scholarly journals The Effect of Inflation, Rupiah Exchange Rate, Interest Rate, Money Supply, Industry Production Index, Dow Jones Islamic Market Index in Malaysia and Japan on ISSI

2021 ◽  
Vol 1 ◽  
pp. 107-115
Author(s):  
Rizki Nur Gunawan ◽  
Anton Bawono
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Money Supply ◽  
Time Series Data ◽  
Linear Regression Analysis ◽  
Sampling Technique ◽  
Series Data ◽  
Production Index ◽  
Market Index ◽  
Supply Industry

The purpose of this study is to determine the effect of inflation, rupiah exchange rate, interest rate, money supply, industry production index, Dow Jones Islamic Market Index Malaysia and Japan on ISSI. This research used secondary time series data which is accessed from the official website of ISSI. The sampling technique used a saturated sample with 62 observations. The research method uses descriptive statistics and multiple linear regression analysis. The results show that inflation has a negative but not significant effect on ISSI. The Rupiah exchange rate, interest rate, and DJIJP have a negative and significant effect on ISSI. The money supply, industrial production index, and DJMY25D have a positive and significant effect on ISSI.

scholarly journals PENGARUH KURS RUPIAH, INFLASI DAN SUKU BUNGA TERHADAP RETURN SAHAM PERUSAHAAN SEKTOR JASA SUB KONSTRUKSI DAN BANGUNAN PADA BURSA EFEK INDONESIA

2020 ◽  
Vol 14 (1) ◽  
Author(s):  
Galih Abi Nugroho ◽  
Sri Hermuningsih
Keyword(s):  
Exchange Rate ◽  
Data Analysis ◽  
Interest Rates ◽  
Stock Return ◽  
Time Series Data ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Sampling Technique ◽  
Coefficient Of Determination ◽  
Series Data

This study aims to determine the effect of the rupiah exchange rate, inflation and interest rates in sub construction and building service companies listed on the Indonesia Stock Exchange for the 2014-2018 period. The nature of this research is a quantitative approach because the data used are in the form of numbers in statistical analysis. The population is construction and building companies listed on the Indonesia Stock Exchange. The sample used was panel data, with time series data of 5 years and cross section data of 12 companies. The sampling technique was obtained by using purposive sampling technique. Data collection techniques using documentation, while data analysis techniques using multiple linear regression analysis supported by the classical assumption test that is normality test, multicollinearity test, heteroscedasticity test and autocorrelation test. In this study also used the Sobel test. Based on the results of data analysis, it shows that: (1) Rupiah exchange rate has a positive and not significant effect on stock return (2) Inflation has a negative and significant effect on stock return (3) Interest rates have a negative and significant effect on stock return, (4) simultaneously, rupiah exchange rate, inflation and interest rates have a significant effect on stock return. The results of the coefficient of determination (R2) of 12.1% while the remaining 87.9% is influenced by other variables outside the model.Keywords: Rupiah Exchange Rate, Inflation, Interest Rates, Stock Return

scholarly journals Determinants of Foreign Direct Investment in Indonesia

2021 ◽  
Vol 3 (2) ◽  
pp. 499-510
Author(s):  
Cynthia Sari Dewi ◽  
Farend Olivia Hutomo
Keyword(s):  
Foreign Direct Investment ◽  
Exchange Rate ◽  
Interest Rate ◽  
Direct Investment ◽  
Time Series Data ◽  
Linear Regression Analysis ◽  
Trade Openness ◽  
Labor Cost ◽  
Series Data ◽  
Market Size

The objective of this research is to investigate the influence of macroeconomic factors such as market size, labor cost, interest rate, exchange rate, trade openness, and inflation to the foreign direct investment in Indonesia. This research uses a quantitative approach with time series data, quarterly from 2006 to 2019. The data is processed using SPSS Statistics 23 software, specifically linear regression analysis method and passed the classical assumption test. Results show that there is a partially significant relationship between market size, labor cost, interest rate, exchange rate, and trade openness to the foreign direct investment, meanwhile inflation does not significantly affect the foreign direct investment. These findings hopefully can help the government to make wiser policies to increase the foreign direct investment.

scholarly journals EFFECT OF MONETARY POLICY ON ECONOMIC GROWTH IN NIGERIA: AN EMPIRICAL INVESTIGATION

10.26458/1815 ◽  
2018 ◽  
Vol 18 (1) ◽  
pp. 123-140 ◽  
Author(s):  
Lawrence Olisaemeka UFOEZE ◽  
J. C ODIMGBE ◽  
V. N. EZEABALISI ◽  
Udoka Bernard ALAJEKWU
Keyword(s):  
Economic Growth ◽  
Monetary Policy ◽  
Exchange Rate ◽  
Interest Rate ◽  
Money Supply ◽  
Time Series Data ◽  
Series Data ◽  
Long Run ◽  
Effect Of Monetary Policy ◽  
Positive Effect

