scholarly journals ANALISIS PENGARUH FAKTOR VARIABEL MAKROEKONOMI TERHADAP JAKARTA ISLAMIC INDEX (JII) PERIODE 2010 – 2013

2014 ◽  
Vol 3 (2) ◽  
Author(s):  
Herni Ali
Keyword(s):  
Exchange Rate ◽  
Interest Rates ◽  
Regression Models ◽  
Secondary Data ◽  
Macroeconomic Variables ◽  
Multiple Regression Models ◽  
Negative Effect ◽  
The Exchange Rate ◽  
The Relationship ◽  
Positive Effect

The aim of this study is examining the relationship between cointergration and causality levels of Exchange Rate, GDP, BI interest rates and inflation on Islamic Capital Markets. The data used in this study is a quantitative secondary data in the form of time series of the period January 2010 to December 2013. The test were conducted with the approach of multiple regression models with variable index research JII (Y), the exchange rate (X1), GDP (X2) , BI rate (X3) and inflation (X4) as for hypothesis testing performed using SPSS statistical software. From the results obtained by testing the hypothesis that: a positive effect on the exchange rate, positive effect on GDP, interest harga sewa rates BI negative effect and inflation positive effect on JII. Simultanious testing into four macroeconomic variables affect the JII.DOI: 10.15408/sjie.v3i2.2061   

scholarly journals PENGARUH HARGA MINYAK DUNIA TERHADAP PERTUMBUHAN EKONOMI DI INDONESIA (MODERASI VARIABEL MONETER)

2020 ◽  
Vol 2 (3) ◽  
Author(s):  
Wilda Novita Sari ◽  
Ariusni Ariusni
Keyword(s):  
Economic Growth ◽  
Regression Analysis ◽  
Exchange Rate ◽  
Data Analysis ◽  
Secondary Data ◽  
Oil Prices ◽  
Analysis Tool ◽  
Data Analysis Tool ◽  
The Exchange Rate ◽  
The Relationship

Abstract: The purpose of this research is to be able to determine the effect of world oil prices on economic growth in Indonesia by applying the exchange rate moderating variable and the BI rate as a connecting variable. Descriptive and associative research is a type of research that is used with data collection techniques through a trusted official agency website that is classified in the quarterly time series secondary data. The data year in this study was from 2006 to 2018. Data analysis was carried out through descriptive and inductive analysis with a Moderated Regression Analysis (MRA) data analysis tool accompanied by a classic assumption test and a t test. Estimation results show that there are two research results; firstly, that the exchange rate has an effect on moderating the relationship between world oil prices and economic growth in Indonesia, secondly, that the BI rate has no influence connecting world oil prices and economic growth in Indonesia. Keywords: World oil prices, economic growth, exchange rates, BI rate, Moderated Regression Analysis (MRA).

scholarly journals PENGARUH INFLASI, SUKU BUNGA DAN NILAI TUKAR RUPIAH TERHADAP HARGA SSAHAM PERUSAHAAN SEKTOR PROPERTI DAN REAL ESTATE YANG TERCATAT DI BURSA EFEK INDONESIA

2018 ◽  
Vol 6 (1) ◽  
Author(s):  
Fitri Ramadani
Keyword(s):  
Exchange Rate ◽  
Data Analysis ◽  
Interest Rates ◽  
Stock Prices ◽  
Stock Price ◽  
Least Square ◽  
Ordinary Least Square ◽  
Analysis Techniques ◽  
Negative Effect ◽  
The Exchange Rate

Thepurpose of this research is to knowthe influence of inflation,interestrates, and the exchange rate of the rupiah against the stock price. This research wasconducted on 30 companies secto rproperty and real estatelisted onthe IndonesiastockexchangePeriod 2012 – 2014. Data analysis techniques used in research namely OLS (Ordinary Least Square)through the help of multiple software SPSS version 18.0. Research results indicate that simultaneous inflation, interest rates, the rupiah exchanger ateand effect on stock prices. Research partially indicate that inflation is not a negative and apositive effect against the stock price, while the negative effect of interest rates significantly to the stock price and the exchange rate of rupiah apositive significant effect against the stock price.

scholarly journals PENGARUH VARIABEL MAKRO EKONOMI TERHADAP PERTUMBUHAN EKONOMI INDONESIA TAHUN 2015-2019

2021 ◽  
Vol 2 (2) ◽  
pp. 88-99
Author(s):  
Feby Kinanda
Keyword(s):  
Economic Growth ◽  
Exchange Rate ◽  
Unemployment Rate ◽  
Trade Balance ◽  
Inflation Rate ◽  
Short Term ◽  
Negative Effect ◽  
The Exchange Rate ◽  
Positive Effect

