and direction of shocks influence volatility. Horticultural commodities also exhibit greater sensitivity to new information and stronger volatility persistence than food commodities. Moreover, volatility dynamics differ substantially across regions, reflecting variations in production systems and market conditions. These findings highlight the importance of commodity specific and region-specific price stabilization policies to strengthen regional food market resilience
Co-Authors Sugeng Hariadi