scholarly journals Pengaruh Harga Emas Dunia, Harga Minyak Mentah Dunia dan Indeks Produksi Industri Terhadap Indeks Saham di Jakarta Islamic Index (JII) Dalam Jangka Panjang dan Jangka Pendek (Periode Januari 2005-Desember 2015)

2017 ◽  
Vol 4 (7) ◽  
pp. 515
Author(s):  
Dwi Purnamasari ◽  
Raditya Sukmana
Keyword(s):  
Crude Oil ◽  
Industrial Production ◽  
Secondary Data ◽  
Stock Index ◽  
Short Term ◽  
Long Run ◽  
The World ◽  
Negative Effect ◽  
Positive Effect

This research aims to know the influence of long-term and short-term world gold price, the price of crude oil to the world, and the index of industrial production against the stock index at the Jakarta Islamic Index (JII) during the period January to December 2015-2015. The object of this research is the stock index at the Jakarta Islamic Index (JII). Types of data used are secondary data. This research method using technical analysis with quantitative method of Error Correction Mechanism (ECM). The results showed that significant influence world gold prices in the long term and the short term against a stock index of JII. While the price of crude oil the world significant negative effect on the long run, and a significant positive effect on the short term. The index of industrial production turned out to be only a significant effect in the long term, but not in the short term.

scholarly journals ANALYSIS OF INTERNATIONAL INDEX ON INDONESIAN SHARIA STOCK INDEX

2020 ◽  
Vol 6 (1) ◽  
pp. 60
Author(s):  
Shofal Iman ◽  
Imron Mawardi ◽  
Md Atiqur Rahman Sarker
Keyword(s):  
Time Series Data ◽  
Secondary Data ◽  
Stock Index ◽  
Series Data ◽  
Significant Positive Effect ◽  
Short Term ◽  
Long Run ◽  
Positive Effect ◽  
Global Stock

This study aims to determine the influence of long-term and short-term global stock index on the Indonesian Islamic stock index. The approach used is a quantitative approach and uses the Error Correction Model (ECM) method. ECM is an analytical model that can be used in time series data to estimate the effect of independent variables on long-term and short-term use variables. The sample used was taken from secondary data, namely global stock index data consisting of the DJIA, N225 and HSI indices, and the Indonesian sharia stock index in the form of the ISSI index in the period of January 2013 to December 2017, so that 60 samples were obtained. The test results show that in the long run, the DJIA and HSI indices have a significant positive effect on the ISSI index, while the N225 index has a significant negative effect on the ISSI index. In the short term, only the DJIA index has a significant positive effect on the ISSI index.

scholarly journals ANALYSIS OF THE INFLUENCE OF SHARIA FINANCIAL SECTOR ON INDONESIAN NATIONAL INCOME 2011-2020

2021 ◽  
Vol 8 (5) ◽  
pp. 630
Author(s):  
Naufal Haidar Farras ◽  
Darwanto Darwanto
Keyword(s):  
Mutual Funds ◽  
National Income ◽  
Stock Index ◽  
Islamic Finance ◽  
Islamic Banking ◽  
Short Term ◽  
Distributed Lag ◽  
Negative Effect ◽  
Positive Effect

