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.

scholarly journals Macro Economic Challenges and Third Party Funds of Islamic Commercial Banks in Indonesia

2019 ◽  
Vol 3 (1) ◽  
Author(s):  
Anik Anik ◽  
Iin Emy Prastiwi
Keyword(s):  
Exchange Rate ◽  
Money Supply ◽  
Time Series Data ◽  
Data Gathering ◽  
Third Party ◽  
Series Data ◽  
Monthly Data ◽  
The Us ◽  
Us Dollar ◽  
Gathering Data

This article aims to determine the effect of inflation, the BI Rate, the exchange rate of the rupiah to the US dollar, and the amount of money supply for Third Party Funds (TPF) in Indonesians’ Islamic Banks during 2013-2016. This research method uses multiple regression analysis with time series data; gathering data from 48 samples of which are monthly data on the variables.  The result of this research find that the inflation and exchange rate variables have no significant effect on TPF, while the BI Rate variable and the money supply have a significant effect on TPF. In doing so, Islamic banking can pay serious attention to the BI rate and the money supply and in this study the BI rate on the direction of TPF. Keywords: inflation, BI rate, exchange rate, Third Party Funds

The Effect of Covid-19, Rupiah Exchange Rate, and Inflation on the Indonesia Sharia Stock Index during the Covid-19 Pandemic

2021 ◽  
Vol 4 (1) ◽  
pp. 313-336
Author(s):  
Achmad Agus Priyono ◽  
Ari Kartiko
Keyword(s):  
Exchange Rate ◽  
Time Series Data ◽  
Negative Impact ◽  
Stock Index ◽  
Series Data ◽  
Stock Market Index ◽  
Short Term ◽  
The Us ◽  
Us Dollar

Purpose of this study is to clarify the effect of the number of daily cases reported to have contracted the Covid-19 virus, the exchange rate of the rupiah against the US dollar and inflation on the movement of the Indonesian Sharia stock index (ISSI) during the Pandemic Covid 19 in the short term and long term. Data analysis methods that used is analysis Error Correction Mechanism (ECM) using Eviews software 10. The data collected is daily time series data starting from March 2, 2020 to May 31, 2021 so that the number of samples collected obtained as many as 283 samples . The results of the study stated that the addition of the daily number of reported cases of contracting the Covid-19 virus has a negative impact on The Indonesian Sharia Stock Market Index (ISSI) during the Covid-19 pandemic, so that encourage the weakening of the Stock Index both in the long and long term short. Likewise, the weakening of the rupiah against the US dollar will caused the fall of the sharia index during the Covid 19 pandemic, both in the long term and long and short term. However, the study found no effect inflation on the Indonesian Sharia Stock Index (ISSI) during the Covid19 pandemic, good long term and short term

scholarly journals EFFECT OF INTEREST RATE, INFLATION AND NATIONAL INCOME TO RUPIAH THE AMERICAN DOLLARS IN 2006-2016

2017 ◽  
Vol 15 (2) ◽  
pp. 240-248
Author(s):  
Muhammad Irsyad Mustaqim ◽  
Saparuddin Mukhtar ◽  
Tuty Sariwulan
Keyword(s):  
Exchange Rate ◽  
Interest Rates ◽  
Multiple Regression ◽  
Time Series Data ◽  
National Income ◽  
Coefficient Of Determination ◽  
Series Data ◽  
The Us ◽  
Us Dollar ◽  
The Exchange Rate

This research aims to analyze the effect of interest rates, inflation and national income against the rupiah exchange rate over the US dollar. As for the data used in this research is secondary data, with this type of time series data in the period 2006-2016 obtained from Bank Indonesia and the World Bank. The method of this research method using exposé facto. Data analysis techniques used in this research is the analysis of multiple regression. By using multiple regression analysis model, the output shows that interest rates (X 1) positive and significant effect of the exchange rate of the rupiah against the US dollar up (Y). Inflation rate (X 2) do not affect the exchange rate of the rupiah significantly to top u.s. dollars (Y). National income (X 3) a positive effect of the exchange rate of the rupiah against the US dollar up (Y). Of test results by looking at their significance value F = 0.000 then it can be said to be 0.05 < simultaneously interest rates, inflation and national income effect significant at α = 5% against the rupiah exchange rate over the US dollar in the year 2006-2016. The value of the coefficient of determination (R2) acquired for 0.660 has a sense that the rupiah exchange rate over the US dollar can be explained by the level of interest rates, inflation and national income amounted to 66% while the rest is explained by other factors that do not exist in the model for this research.

