Modeling Seasonal Integrated Time Series: the Spanish Industrial Production Index

2002 ◽  
pp. 5-17
Author(s):  
José Luis Gallego-Gómez
Keyword(s):  
Time Series ◽  
Industrial Production ◽  
Production Index ◽  
Industrial Production Index ◽  
Integrated Time Series

scholarly journals FAKTOR-FAKTOR YANG MEMPENGARUHI NON PERFORMING FINANCING BANK PEMBIAYAAN RAKYAT SYARIAH PERIODE 2015-2019

2021 ◽  
Vol 8 (4) ◽  
pp. 483
Author(s):  
Desy Reza Umami ◽  
Lina Nugraha Rani
Keyword(s):  
Time Series ◽  
Industrial Production ◽  
External Factors ◽  
Least Square ◽  
Series Data ◽  
Return On Assets ◽  
Internal Factors ◽  
Production Index ◽  
Ordinary Least Square ◽  
Industrial Production Index

ABSTRAKPenelitian ini bertujuan untuk menganalisis pengaruh faktor internal yaitu Financing to Deposit Ratio dan Return on Asset serta faktor eksternal yaitu BI Rate dan Indeks Produksi Industri terhadap Non Performing Financing Bank Pembiayaan Rakyat Syariah di Indonesia periode 2015 hingga 2019 baik secara parsial dan simultan. Sampel yang digunakan adalah sampel jenuh, yaitu Industri Bank Pembiayaan Rakyat Syariah di Indonesia. Data yang digunakan adalah data time series yang diperoleh dari web resmi Otoritas Jasa Keuangan dan Badan Pusat Statistik. Metode yang digunakan adalah pendekatan kuantitatif dengan teknik analisis berdasarkan regresi linier berganda Ordinary Least Square. Berdasarkan hasil uji t (parsial) bahwa Financing to Deposit Ratio dan Return on Asset tidak berpengaruh signifikan, sedangkan BI Rate dan Indeks Produksi Industri berpengaruh negatif signifikan terhadap Non Performing Financing. Hasil uji F (simultan) variabel Financing to Deposit Ratio, Return on Asset, BI Rate, dan Indeks Produksi Industri berpengaruh signifikan terhadap Non Performing Financing. Oleh karena itu, Bank Pembiayaan Rakyat Syariah harus lebih memperhatikan kondisi makroekonomi terutama BI Rate dan Indeks Produksi Industri karena dapat mempengaruhi kebijakan dalam manajemen pembiayaan sehingga terjadinya Non Performing Financing dapat dikendalikan.Kata Kunci: Faktor Internal, Faktor Eksternal, Non Performing Financing, Bank Pembiayaan Rakyat Syariah. ABSTRACTThis study aims to analyze the influence of internal factors, namely Financing to Deposit Ratio and Return on Assets as well as external factors, namely the BI Rate and Industrial Production Index on Non-Performing Financing of Sharia Rural Banks in Indonesia for the period 2015 to 2019 both partially and simultaneously. The sample used is a saturated sample, namely the Sharia Rural Bank Industry in Indonesia. The data used is time series data obtained from the official website of the Financial Services Authority and the Central Bureau of Statistics. The method used is a quantitative approach with an analysis technique based on Ordinary Least Square multiple linear regression. Based on the results of the t test (partial) that Financing to Deposit Ratio and Return on Assets have no significant effect, while the BI Rate and Industrial Production Index have a significant negative effect on Non Performing Financing. The results of the F test (simultaneous) of the variable Financing to Deposit Ratio, Return on Assets, BI Rate, and Industrial Production Index have a significant effect on Non-Performing Financing. Therefore, Sharia Rural Banks must pay more attention to macroeconomic conditions, especially the BI Rate and Industrial Production Index because they can influence policies in financing management so that the occurrence of Non-Performing Financing can be controlled.Keywords: Internal Factors, External Factors, Non Performing Financing, Sharia Rural Bank.

scholarly journals Modelling time series of industrial production index

2006 ◽  
Vol 54 (6) ◽  
pp. 13-18
Author(s):  
Veronika Blašková
Keyword(s):  
Time Series ◽  
Time Delay ◽  
Industrial Production ◽  
Actual Situation ◽  
Production Index ◽  
Industrial Production Index ◽  
Industrial Performance ◽  
Tendency Surveys

Aim of this work is modelling index industrial performance. In work will be constructed model on base results from business tendency surveys. Business tendency surveys open opportunity for various hypotheses (e.g. that participants be subject to inertia and estimate future according to actual situation). Problem will by examined on variously time delay (0 as far as 6 months). Results from these models will be confronted with results gained by using other method, for example autoregression analysis and Box-Jenkins methodology.

