scholarly journals Analysis of the Factors Affecting the Competitiveness of ASEAN-5 Countries

2021 ◽  
Vol 6 (1) ◽  
pp. 1
Author(s):  
Tarwo Kusnarno ◽  
Eddy Suratman
Keyword(s):  
Exchange Rates ◽  
Labor Productivity ◽  
Series Data ◽  
Analysis Model ◽  
Factors Affecting ◽  
Times Series ◽  
Insignificant Effect ◽  
Net Exports ◽  
The Times ◽  
Net Export

This study analyzes the factors that affect the competitiveness of ASEAN-5 countries in terms of Labor Productivity, Net Exports, Investment, Inflation and Exchange Rates in two periods, namely the ASEAN internal crisis and the global crisis using the times series data from 1997-2017, then analyzed with the regression analysis model. The results showed that the labor productivity of the 1997-2008 period had a positive and significant effect on the competitiveness of ASEAN-5, as well as the period of 2008-2019, labor productivity had a positive and significant effect on the competitiveness of ASEAN-5. The net export period of 1997-2008 had a negative and not significant effect on the competitiveness of ASEAN-5, as well as the period of 2008-2017, the net export had a negative and not significant effect on the competitiveness of ASEAN-5. The investment period of 1997-2008 has a negative and not significant effect on the competitiveness of ASEAN-5, while the period 2008-2017 has a positive and not significant effect on the competitiveness of ASEAN-5. Inflation in the 1997-2017 period had a negative and insignificant effect on the competitiveness of ASEAN-5, as well as the 2008-2017 inflation period had a negative and not significant effect on the competitiveness of ASEAN-5. Exchange rates for the period 1997-2008 have a negative and insignificant influence on the competitiveness of ASEAN-5, as well as the 2008-2017 period, which has a negative and insignificant effect on the competitiveness of ASEAN-5.

scholarly journals The Effect of Inflation, US Dollar Exchange Rates, Interest Rates, and World Oil Prices on Gold Price Fluctuations in Indonesia 2014 – 2019

2020 ◽  
Vol 1 (3) ◽  
pp. 155-171
Author(s):  
Ummi Kalsum ◽  
Randy Hidayat ◽  
Sheila Oktaviani
Keyword(s):  
Exchange Rates ◽  
Interest Rates ◽  
Time Series Data ◽  
Multiple Linear Regression Model ◽  
Oil Prices ◽  
Gold Price ◽  
Series Data ◽  
Price Fluctuations ◽  
Insignificant Effect ◽  
Us Dollar

This study aims to determine the effect of inflation, US dollar exchange rates, interest rates, and world oil prices on fluctuations in gold prices in Indonesia in 2014 - 2019. This research is a type of explanatory research with a quantitative approach. The data used are monthly time series data for 2014 - 2019 with a sample of 72 samples. The multiple linear regression model is used as an analysis technique in this study. The results of this study indicate that simultaneously (F test) inflation, USD exchange rates, interest rates, and world oil prices have a significant effect on gold price fluctuations in Indonesia. Partially (t-test) shows that the USD exchange rate has a significant positive effect on gold price fluctuations in Indonesia. Inflation and interest rates have a negative and insignificant effect on fluctuations in gold prices in Indonesia. Meanwhile, world oil prices have a positive and insignificant effect on gold price fluctuations in Indonesia.

scholarly journals Financing Diversification and Profitability of Islamic Banking in Indonesia

2021 ◽  
Vol 21 (02) ◽  
Author(s):  
Iin Emy Prastiwi ◽  
Anik Anik
Keyword(s):  
Series Data ◽  
Islamic Banking ◽  
Islamic Banks ◽  
Regression Analyses ◽  
Economic Sectors ◽  
Times Series ◽  
Islamic Bank ◽  
Business Units ◽  
Bank Financing ◽  
The Times

This study aims to determine the effect of Islamic bank financing diversification based on economic sectors and based on the type of use on profitability. This study uses financing data for Islamic Banks and Islamic Business Units in 2014-2018. The data in this study are the times series data. Data analyzed by used multiple linear regression analyses. This research provides that results that the HHI of diversification of Islamic bank financing based on the economic sector is positively related to increasing the profitability of Islamic banks. It means diversification of financing based on high economic sectors, has an impact on reducing the profitability of Islamic banks in Indonesia. While the HHI of diversification of financing by type of use give a significant influence in increasing the profitability of Islamic banks in a negative direction. If Islamic banking only focuses on channeling financing to the consumption sector, it can have an impact on decreasing profitability. So that Islamic banking needs to equalize the distribution of consumption to the working capital and investment sectors. The results of this study are interesting because it can be used as a reference for Islamic banking in determining the policy of diversification of financing to obtain high profitability with low risk.

scholarly journals ANALYSIS OF REGIONAL INCOME DEVELOPMENT (Analisis Perkembangan Pendapatan Asli Daerah (PAD))

2018 ◽  
Vol 1 (2) ◽  
Author(s):  
Barmin Yusuf
Keyword(s):  
Linear Trend ◽  
Regional Government ◽  
Analysis Model ◽  
Regional Income ◽  
Local Revenue ◽  
Times Series ◽  
Wealth Management ◽  
Income Development ◽  
The Government ◽  
The Times