This study aims to analyze the effect of macroeconomic variables including the open unemployment rate, trade balance, inflation rate and the rupiah exchange rate against the dollar on Indonesian economic growth by using the ECM error correction model approach to see the long-term and short-term relationships that influence macro variables on economic growth. , in the long term the open unemployment rate variable, the trade balance, the inflation rate have a negative effect while the exchange rate has a positive effect, while in the short term the open unemployment rate, the inflation rate and the exchange rate have a negative effect while the trade balance has a positive effect.   Keywords: Economic Growth, Open Unemployment Rate, Trade Balance, Inflation, Exchange Rate

scholarly journals Pengaruh Makro Ekonomi Terhadap Profitabiltas Bank Umum Syariah di Indonesia Tahun 2014-2018

2019 ◽  
Vol 2 (1) ◽  
pp. 72
Author(s):  
Wahyudin Priyono ◽  
Imanda Firmantyas Putri Pertiwi
Keyword(s):  
Exchange Rate ◽  
Financial Services ◽  
Secondary Data ◽  
Least Square ◽  
Islamic Banks ◽  
Significant Positive Effect ◽  
Ordinary Least Square ◽  
Negative Effect ◽  
Positive Effect ◽  
Variable Exchange

This study aims to analyze and identify the effects of inflation and rupiah exchange rates on profitability in Islamic banks in Indonesia with mudharabah deposit as the mediator. Using secondary data that are published by the central bank of Indonesia and financial services authority, the method used in this research is Ordinary Least Square. The result indicates the inflation variable, exchange rate, and mudharabah deposits simultaneously give a significant influence toward profitability (ROA) of the Sharia Commercial Bank in Indonesia. While partially, inflation and exchange rate have no significant effect on profitability (ROA). While mudharabah deposits have a significant positive effect on profitability (ROA). Inflation has a significant negative effect on mudharabah deposits and the exchange rate has a significant positive effect on mudharabah deposits. The path analysis result shows that the mudharabah deposit variable is unable to mediate the effect of inflation and te exchange rate to profitability (ROA)

scholarly journals PENGARUH TINGKAT INFLASI, SUKU BUNGA BI, DAN NILAI TUKAR RUPIAH TERHADAP IHSG

2021 ◽  
Vol 10 (2) ◽  
pp. 118-129
Author(s):  
Desi Ratjaya Ningsih ◽  
Nur Aida Arifah Tara ◽  
Muhdin Muhdin
Keyword(s):  
Exchange Rate ◽  
Interest Rates ◽  
Capital Market ◽  
Stock Prices ◽  
Stock Price ◽  
Quantitative Methods ◽  
Price Index ◽  
Market Conditions ◽  
Negative Effect ◽  
The Relationship

The Composite Stock Price Index (IHSG) is a description of information regarding the movements of all stock prices that affect capital market conditions and produce a trend. There are three factors that mainly influence the IHSG, namely inflation, BI interest rates, and the rupiah exchange rate. The purpose of this study was to examine the relationship between inflation, BI interest rates, rupiah exchange rate and the IHSG in the period of 2016-2020. The method in this research used quantitative methods. The results showed that inflation and BI interest rates have a negative and insignificant effect on the IHSG, while the Rupiah exchange rate has a significant negative effect on the IHSG.Keywords :IHSG, Inflasi, Suku Bunga BI, Nilai Tukar Rupiah

scholarly journals The Effects of the Exchange Rate on Value-Added International Trade to Enhance Free Trade Sustainability in GVCs

2019 ◽  
Vol 11 (10) ◽  
pp. 2740 ◽  
Author(s):  
Myoung Shik Choi ◽  
Bongsuk Sung ◽  
Woo-Yong Song
Keyword(s):  
International Trade ◽  
Exchange Rate ◽  
Free Trade ◽  
Bilateral Trade ◽  
Value Added ◽  
Policy Implications ◽  
Negative Effect ◽  
The Exchange Rate ◽  
Positive Effect

This study investigates the role of value-added bilateral trade focused on global value chains to achieve sustainable economic development. Our findings address trade policy implications that help to mitigate the global imbalances and exchange rate conflicts. These policies are expected to provide a competitive advantage that can be crucial to the sustainability of free trade. We apply traditional trade models to the value-added framework to examine the effects on value-added trade. Empirically, we investigate the bilateral value-added trade for recent years. Our major findings are that currency devaluation has a positive effect on value-added exports but has a negative effect on gross exports because of the effect on intermediate goods trading dominating the effect on international trade, i.e., the effect on foreign content of intermediate imports dominating the effect on the domestic content of exports. The same effect applies to imports. Also, we confirm that foreign income has a positive effect on exports and value-added exports, and domestic income has a positive effect on imports and value-added imports. However, their effects on trade balance are not consistent. Our major findings imply that the analysis of value-added trade can best contribute to the sustainability of global free trade by considering trade policies as a result of reflecting the easing of the global imbalance and the exchange rate war.

scholarly journals PERGERAKAN INDEKS HARGA SAHAM GABUNGAN SEBAGAI DAMPAK DARI VARIABEL MAKRO

