ABSTRAK Judul : Analisis Transmisi Harga Ekspor CPO Indonesia NIM : 0709300010012 Program Studi : Doktor Ilmu Ekonomi Universitas Syiah Kuala Penulis : Buyung Promotor : Prof. Dr.Mohd. Nur Syechalad,MS Co-Promotor : Prof. Dr. Raja Masbar, M.Sc ; Dr. Muhammad Nasir, M.Si, MA Penelitian ini bertujuan untuk mengetahui dan menganalisis pengaruh guncangan harga minyak mentah dunia, harga minyak kedelai dunia, harga CPO dunia, harga TBS kelapa sawit dan nilai tukar rupiah/dollar USA terhadap transmisi harga ekspor CPO Indonesia. Penelitian ini mempergunakan model analisis kuantitatif dengan pendekatan model vector autogression (VAR) yang meliputi tiga alat analisis utama yaitu Granger causality test, impulse response function (IRF) dan forecast error decomposition of variance (FEDV). Variabel yang dipergunakan dalam penelitian ini adalah harga minyak bumi dunia, harga minyak kedelai dunia, harga CPO Rotterdam, harga ekspor CPO Indonesia, harga tandan buah segar dan nilai tukar riil (kurs riil). Data yang digunakan adalah data bulanan dari tahun 2006-2014. Sumber data diperoleh dari Badan Pusat Statistik (BPS), International Financial Statistics (IFS), Oil world dan Bappebti. Dari hasil uji Granger Causality, proses transmisi harga berlangsung mengikuti alur sebagai berikut: harga minyak mentah dunia secara signifikan mempengaruhi harga CPO dunia (Rotterdam) yang selanjutnya akan berpengaruh signifikan terhadap harga minyak kedelai dunia dan seterusnya berpengaruh signifikan terhadap nilai kurs riil yang selanjutnya akan mempengaruhi harga tandan buah segar dan pada akhirnya berpengaruh signifikan terhadap harga ekspor CPO Indonesia. Dari hasil estimasi model VAR, terdapat pengaruh yang signifikan guncangan harga minyak mentah dunia, harga minyak kedelai dunia, harga CPO dunia, harga TBS kelapa sawit dan nilai tukar rupiah/dollar USA secara simultan terhadap transmisi harga ekspor CPO Indonesia. Berdasarkan analisis Impuls respons dan variance decomposition, pada periode pertama seratus persen variabilitas rata-rata pertumbuhan harga ekspor CPO signifikan dijelaskan oleh rata-rata pertumbuhan harga ekspor CPO itu sendiri. Pada periode selanjutnya variabilitas rata-rata pertumbuhan harga ekspor CPO Indonesia signifikan dijelaskan oleh rata-rata pertumbuhan harga ekspor CPO itu sendiri dan juga variabel-variabel lainnya. Berdasarkan analisis pass through disimpulkan bahwa kenaikan satu persen harga tandan buah segar, harga minyak kedelai, nilai kurs riil dan harga CPO dunia (Rotterdam) akan menyebabkan kenaikan yang positif terhadap harga ekspor CPO Indonesia dan sebaliknya kenaikan satu persen harga minyak bumi akan menyebabkan harga ekspor CPO Indonesia mengalami penurunan. Kata Kunci: Harga minyak bumi, Harga minyak kedelai, Harga ekspor CPO, TBS, Kurs riil, VAR, Granger causality, impulse response function, variance decomposition, Transmisi Harga   ABSTRACT Research Title : Analysis of Indonesian CPO Export Price Transmission Student Id. Number : 0709300010012 Courses Program : Doctors in Economics, Syiah Kuala University Researcher : Buyung Supervisor : Prof. Dr.Mohd. Nur Syechalad, MS Co- Supervisor : Prof. Dr. Raja Masbar, M.Sc ; Dr. Muhammad Nasir, M.Si, MA This study aims to identify and analyze the influence of the world crude oil price shocks, the price of soybean oil world, world CPO price, the price of TBS and real exchange rate against Indonesian CPO Export Price Transmission. The study used vector autogression (VAR) model approach, which includes three main analysis tool such as Granger causality test, impulse response function (IRF) and forecast error variance decomposition of (FEDV). Variables used in this research are world oil prices, the world price of soybean oil, Rotterdam’s palm oil prices, Indonesia's CPO export prices, the price of TBS and the real exchange rate. The data used are the monthly data from the years 2006-2014. Sources of data obtained from the Central Statistics Agency (BPS), International Financial Statistics (IFS), world’s Oil and Bappebti. From the test results of the Granger Causality, the process of price transmission takes place following the path as follows: crude oil prices significantly affect global CPO price (Rotterdam) and than will have a significant effect on the price of soybean oil world and next will have a significant effect on the value of the real exchange rate which in turn will affect the price of TBS and ultimately have a significant effect on the price of Indonesian CPO exports. From the estimation of the VAR model, there is a significant influence world oil price shocks, the price of soybean oil world, world CPO price, the price of TBS and the real exchange rate simultaneously to the transmission of Indonesian CPO export prices. Based on impulse response analysis and variance decomposition, one hundred percent of the variability of growth in CPO export prices significantly explained by the growth of export prices of CPO itself in the initial period. In the next period, variability of the growth of Indonesian CPO export prices significantly explained by the growth of export prices of CPO itself and also other variables. Based on the analysis of pass-through is concluded that the increase of one per cent of the price of TBS, the price of soybean oil, the value of the real exchange rate and world CPO price (Rotterdam) will cause an increase positively on the price of Indonesian CPO exports and instead increase of one percent of the price of oil will lead to the export price CPO Indonesia has decreased. Key Words: The world crude oil, the price of soybean oil, palm oil export price, TBS, the real exchange rate, VAR, Granger causality, impulse response function, variance decomposition, Price transmission