Pengukuran inflasi inti di kota Yogyakarta dengan metode trimmed-percentille periode 1990(3)-2001(6)

SETYAWAN, Budiharto, Prof.Dr. Insukindro, MA

2002 | Tesis | Magister Ekonomika Pembangunan

Penelitian ini bertujuan untuk menganalisis karakteristik inflasi dan mengukur iaju inflasi inti di Kota Yogyakarta. Di samping itu, peneiitian juga untuk mengestimasi pengaruh pertumbuhan perputaran kliring, pertumbuhan pengeluaran pemerintah daerah dan inflasi inti terhadap inflasi lndeks harga Konsumen (IHK) di Kota Yogyakarta. Data yang digunakan adaian data reiatif harga dan niiai konsumsi masing-masing komoditas yang digunakan dalam perhitungan inflasi yang bersumber dari Badan Pusat Stqtistik Provinsi Daerah lstimewa Yogyakarta, data perputaran kliring yang dikumpulkan dari Bank Indonesia Yogyakarta dan data pengeluaran pemerintah daerah yang dikumpuikan dari Badan Pelaksana Kwangan Daerah (BPKD) Kota Yogyakarta periode tahun 1990- 200 1. Analisis karakteristik inflasi dilakuKan dengan pendekatan statistik deskriptif melalui pengamatan sentral tendensi distribusi frekuensi. Pengukuran inflasi inti dilakukan dengan pendekatan sentrai tendensi yang berbasis median, yaitu dengan metode pusat dan ukuran pemangkasan ( rrimmed-percentile) . U n t u k meng a na 1 is is kelay a kan hasi 1 de kom posi si inflasi IHK menjadi inflasi inti dan noise dilakukan serangkaian pengujian dengan cara: (1) uji korelasi serial antara variabel kelambanan noise dengan noise; (2) uji independensi antara inflasi inti dan noise; (3) uji hubungan jangka panjang dan uji kausalitas antara inflasi inti dan inflasi IHK. Selanjutnya diiakukan estimasi fungsi inflasi iHK dengan persamaan OLS ECM baku. Untuk mengandisis kelayakan hasil estimasi OLS ECM baku dilakukan uji statistik dan uji diagnostik yang meliputi: uji normalitas, linieritas, nonautokorelasi, homoskedastisitas dan stasioneritas, serta analisis ekonomi jangka pendek dan jangka panjang. Hasil analisis selama periode pengamatan menunjukkan bahwa inflasi IHK di Kota Yogyakarta tidak menunjukkan distribusi normal karena adanya perubahan harga yang ekstrim , pada beberapa komoditas, sehingga menyebabkan gangguan temporer pada kecenderungan perubahan harga umum. Pengukuran inflai inti dengan pusat pemangkasan 75" dan ukuran pemang kasan sebesar 1 5% mampu menjelaskan perbedaan antara inflasi inti dan inflasi IHK. Hasii pengukuran inflasi inti tersebut juga menunjukkan bahwa noise bersifat temporer dan dalam jangka panjang inflasi inti dapat memberikan informasi mengenai infiasi IHK Kota Yogyakarta di masa yang akan datang. Dari hasil estimasi OLS ECM, uji statistik dan uji diagnostik menunjukkan bahwa spesifikasi model telah sesuai dan dapat menjelaskan hubungan jangka panjang inflasi IHK dengan inflasi inti, perputaran kliring dan pengeiuaran Pemerintah Daerah Kota Yogyakarta

This research aims to analyze the characteristics of inflation and to measure core inflation of Yogyakarta city. Moreover, the research also estimates the effect of clearing activity, local government expenditure, and core inflation on Consumer Price Index (CPI) inflation in Yogyakarta from the period of 1990-2001. This research was conducted using several data, such as relative price change and consumption values of each commodity using for meastiring inflation. Those data were collected from BPS-Statistics Daerah lstimewa Yogyakarta. Furthermore, the data of clearing activity value and regional governmental expenditure were collected from Bank Indonesia Yogyskarta and Regional Treasury Body (BPKD) of Yogyakarta city. The inflation characteristic analysis was conducted using descriptive statistical approach, specifically using central tendency of relative-price change distribution analysis. Measurement of core inflation employed median-based central tendency approach with trimmed-percentile method. Several tests were carried out in order to measure the reliability the CPI inflation into core inflation and noise inflation decomposition by conducting: (1) serial correlation between noise inflation and its lagged values, (2) independency test between CPI inflation and core inflation, and (3) co integration test and causality test between CPI inflation and core inflation. Furthermore, standard error-correction model using ordinary least square method was employed to estimate CPI inflation function. First-order tests and second-order tests, such as normality, linearity, no autocorrelation, homoscedasticity and stationary, were carried out in order to measure the reliability of estimation result. Short run and long run economic relationships on estimation result were concluded as well. The result of analysis shows that CPI inflation in Yogyakarta deviated from normal distribution since there were extreme price changes of several commodities causing temporary shocks on the tendency of CPI changes. Core inflation measurement using 75* percentile and 15% trimmed successfully explained the differences between CPI inflation and core inflation. The estimation of core inflation also shows that noise inflation was temporary phenomenon, and estimated core inflation in the end is able to give information regarding on future inflation in Yogyakarta city. As the result of error-correction-model estimation, first-order tests, and second-order tests, the model had been appropriately specified and successfully explained the long run relationship among core inflation, clearing activity, local government expenditure and CPI inflation

Kata Kunci : Inflasi Inti, Metode Trimmed, Percentile, Kota Yogyakarta.