The study investigated effect of monetary policy on economic growth in Nigeria. The natural log of the GDP was used as the dependent variables against the explanatory monetary policy variables: monetary policy rate, money supply, exchange rate, lending rate and investment. The time series data is the market controlled period covering 1986 to 2016. The study adopted an Ordinary Least Squared technique and also conducted the unit root and co-integration tests. The study showed that long run relationship exists among the variables. Also, the core finding of this study showed that monetary policy rate, interest rate, and investment have insignificant positive effect on economic growth in Nigeria. Money supply however has significant positive effect on growth in Nigeria. Exchange rate has significant negative effect on GDP in Nigeria. Money supply and investment granger cause economic growth, while economic growth causes interest rate in Nigeria. On the overall, monetary policy explain 98% of the changes in economic growth in Nigeria. Thus, the study concluded that monetary policy can be effectively used to control Nigerian economy and thus a veritable tool for price stability and improve output.

scholarly journals ANALISIS PENGARUH VARIABEL MAKRO EKONOMI TERHADAP EKSPOR NON MIGAS DI INDONESIA

2017 ◽  
Vol 6 (1) ◽  
pp. 37
Author(s):  
Reni Novianti Sari ◽  
Ali Anis ◽  
Yeniwati Yeniwati
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Money Supply ◽  
Oil And Gas ◽  
Time Series Data ◽  
Descriptive Analysis ◽  
National Income ◽  
Series Data ◽  
The Relationship ◽  
Inductive Analysis

This study aims to determine the effect of Inflation, National Income, Interest Rate and Money Supply through exchange rate moderation variables to non oil and gas exports in Indonesia. The type of research used is descriptive and associative research. The type of data in this study is secondary data and time series data in the form of monthly and quarterly data from 2005 to 2016. Data analysis used is descriptive analysis and inductive analysis. In the inductive analysis there are several tests: Moderated Regression Analysis (MRA), classical assumption test and t test. This result shows that (1) exchange rate has no significant effect to moderate the relationship between inflation to non oil and gas exports in Indonesia (2) Exchange rate has significant effect to moderate the relationship between national income to non-oil exports in Indonesia (3) Interest rate has no significant effect moderate relationship Interest rate on non-oil and gas exports in Indonesia (4) The exchange rate has a significant effect on moderating the relationship between the money supply to non-oil and gas exports in Indonesia.

scholarly journals FAKTOR-FAKTOR YANG MEMPENGARUHI INFLASI DI INDONESIA

2016 ◽  
Vol 5 (2) ◽  
pp. 137
Author(s):  
Chairannisa Arjunita
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Interest Rate ◽  
Linear Regression ◽  
Interest Rates ◽  
Money Supply ◽  
Inflation Targeting ◽  
Time Series Data ◽  
Multiple Linear Regression Model ◽  
Series Data

This study aims to  analyze the effect of interest rate, money supply,exchange rate and inflation targeting framework policy on inflation in Indonesia.The type of this research are descriptive and associative using time series data fromthe first quarter of 1997 until the fourth quarter of 2015 with documentation datacollected technique. Data were analyzed with multiple linear regression model, theprerequisite test (multicolinearity, autocorrelation and heteroscedasticity), t test, andF test. The result shows that (1) Interest Rates has positive and significant effect oninflation in Indonesia. (2) Money Supply has positive and not significant effect oninflation in Indonesia. (3) Exchange rate has negative and not significant effect oninflation in Indonesia.  (4) Inflation Targeting Framewrok Policy has positive andsignificant effect on inflation in Indonesia.

scholarly journals PENGARUH JUMLAH UANG BEREDAR, KURS US DOLLAR DAN INDEKS HARGA KONSUMEN TERHADAP INDEKS HARGA SAHAM SEKTOR PERDAGANGAN DI BURSA EFEK INDONESIA

Media Ekonomi ◽  
2019 ◽  
Vol 25 (2) ◽  
pp. 93
Author(s):  
Nurlia Rahmatika
Keyword(s):  
Exchange Rate ◽  
Money Supply ◽  
Stock Price ◽  
Price Index ◽  
Time Series Data ◽  
Consumer Price Index ◽  
Sampling Technique ◽  
Series Data ◽  
Independent Variable ◽  
Stock Price Index

<em>This study aims to determine the analysis of the influence of the Money Supply (M2), the USD Exchange Rate and the Consumer Price Index.</em> <em>The research methodology used is a quantitative method with time series data and data sources derived from secondary data obtained from the Indonesia Stock Exchange. The sampling technique uses purposive sampling method with monthly data and research period from January 2009 to December 2016. The data analysis technique used is multiple linear regressions.</em> <em>The results of this study indicate that partially the independent variable Amount of Money has a positive and significant effect on the Trading Sector Stock Price Index. While the independent variable USD Exchange Rate and Consumer Price Index has a negative and significant effect on the Trading Sector Stock Price Index. Meanwhile, simultaneously the independent variable consisting of Money Supply, the USD Exchange Rate and the Consumer Price Index together have a significant relationship to the dependent variable, namely the Trade Sector Stock Price Index. </em>

scholarly journals PENGARUH FAKTOR – FAKTOR EKONOMI TERHADAP INFLASI DI INDONESIA PASCA-KRISIS KEUANGAN

2017 ◽  
Vol 21 (2) ◽  
pp. 73-84
Author(s):  
Jechlien Melinda Reawaruw
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Financial Crisis ◽  
Money Supply ◽  
Time Series Data ◽  
Least Square ◽  
Series Data ◽  
Negative Effect ◽  
The Government ◽  
Positive Effect