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 Export Determinant of Micro, Small, and Medium Enterprise Products (MSMEs) in Indonesia with Error Correction Model (ECM) Approach

2021 ◽  
Vol 6 (6) ◽  
pp. 149-155
Author(s):  
Cicih Ratnasih ◽  
. Sumarni ◽  
M. Imron Rosyadi ◽  
Dedy Triharjanto ◽  
. Yolanda
Keyword(s):  
Exchange Rate ◽  
Error Correction ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Major Effect ◽  
Short Term ◽  
Substantial Impact ◽  
The Us ◽  
Us Dollar

This study analyzes the relationship between the exchange rate of the rupiah against the US dollar, MSME growth, investment, MSME credit, and inflation all have an effect on MSME exports in Indonesia. The purpose of this study is to determine the extent to which the independent factors above have an effect on MSME product exports using multiple linear regression analysis. The Error Correction Mechanism (ECM) analytical approach was employed in this study, which covered the period 2010-2020. ECM analysis is capable of resolving short- to long-term imbalances. This study demonstrates that there is no such thing as a short-term-long-term equilibrium. Partially, the rupiah exchange rate against the US dollar, investment, and inflation all had a significant effect on the export of MSME products in Indonesia, while the rupiah exchange rate against the US dollar, MSME growth, and investment all had a significant effect on the export of MSME products in the short term. At various points in time (long and short term), it can be seen that the rupiah's exchange rate against the US dollar and investment had a substantial impact on MSME exports. Simultaneously, all variables had a major effect on the export of MSME products in Indonesia, both in the long and short term.

scholarly journals Produk Domestik Bruto dan Kurs Sebagai Determinan Impor Pupuk Indonesia

SOROT ◽  
2021 ◽  
Vol 16 (1) ◽  
pp. 35
Author(s):  
Mardiana Mardiana ◽  
Siti Nelva Anisa ◽  
Darma Yuda
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Time Series Data ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Financial Economic ◽  
Least Square ◽  
Series Data ◽  
Ordinary Least Square ◽  
The Exchange Rate

Impor pupuk dilakukan untuk memenuhi kebutuhan kebutuhan pupuk. Penelitian ini bertujuan untuk menganalisis pengaruh PDB dan nilai tukar sebagai determinan impor pupuk di Indonesia. Lokasinya berada di Indonesia, dengan periode penelitian 2004 hingga 2018. Data yang digunakan adalah data time series yang terdiri dari data nilai tukar, PDB, dan impor pupuk. Sumber data dalam penelitian ini adalah data yang dipublikasikan pada Statistik Ekonomi Keuangan Indonesia (SEKI). Laporan Statistik Kementerian Perdagangan dan laporan statistik perdagangan luar negeri untuk impor Indonesia dari publikasi Badan Pusat Statistik (BPS). Penelitian ini menggunakan metode ordinary least square (OLS) dengan analisis regresi linier berganda sebagai persamaannya. Kondisi impor pupuk di Indonesia cenderung menunjukkan fluktuatif. Namun, dalam beberapa tahun terakhir telah menunjukkan peningkatan. Secara bersamaan, PDB Indonesia dan nilai tukar mempengaruhi impor pupuk Indonesia. Namun secara parsial, impor pupuk Indonesia dipengaruhi secara positif dan signifikan oleh PDB. Sedangkan nilai tukar tidak berpengaruh signifikan terhadap impor pupuk Indonesia. Fertilizer imports are carried out to meet fertilizer needs. This study analyzes the effect of GDP and the exchange rate as determinants of fertilizer imports in Indonesia. The location is in Indonesia, with a research period from 2004 to 2018. The data used is time series data consisting of data on exchange rates, GDP, and fertilizer imports. The data source in this study is the data published in the Indonesian Financial Economic Statistics (SEKI). The Ministry of Trade's Statistical Report and foreign trade statistical reports for Indonesian imports from the publication of the Central Statistics Agency (BPS). This study uses the Ordinary Least Square (OLS) method with multiple linear regression analysis as the equation. Fertilizer import conditions in Indonesia tend to fluctuate. However, in recent years it has shown improvement. Simultaneously, Indonesia's GDP and the exchange rate affect Indonesia's fertilizer imports. However, partially, Indonesia's fertilizer imports are positively and significantly affected by GDP. Meanwhile, the exchange rate does not have a significant effect on Indonesia's fertilizer imports.