2019 ◽  
Author(s):  
Yessa Dermi Yulianti ◽  
Irdha Yusra
Keyword(s):  
Exchange Rate ◽  
Interest Rates ◽  
Stock Price ◽  
Linear Regression Analysis ◽  
Composite Index ◽  
Oil Prices ◽  
Multiple Linear Regression Analysis ◽  
Negative Effect ◽  
Positive Effect ◽  
Selection Of

The Composite Stock Price Index or The Composite Index (CI) is a reflection of the Indonesian economy, when the JCI showed an increase it meant that the Indonesian economy was in a conducive condition and vice versa. To be able to find out what can help the CI movement, several factors need to be considered such as world gold prices, the rupiah exchange rate, world oil prices and SBI interest rates. The purpose of this study was to determine the effect of world gold prices, the rupiah exchange rate, world oil prices and SBI interest rates on the CI. This research was carried out on the IDX by using a sample of 84 with the selection of samples limited to the closing data each month during the observation period. Observations were carried out for 7 years between 2011-2017 and data were analyzed by multiple linear regression analysis techniques. world gold prices, world oil prices and SBI interest rates partially have a significant negative effect on the CI, this means an increase in world gold price rates, world oil prices and SBI interest rates can result in a decline in the value of the CI. The rupiah exchange rate partially has a significant positive effect, which means that the increase in the rupiah exchange rate can increase the CI value.

scholarly journals Pengaruh Variabel Makroekonomi Terhadap Indeks Harga Saham Gabungan (Studi pada Indeks Harga Saham Gabungan di Bursa Efek Indonesia Periode 2014-2018)

2019 ◽  
Vol 8 (2) ◽  
pp. 75
Author(s):  
Rina R. Mamahit ◽  
Tinneke M. Tumbel ◽  
Joanne V. Mangindaan
Keyword(s):  
Exchange Rate ◽  
Time Series Data ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Composite Index ◽  
Multiple Linear Regression Analysis ◽  
Series Data ◽  
Macroeconomic Variables ◽  
Negative Effect ◽  
The Exchange Rate

This research aims to determine whether the macroeconomic variables i.e., the exchange rate, inflation and BI rate simultaneously and partially influence Indonesia Composite Index at The Indonesia Stock Exchange (IDX). The approach in this study is a quantitative method, using multiple linear regression analysis. The data used are time series data from January 2014 until December 2018. The result indicates that exchange rates, inflation and BI together have a significant impact to Indonesia Composite Index. Individually, only the BI rate variable has a significant effect and has a negative effect to Indonesia Composite Index. The exchange rate and inflation had no significant effect to Indonesia Composite Index.

scholarly journals Hubungan Financial Deepening dan Pertumbuhan Ekonomi: Studi Empiris di Indonesia

2018 ◽  
Vol 12 (1) ◽  
pp. 45
Author(s):  
Jihad Lukis Panjawa ◽  
Ira Fitriani Widianingrum
Keyword(s):  
Economic Growth ◽  
Developing Countries ◽  
Exchange Rate ◽  
Financial Markets ◽  
Interest Rates ◽  
Financial Sector ◽  
Financial Deepening ◽  
Rate Of Development ◽  
The Exchange Rate ◽  
The Relationship

<p>Financial deepening has been identified as one of the strategies which can accelerate the rate of development. Deepening the financial sector is one important step in the effort to develop the country's financial markets especially developing countries one of which Indonesia. In this research will identify is the relationship between finacial deepening, the exchange rate of rupiah, interest rates and economic growth in Indonesia year of 1985-2015. The approach used in this study is the causality granger. The results in this study was the performance of the financial sector is still shallow. Financial deepening and economic growth have a one-way relationship, namely economic growth affects the financial deepening. Evidence that the introduction of Demand-Following Hypothesis in Indonesia. The exchange rate of the rupiah and financial deepening do not influence each other, as well as economic growth and the exchange rate of the rupiah not influence each other.</p><strong></strong><em></em><strong><em></em></strong>

scholarly journals Pengaruh Variabel Makro Ekonomi Terhadap Indeks Jakarta Islamic Index (JII) Periode Januari 2010 Hingga November 2015

2017 ◽  
Vol 3 (1) ◽  
pp. 70
Author(s):  
Ayu Tri Utami ◽  
Leo Herlambang
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Linear Regression ◽  
Interest Rates ◽  
Multiple Linear Regression ◽  
Independent Variables ◽  
Negative Effect ◽  
Study Population ◽  
Positive Effect ◽  
Science Governance

The study aimed to know whether there were influences of inflation, interest rate, and exchange rate on the Jakarta Islamic Index (JII). The study population were factors which influenced the Jakarta Islamic Index. The sample were those factors in the period of January 2010- November 2015. Multiple linear regression was used for the analysis. The analysis showed that inflation had a negative effect on Jakarta Islamic Index (JII) index, interest rates had a positive effect on Jakarta Islamic Index (JII) index, and the exchange rate had a positive effect on Jakarta Islamic Index (JII) index. All independent variables simultaneously had an effect on the Jakarta Islamic Index (JII) index. This study was expected to add insightsto science, governance and other fields.

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