ABSTRAKPenelitian ini bertujuan untuk menganalisis pengaruh variabel sektor keuangan syariah terhadap Pendapatan Nasional Indonesia yang masih terkenal belum maksimal. Variabel sektor keuangan syariah terdiri dari indeks saham syariah, reksadana syariah, obiligasi syariah, serta perbankan syariah. Variabel Pendapatan Nasional Indonesia menggunakan data Produk Domestik Bruto Indonesia. Penelitian ini menggunakan metode ARDL (Autoregression Distributed Lag) yang mengukur pengaruh dalam jangka pendek maupun panjang secara parsial maupun stimultan. Penelitian ini menggunakan data triwulan yang diperoleh dari Statistik Saham Syariah, Statistik Reksadana Syariah, Statistik Sukuk Syariah, serta Statistik Perbankan Syariah dari Otoritas Jasa Keuangan. Sedangkan data Produk Domestik Bruto Indonesia didapatkan dari Kementerian Perdagangan Republik Indonesia periode waktu antara Januari 2011 sampai dengan Desember 2020. Hasil penelitian secara parsial menunjukkan bahwa dalam jangka pendek, perbankan syariah berpengaruh positif positif terhadap PDB, saham syariah dan reksadana syariah berpengaruh negatif terhadap PDB, sedangkan obligasi syariah tidak berpengaruh terhadap PDB. Dalam jangka panjang, perbankan syariah berpengaruh positif positif terhadap PDB, saham syariah dan reksadana syariah berpengaruh negatif terhadap PDB, sedangkan obligasi syariah tidak berpengaruh terhadap PDB. Secara simultan dalam jangka pendek dan jangka panjang sektor keuangan syariah tidak memiliki hubungan kointegrasi jangka Panjang terhadap Produk Domestik Bruto Indonesia.Kata Kunci: Indeks Saham Syariah, Reksadana Syariah, Obligasi Syariah, Perbankan Syariah, Produk Domestik Bruto. ABSTRACTThis study aims to analyze the effect of Islamic financial sector variables on Indonesia's National Income which is still not maximized. The Islamic finance sector variables consist of Islamic stock index, sharia mutual funds, sharia bonds, and sharia banking. The Indonesian National Income Variable uses Indonesia's Gross Domestic Product data. This study uses the ARDL (Autoregression Distributed Lag) method which measures the effect in the short term either partially or simultaneously. This study uses quarterly data obtained from Sharia Stock Statistics, Sharia Mutual Fund Statistics, Sharia Sukuk Statistics, and Sharia Banking Statistics from the Financial Services Authority. Meanwhile, Indonesia's Gross Domestic Product data was obtained from the Ministry of Trade of the Republic of Indonesia for the period between January 2011 to December 2020. The partial results show that in the short term, Islamic banking has a positive effect on GDP, Islamic stocks and Islamic mutual funds have a negative effect on GDP, while Islamic bondon has no effect on GDP. In the long term, Islamic banking has a positive positive effect on GDP, Islamic stocks and Islamic mutual funds have a negative effect on GDP, while Islamic bonds have no effect on GDP. Simultaneously, in the short and long term, the Islamic finance sector does not have a long-term cointegration relationship with Indonesia's Gross Domestic Product.Keywords: Sharia Stock Index, Sharia Mutual Funds, Sharia Bonds, Sharia Banking.

scholarly journals Pengaruh Sertifikat Bank Indonesia Syariah (SBIS), Jakarta Islamic Index (JII), Tingkat Inflasi, dan Index Harga Saham Gabungan (IHSG) Terhadap Nilai Tukar: Pendekatan Autoregressive Distributed LAG (ARDL)

2017 ◽  
Vol 4 (10) ◽  
pp. 833
Author(s):  
Nur Fadhilah ◽  
Raditya Sukmana
Keyword(s):  
Quantitative Research ◽  
Secondary Data ◽  
Short Term ◽  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
Long Run ◽  
The Us ◽  
Negative Effect ◽  
Us Dollar

This study aims to review the effect of macro economic factors such as BankIndonesia Sharia Certificates (BISC), Jakarta Islamic Index (JII), Inflation, and Indonesia Composit Index (ICI) Against Exchange Rate of Rupiah Period 2013-2016 both long term and short term. This quantitative research used Autoregressive Distributed (ARDL) method. The data used is secondary data by collecting data from official website of Bank Indonesia, Yahoo Finance and PT. IDX) period 2013 to 2016. ARDL results show that In the short term variable JII, ICI, and BISC have a significant negative effect which means increaseing the variable will cause the Rupiah appreciate against the US Dollar. While variable Inflation has a positive value which means rising inflation will lead the Rupiah depreciate. In the Long run BISC and JII variable is negative and significant, while ICI is positive and inflation is negative not-significant.

scholarly journals Dynamics of Foreign Direct Investment Manufacturing Sector in Indonesia

