Analysis and Forecast of China’s Foreign Exchange Reserves Based on Time Series

2021 ◽  
Vol 10 (01) ◽  
pp. 132-144
Author(s):  
晓良 张
Author(s):  
Havid Risyanto ◽  
Mahdoh Mahdoh

ABSTRACT The agricultural sector is the primary sector and plays an important role for the national economy. One of the agricultural sectors is soybeans which is a staple food for the people of Indonesia. This study aims to determine the simultaneous and partial effects of consumption, production and foreign exchange reserves on soybean imports in Indonesia, as well as to analyze the variables that have the most dominant influence on soybean imports in Indonesia in the period 2000-2016. The method used in this study is a quantitative approach research and uses secondary data with time series and the analysis tool used is multiple linear regression analysis with the help of software Eviews 9. The results showed simultaneous consumption, production and reserve variables Foreign exchange has a significant impact on soybean imports in Indonesia for the period 2000-2016. Foreign exchange reserve variables have a positive and significant effect on soybean imports in Indonesia for the period 2000-2016. Keywords : soybean consumption, soybean Production, foreign exchange reserves and soybean import ABSTRAK Sektor pertanian merupakan sektor primer dan memegang peranan penting bagi perekonomian nasional. Salah satu dari sektor pertanian adalah kedelai yang merupakan termasuk makanan pokok bagi masyarakat Indonesia. Penelitian ini bertujuan untuk mengetahui pengaruh secara simultan dan parsial konsumsi, produksi dan cadangan devisa terhadap impor kedelai di Indonesia, serta untuk menganalisis variabel yang berpengaruh paling dominan terhadap impor kedelai di Indonesia pada periode tahun 2000-2016. Metode yang digunakan dalam penelitian ini adalah penelitian dengan pendekatan kuantitatif serta menggunakan data sekunder dengan runtun waktu (time series) dan alat analisis yang digunakan adalah analisis regresi linear berganda dengan bantuan perangkat lunak Eviews 9. Hasil penelitian menunjukan secara simultan variabel konsumsi, produksi dan cadangan devisa berpengaru signifikan terhadap impor kedelai di Indonesia periode tahun 2000-2016. Variabel cadangan devisa berpengaruh positif dan signifikan terhadap impor kedelai di Indonesia periode tahun 2000-2016. Kata Kunci : Konsumsi Kedelai, Produksi Kedelai, Cadangan Devisa dan Impor Kedelai


2019 ◽  
Vol 3 (2) ◽  
pp. 59
Author(s):  
Anas Iswanto Anwar ◽  
Bayu Pamungkas Djamal ◽  
Sri Undai Nurbayani

The aim of this research is to analyze the effect of foreign loans, interest rate, and export for the foreign exchange reserves in Indonesia during 2002-2016. This research used secondary data which tends the time-series published by Bank Indonesia, The Ministry of Trade Republic of Indonesia, Central Agency on Statistics Indonesia in the year of 2002-2016. The result of the regression by using ordinary least squares (OLS) method showed that the foreign loans and export take effect positively to the foreign exchange reserves. It indicates that the increase of foreign loans and export could affect the foreign exchange reserves in Indonesia during 2002-2016. Otherwise, the interest rate could not affect the foreign exchange reserves in Indonesia during 2002-2016.


2019 ◽  
Vol 8 (2) ◽  
pp. 65-83
Author(s):  
Giscard Assoumou-Ella

Abstract The foreign exchange reserves of the Central African Economic and Monetary Community (CEMAC) countries have decreased since the fall of world oil price that began in July 2014. In fact, five of the six of the CEMAC countries are oil producers. Based on interrupted time series modeling, the analysis shows that the unanticipated changes in oil prices immediately led to a decline in the level of their foreign exchange reserves. The trend is also decreasing. The model predicts a continued degradation of these reserves if oil prices remain low. In these conditions, the CEMAC could experience a currency crisis if economic policies implemented in this region do not lead to a return of economic growth.


2013 ◽  
Vol 45 (5) ◽  
pp. 867-890 ◽  
Author(s):  
KATHRYN M.E. DOMINGUEZ ◽  
RASMUS FATUM ◽  
PAVEL VACEK

2020 ◽  
Vol 54 (05) ◽  
pp. 122-125
Author(s):  
Kamil Sayavush Demirli ◽  

Key words: monetary policy, commodity trade foreign exchange reserves, balance of payments, oil and gas, balance, transportation, transit service, international, capital, perspective


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