This study aimed to identify the influenceof Interest Rate, Money Supply, and Exchange Rate to inflationin Indonesia after Financial Crisis 2008 with quantitative approach and analyzed using OLS (Ordinary Least Square). Data Methods in this research used time series data in the period 2008:1 until 2015:2. The result of this research indicate that Interest Rate, Money Supply, and Exchange Rate simultaneously effect the inflationin Indonesia after Financial Crisis 2008. Interest Rate has a positive effect 2.755885%, Money Supply has a positive effect 1.28E-06%, and Exchange Rate have a negative effect 0.000841%. Bank Indonesia as an institution that is responsible for determining the inflatin target has a very important role and coordinate with the government in implementing fiscal policy and monetary policy appopriately.

scholarly journals Pengaruh Variabel Moneter terhadap Variabel Internal Bank Konvensional di Indonesia

2019 ◽  
Vol 3 (2) ◽  
pp. 202
Author(s):  
Ali Akbar
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Money Supply ◽  
Time Series Data ◽  
Partial Least Square ◽  
Least Square ◽  
Series Data ◽  
Internal Variables ◽  
Operating Income ◽  
Conventional Banks

This research is to know the influence of monetary variables ((interest rate, exchange rate and amount of money supply) on the internal variables of conventional banks (amount of credit and operational expense than operating income (BOPO)). The population in this research is the whole of conventional banks in Indonesia year of 2010-2017. The sampel is the conventional banks by as much as 14 banks, with time series data. The method used is the analysis of partial least square (PLS). The results showed that monetary variables ((interest rate, exchange rate and amount of money supply) have a positive and significant influence on the internal variables of conventional banks (amount of credit and BOPO), where excange rate (rupiah on dollar AS) is the most influential variable on amount of credit and BOPO of conventional banks compared to the interest rate and amount of money supply variable.

scholarly journals Pengaruh Variabel Makro Terhadap Nilai Tukar Rupiah Atas Dolar AS Periode 2012-2015

2017 ◽  
Vol 4 (7) ◽  
pp. 587
Author(s):  
Yessica Tri Permatasari ◽  
Suherman Rosyidi
Keyword(s):  
Exchange Rate ◽  
Money Supply ◽  
Quantitative Method ◽  
Time Series Data ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Series Data ◽  
The Us ◽  
Import And Export ◽  
Us Dollar

The aim of this research was to determine the influence of money supply, reward for Indonesian sharia Bank certificate (SBIS), import and export to the rupiah exchange rate on the US dollar during 2012-2015. The research methods used was quantitative method with multiple linear regression analysis. The data used in this study was secondary monthly time series data in time during 2012 - 2015. Data in this research were obtained from Central Bureau of Statistic (BPS) and Indonesian Economic and Financial Statistic (SEKI). The result of this study indicate that partially, the money supply and reward for SBIS has significant impact on the rupiah exchange rate on the US dollar during 2012-2015, while import and export has no significant effect on the rupiah exchange rate on the US dollar during 2012-2015. Simultaneously, money supply, SBIS return rate, import and export had significant effect to the rupiah exchange rate on the US dollar during 2012-2015.

Faktor-Faktor Yang Mempengaruhi Nilai Tukar Dollar Amerika Serikat Terhadap Rupiah Tahun 2000–2013

2017 ◽  
Vol 1 (2) ◽  
pp. 177-191
Author(s):  
Rizki Rahma Kusumadewi ◽  
Wahyu Widayat
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Money Supply ◽  
Time Series Data ◽  
The United States ◽  
Economic Conditions ◽  
Series Data ◽  
Arch Model ◽  
United States Dollar ◽  
The Exchange Rate

Exchange rate is one tool to measure a country’s economic conditions. The growth of a stable currency value indicates that the country has a relatively good economic conditions or stable. This study has the purpose to analyze the factors that affect the exchange rate of the Indonesian Rupiah against the United States Dollar in the period of 2000-2013. The data used in this study is a secondary data which are time series data, made up of exports, imports, inflation, the BI rate, Gross Domestic Product (GDP), and the money supply (M1) in the quarter base, from first quarter on 2000 to fourth quarter on 2013. Regression model time series data used the ARCH-GARCH with ARCH model selection indicates that the variables that significantly influence the exchange rate are exports, inflation, the central bank rate and the money supply (M1). Whereas import and GDP did not give any influence.

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