2019 ◽  
Vol 7 (2) ◽  
pp. 153-164
Author(s):  
Saparuddin Mukhtar ◽  
Dicky Iranto ◽  
Riana Raudha Adni
Keyword(s):  
Foreign Direct Investment ◽  
Interest Rates ◽  
Direct Investment ◽  
Manufacturing Sector ◽  
Secondary Data ◽  
Long Term Effects ◽  
Short Term ◽  
Long Run ◽  
Negative Effect

This research was conducted to determine the short-term and long-term effects between Gross Domestic Product, Interest Rates, and Inflation on Foreign Direct Investment in the manufacturing sector for the period 2004-2017. Study applied VECM (Vector Error Correction Model), secondary data obtained from Bank Indonesia, BPS, and Bappenas. Based on the statistical results it can be concluded that: first, GDP has a positive and not significant effect in the short term, then in the long run, it has a negative effect toward FDI. Second, in the short term interest rates have a negative and not significant while in the long term interest rates have a negative and significant effect on FDI in the manufacturing sector. Lastly, inflation has a negative and insignificant effect, while, in the long-run inflation has a positive and significant effect on FDI in the manufacturing sector.

scholarly journals PENGARUH GLOBALISASI KEPADATAN PENDUDUK DAN PERTUMBUHAN EKONOMI TERHADAP DEGRADASI LINGKUNGAN DI INDONESIA

2020 ◽  
Vol 2 (4) ◽  
Author(s):  
Safriwan Safriwan ◽  
Idris Idris
Keyword(s):  
Population Density ◽  
Environmental Degradation ◽  
Research Result ◽  
Short Term ◽  
Method Error ◽  
Negative Effect ◽  
Economic Institute ◽  
Carbon Project ◽  
Positive Effect

Abstract : The study describes the effects on globalization population density andeconomic growth on environmental degradation in Indonesia. This research uses a timeseries data from year 1971 - 2017, with method Error Correction Model (ECM). Datasources from Global Carbon Project, KOF Swiss Economic Institute, and WorldBank. Research result explain that (1) Globalization in long term has a insignificantpositive effect on environmental degradation in Indonesia, but short term globalizationhas a insignificant negative effect on environmental degradation in Indonesia (2)Population density in long term has a significant positive , and short term has ainsignificant positive effect on environmental degradation in Indonesia (3) Economicgrowth in long and short term has a significant positive effect on environmentaldegradation in Indonesia.Keywords : Environmental Degradation, Globalization Population Density AndEconomic Growth.

scholarly journals Integration of Indonesian Coffee Markets with World Coffee Markets

2021 ◽  
Vol 2 (1) ◽  
pp. 33
Author(s):  
Haposan Orlando Napitupulu ◽  
Ana Arifatus Sa'diyah ◽  
Farah Mutiara
Keyword(s):  
Time Series Data ◽  
Dynamic Equilibrium ◽  
Secondary Data ◽  
Series Data ◽  
Short Term ◽  
Robusta Coffee ◽  
Long Run ◽  
Relationship Of ◽  
Coffee Markets

This study aims to analyze the integration of the Arabica and Robusta coffee markets in Indonesia with world coffee prices. The study uses secondary data in the form of annual time series data during the period 1985 - 2015. The study uses the VECM analysis method. This method explains the relationship of long-term dynamic equilibrium and short-term equilibrium in a system of equations. The analysis shows that Indonesian and world Arabica coffee is not integrated in the long term or the short term. In Robusta coffee VECM estimation analysis shows that there is a significant value at the 10% level in a long-term relationship with a value of 0.08579, which means that there is a short-term relationship between world Robusta coffee prices and domestic Robusta coffee prices in the previous year, but no relationship in the long run.