Industrial Output in the USSR and Russia, 1861—2012. Part II. Crises and Cycles

2013 ◽  
pp. 138-153 ◽  
Author(s):  
S. Smirnov
Keyword(s):  
Industrial Production ◽  
Turning Points ◽  
Russian Empire ◽  
Industrial Output ◽  
Production Index ◽  
Russian Industry ◽  
Industrial Production Index ◽  
Cyclical Volatility

Calculation of the aggregated "consensus" industrial production index has made it possible to date cyclical turning points and to measure the depth and length of the main industrial recessions in Russian Empire/USSR/Russia for the last century and a half. The most important causes of all these recessions are described. The cyclical volatility of Soviet/Russian industry is compared to that of American one.

ANALYSIS OF THE RELATIONSHIP BETWEEN ECONOMIC GROWTH, INFLATION AND UNEMPLOYMENT IN TURKEY WITH THE ARDL BOUNDS TESTING APPROACH

2021 ◽  
Vol 6 (15) ◽  
pp. 299-312
Author(s):  
Özlem KARADAĞ AK
Keyword(s):  
Economic Growth ◽  
Industrial Production ◽  
Consumer Price Index ◽  
Bounds Testing ◽  
Short Term ◽  
Production Index ◽  
Distributed Lag ◽  
Distributed Lag Model ◽  
Industrial Production Index ◽  
Cointegration Relationship

The aim of this study is to examine the effects of economic growth and inflation on unemployment for the period 2005:1- 2020:9 in Turkey by using ARDL (Auto Regressive Distributed Lag) model. In the study, firstly unit root tests were carried out to determine whether economic growth (ind) and inflation (cpi) have long and short-term effects on unemployment (unemp). Then, the ARDL method was used to determine whether there is a long-term relationship between the series in the model where the unemployment rate is the dependent variable, the Industrial Production Index representing economic growth and the Consumer Price Index (CPI) representing inflation. Instead of GDP, the Industrial Production Index was preferred both to harmonize with the monthly data and to make a production-based analysis. As a result of the analysis, it was determined that there was a statistically significant cointegration relationship between the variables, and the short-term relationship was analyzed with the error correction model (ECM). As a result of the analysis, it has been determined that there is a cointegration relationship between unemployment, inflation rate and economic growth in Turkey. According to the results of the analysis, negative between unemployment and industrial production index; It is seen that there is a positive relationship between unemployment and inflation.

scholarly journals Multifractal analysis of atmospheric carbon emissions and OECD industrial production index

2020 ◽  
Vol 12 (4) ◽  
pp. 411-430
Author(s):  
Sezer Kahyaoglu Bozkus ◽  
Hakan Kahyaoglu ◽  
Atahirou Mahamane Mahamane Lawali
Keyword(s):  
Climate Change ◽  
Time Series ◽  
Carbon Emissions ◽  
Industrial Production ◽  
Environmental Cost ◽  
Content Type ◽  
Production Index ◽  
Atmospheric Carbon ◽  
The Relationship

Purpose The purpose of this study aims to analyze the dynamic behavior of the relationship between atmospheric carbon emissions and the Organisation for Economic Co-operation and Development (OECD) industrial production index (IPI) in the short and long term by applying multifractal techniques. Design/methodology/approach Multifractal de-trended cross-correlation technique is used for this analysis based on the relevant literature. In addition, it is the most widely used approach to estimate multifractality because it generates robust empirical results against non-stationarities in the time series. Findings It is revealed that industrial production causes long and short term environmental costs. The OECD IPI and atmospheric carbon emissions were found to have a strong correlation between the time domain. However, this relationship does not mostly take into account the frequency-based correlations with the tail effects caused by shocks that are effective on the economy. In this study, the long-term dependence of the relationship between the OECD IPI and atmospheric carbon emissions differs from the correlation obtained by linear methods, as the analysis is based on the frequency. The major finding is that the Hurst coefficient is in the range 0.40-0.75 indicating. Research limitations/implications In this study, the local singular behavior of the time-series is analyzed to test for the multifractality characteristics of the series. In this context, the scaling exponents and the singularity spectrum are obtained to determine the origins of this multifractality. The multifractal time series are defined as the set of points with a given singularity exponent a where this exponent a is illustrated as a fractal with fractal dimension f(α). Therefore, the multifractality term indicates the existence of fluctuations, which are non-uniform and more importantly, their relative frequencies are also scale-dependent. Practical implications The results provide information based on the fluctuation in IPI, which determines the main conjuncture of the economy. An optimal strategy for shaping the consequences of climate change resulting from industrial production activities will not only need to be quite comprehensive and global in scale but also policies will need to be applicable to the national and local conditions of the given nation and adaptable to the needs of the country. Social implications The results provide information for the analysis of the environmental cost of climate change depending on the magnitude of the impact on the total supply. In addition to environmental problems, climate change leads to economic problems, and hence, policy instruments are introduced to fight against the adverse effects of it. Originality/value This study may be of practical and technical importance in regional climate change forecasting, extreme carbon emission regulations and industrial production resource management in the world economy. Hence, the major contribution of this study is to introduce an approach to sustainability for the analysis of the environmental cost of growth in the supply side economy.

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