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 ANALISIS FLUKTUASI KURS RUPIAH TERHADAP DOLLAR AMERIKA (1997.1 - 2004.IV)

2007 ◽  
Vol 7 (1) ◽  
pp. 73
Author(s):  
Anggyatika Mahda Kurnia ◽  
Didit Purnomo
Keyword(s):  
Exchange Rate ◽  
Money Supply ◽  
Time Series Data ◽  
Model Specification ◽  
Series Data ◽  
Significant Variable ◽  
Test Analysis ◽  
Correction Model ◽  
Normality Test ◽  
Us Dollar

The research aims at analyzing the fluctuation ofRupiah exchange rate against US dollar. Data used in the research are quarterly time series data, namely in period from 1997.1 to 2004.IV. The analysis tools used in this research are multivariate linear regression by Error Correction Model (ECM). The result of this research concluded that the variables of The Rupiah exchange rate, inflation, interest rate of Bank Indonesia and import value has been stationer, only the variable of money supply on which is not stationer.ECM analysis results in the valid model on the Rupiah exchange rate against US dollar. It is showed by the significant ECT value at a=0.05; the regression coefficient value is 0.231835. Based on the classical assumption test, there is not found any problem. Normality test showed that Ut distribution is normal, the model specification test by Ramsey Reset Test showed that the model used is linear. The determination coefficient showed that about 90.5813% of the Rupiah exchange rate against US dollar could be explained by the variables of the model. The result of the t test analysis showed that the significant variable is the money supply (a=10%), inflation (a=l%), import value (a=l%)

scholarly journals An Analysis the Rupiah Exchange Rates Effect Against the American Dollar and Inflation Against the Growth of Islamic Banking Mudharabah Deposits in Indonesia

2019 ◽  
Vol 3 (1) ◽  
pp. 82
Author(s):  
Muhammad Tho'in ◽  
Iin Emy Prastiwi
Keyword(s):  
Exchange Rate ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Multiple Linear Regression Analysis ◽  
Islamic Banking ◽  
Positive Direction ◽  
Community Activities ◽  
The Us ◽  
Us Dollar ◽  
The Impact

This study aims to determine the effect of rupiah exchange rate on the US dollar (US dollar) and inflation on Mudharabah deposits of Islamic banking in Indonesia. This research is a descriptive quantitative study with secondary data. This study took samples at Islamic Commercial Banks and Islamic Business Units from January 2013 to December 2017. The analysis technique used was multiple linear regression analysis. Before conducting regression testing, the data were tested by classical assumption test, namely normality test, multicollinearity test, autocorrelation test, and heteroscedasticity test. The results in this study are the first rupiah exchange rate has a significant effect on Mudharabah deposits in a positive direction. This means that if rupiah exchange rate increases the impact on community activities in investing in Mudharabah deposits increases. The second is that iinflation has no significant effect on Mudharabah deposits, but has a relationship with a positive direction. This means that if the inflation increases, the impact on community activities in investing Mudharabah deposits also increases. Third, rupiah exchange rate and inflations are simultaneously affect on the Mudharabah deposits of Islamic banking in the amount of 59.9%. The implication is that the high rupiah exchange rate situation attracts investors to invest in Mudharabah deposits. The increase in the rupiah against the US dollar tends to cause multiplier effect which results in rising prices of commodity goods. High prices of commodity goods cause macro consumption to decrease, too because people tend to be efficient in consumption.

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.

Sign in / Sign up

Export Citation Format

Share Document