Model Alternatif Nowcasting di Indonesia

Authors

  • Arianto Muditomo Institut Pertanian Bogor

DOI:

https://doi.org/10.54268/baskara.v2i2.6201

Keywords:

nowcasting, dynamic factor model, household consumption, investment, Indonesia

Abstract

Kondisi ketidakpastian dan volatilitas perekonomian di awal tahun 2020 diluar perkiraan dan perhitungan pelaku ekonomi. Wabah pandemi Covid-19 merubah wajah perekonomian global. Model-model ekonomi yang telah dikembangkan sebelumnya tidak lagi secara independent mampu memprediksi indikator-indikator perekonomian secara akurat. Salah satu indikator perekenomian yang patut dicermati kerena mampu memberikan indikasi kesejahteraan bangsa adalah konsumsi rumah tangga dan investasi. Artikel ini bertujuan untuk menyajikan sebuah model alternatif indikator nowcasting konsumsi rumah tangga dan investasi yang dapat digunakan sebagai input bagi model makroekonomi di Indonesia. Metodologi penulisan artikel ini adalah tinjauan kritis atas penelitian sebelumnya yang memberikan masukan model makroekonomi Indonesia sebagaimana rutin dilakukan Bank Indonesia dan tinjauan pusataka dari penelitian lain terkait. Hasil tinjauan kritis ini merupakan penjelasan atas model alternatif konsumsi rumah tangga dan investasi di Indonesia yaitu berhasil membuktikan bahwa perbandingan akurasi model untuk nowcasting indikator konsumsi rumah tangga dan indikator investasi menunjukkan bahwa kesalahan perkiraan yang dihasilkan Dynamic Factor Model (DFM) adalah lebih kecil dari kesalahan perkiraan yang dihasilkan model Bridge Equation dan ARIMA.

Author Biography

Arianto Muditomo, Institut Pertanian Bogor

Sekolah Bisnis

References

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Published

2020-04-23

Issue

Vol. 2 No. 2 (2020): Baskara: Journal of Business and Entrepreneurship

Section

Articles

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