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 Kapitalisasi Jakarta Islamic Index (Jii) Dan Indeks Saham Syariah Indonesia (Issi) Terhadap Outstanding Sukuk Korporasi Di Indonesia Tahun 2015-2017

2018 ◽  
Vol 14 (2) ◽  
pp. 90-107
Author(s):  
Yurda Indari
Keyword(s):  
Quantitative Methods ◽  
Secondary Data ◽  
Social Situation ◽  
Stock Index ◽  
Significant Positive Effect ◽  
Significance Level ◽  
Significant Negative Effect ◽  
Negative Effect ◽  
Data Collection Technique ◽  
Positive Effect

This study analyzes the influence of Islamic stocks on corporate sukuk. The object of this study is the outstanding corporate sukuk in Indonesia in 2015-2016. This study aims to analyze the effect of Islamic stock variables, namely the capitalization of the Jakarta Islamic Index and the Indonesian Islamic Stock Index. This research was conducted using quantitative methods. The data source in this study is secondary data. The data in this study were collected in two ways, namely choosing objects based on three elements (social situation) and samples (purposive sampling). The data collection technique in this study is documentation. The results of this study indicate that the Capitalization of the Jakarta Islamic Index (JII) has a significant negative effect on outstanding sukuk because the capitalization coefficient of the Jakarta Islamic Index (JII) is -0.015194 and the significance level of JII is 0.0299 smaller than alpha 0.05. This means that the increase in capitalization that occurred in 2015-2017 had a significant negative effect on the outstanding sukuk which caused the outstanding sukuk to decline. The Capitalization of the Indonesian Sharia Stock Index (ISSI) has a significant positive effect on outstanding sukuk because the capitalization coefficient of the Indonesian Sharia Stock Index (ISSI) is 0.014341 and the significance level of the ISSI is 0,0008 smaller than alpha 0.05 which means an increase in ISSI capital in the year 2015-2017 had a significant positive effect on outstanding sukuk which resulted in outstanding sukuk increasing.

scholarly journals Struktur Pendanaan dan Profitabilitas: Studi pada Perusahaan Non-Keuangan yang Listing di Bursa Efek Indonesia

2019 ◽  
Vol 1 (1) ◽  
pp. 55-66
Author(s):  
Irene Rini Demi Pangestuti ◽  
Dinar Nur Septiyanto
Keyword(s):  
Capital Structure ◽  
Random Sampling ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Short Term ◽  
Return On Assets ◽  
Negative Effect ◽  
Equity Ratio ◽  
Positive Effect

Purpose- The study was conducted to examine the effect of capital structure on profitability. Variables of the capital structure are Long-term Debt to total assets (LTD), Short-term Debt to total assets (STD) and Debt to Equity Ratio (DER) while profitability is proxied by Return on Assets (ROA. Research is conducted on all Non-Financial companies listed on the Indonesia Stock Exchange (IDX) in the period 2014-2016. Methods- Use the Purposive Random Sampling technique to take samples. Samples taken from Bloomberg. The sample used amounted to 175 companies using multiple regression analysis SPSS program assistance. Finding- The results of the study note that LTD and STD have a significant negative effect on ROA. DER has not a significant positive effect on ROA.

Body Height and Occupational Success for Actors and Actresses

2010 ◽  
Vol 107 (1) ◽  
pp. 25-38 ◽  
Author(s):  
Stefan Stieger ◽  
Christoph Burger
Keyword(s):  
Body Height ◽  
Annual Income ◽  
Online Database ◽  
Short Term ◽  
Occupational Success ◽  
Negative Effect ◽  
Relationship Of ◽  
The Relationship ◽  
Positive Effect

The association of body height with occupational success has been frequently studied, with previous research mainly finding a positive effect among men and positive or null effects among women. Occupational success has almost exclusively been measured so far by short-term success variables (e.g., annual income). In the present study, the relationship of success and height was examined in a group of actors and actresses using a large online database about movies (Internet Movie Database) where heights of actors and actresses are stated. The number of roles played in movies and television series during each actor's lifetime was used as a measure of long-term occupational success. No height effect was found for male actors but a significant negative effect was found for actresses, even after controlling for possible confounding influences (age and birth year). Compared to the general population, actors and actresses were significantly taller; however, actresses who were shorter than average were more likely to achieve greater occupational success, in terms of being featured in more movies.

Sign in / Sign up

Export Citation Format

Share Document