Abstract The development budget needed every year is increasing. For this reason the regional government must improve regional economic development with a targeted level of GDP to be proportional to the amount of regional expenditure. The government also determines the sources of revenue from regions that can be extracted. One of the most important sources of income is original income (PAD). The original regional income consists of regional taxes and levies, profits of regionally owned companies, results of regional wealth management, and other local revenue. Regional tax is a source of local revenue which has a significant role in the formation of local revenue. The purpose of this study was to determine the development of Regional Original Revenue (PAD) in North Gorontalo District. The quantitative analysis model is used to analyze the development of North Gorontalo Regency's Local Revenue (PAD) using the Times Series or the time needed to look at revenue potential, namely the Linear Trend method. In the results of this study stated that the original revenue (PAD) of North Gorontalo Regency in the future will continue to increase. Where it can be seen that in 2015 the original regional income (PAD) of North Gorontalo District which was compared to 2014 would have decreased by 983,042,804 Rupiah and in 2016 increased by 1,733,651,583 Rupiah when compared to 2014, while in 2017 North Gorontalo regency's local revenue (PAD) when compared to 2014 increased by 4,450,345,972 Rupiah. Abstrak Anggaran pembangunan yang dibutuhkan tiap tahun semakin meningkat. Untuk itu pemerintah daerah harus meningkatkan perkembangan ekonomi daerah dengan tingkat PDB yang ditargetkan agar sebanding dengan jumlah pengeluaran daerah. Pemerintah pun menentukan sumber-sumber penerimaan daerah yang dapat digali. Salah satu sumber penerimaan paling penting adalah pendapatan asli daerh (PAD).Pendapatan asli daerah terdiri dari pajak dan retribusi daerah, keuntungan perusahaan milik daerah, hasil pengelolaan kekayaan daerah, dan lain-lain pendapatan asli daerah. Pajak daerah merupakan sumber pendapatan asli daerah yang cukup besar peranannya dalam terbentuknya pendapatan asli daerah.Tujuan dari penelitian ini adalah untuk mengetahui perkembangan Pendapatan Asli Daerah (PAD)  di Kabupaten Gorontalo Utara. Model analisis kuantitatif digunakan untuk menganalisa perkembangan Pendapatan Asli Daerah (PAD) Kabupaten Gorontalo Utara menggunakan Times Series atau runtut waktu untuk melihat potensi pendapatan yaitu metode Trend Linier.  Dalam hasil penelitian ini menyatakan pendapatan asli daerah (PAD) Kabupaten Gorontalo Utara dimasa yang akan datang akan terus mengalami peningkatan. Dimana dapat dilihat bahwa pada tahun 2015 pendapatan asli daerah (PAD) Kabupaten Gorontalo Utara yang ada apabila dibandingkan dengan tahun 2014 akan mengalami penurunan sebesar 983.042.804 Rupiah dan pada tahun 2016 meningkat sebesar 1.733.651.583 Rupiah apabila dibandingkan dengan tahun 2014, sedangkan tahun 2017 pendapatan asli daerah (PAD) Kabupaten Gorontalo Utara apabila dibandingkan dengan tahun 2014 meningkat sebesar 4.450.345.972 Rupiah. 

scholarly journals Factors Affecting Labor Productivity: An Empirical Evidence from Pakistan

2021 ◽  
Vol 3 (3) ◽  
pp. 221-226
Author(s):  
Ghulam Sarwar ◽  
Muhammad Fayyaz Sheikh ◽  
Iqra Rabnawaz
Keyword(s):  
Human Capital ◽  
Labor Force ◽  
Labor Productivity ◽  
Labor Force Participation ◽  
Wage Rate ◽  
Capital Investment ◽  
Time Series Data ◽  
Human Capital Investment ◽  
Series Data ◽  
Factors Affecting

Labor productivity is important as it is the major factor determining nations' living standards. This study analyzes the factors affecting labor productivity in Pakistan using time series data. ARDL model is applied for estimation of the long run relationship of variables for the period 1981-2018. Data have been taken from the Handbook of Statistics of State Bank of Pakistan and various economic surveys of Pakistan. The findings show that wages, human capital investment, labor force participation, and inflation significantly affect labor productivity. The results indicate that wage rate has a positive effect on labor productivity, and human capital investment also is positively related to labor productivity. At the same time, labor force participation and inflation are negatively related to labor productivity. These findings imply that labor productivity can be raised by increasing the wage rate and investing more in human capital. Results are consistent with efficiency wage theory and human capital theory.

scholarly journals Analisis faktor-faktor yang mempengaruhi ekspor CPO provinsi Jambi ke Malaysia

2020 ◽  
Vol 8 (3) ◽  
pp. 143-154
Author(s):  
Usman Hardianto ◽  
Siti Hodijah ◽  
Rahma Nurjanah
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Gross Domestic Product ◽  
Exchange Rates ◽  
Time Series Data ◽  
Secondary Data ◽  
Domestic Product ◽  
Series Data ◽  
Insignificant Effect ◽  
Average Development

The purpose of the study was to determine and analyze the development of production, exchange rates, CPO prices, Malaysian GDP, and Jambi Province CPO exports to Malaysia and the effect of production, exchange rates, CPO prices, Malaysian GDP on Jambi Province CPO exports to Malaysia. The data used in this study is secondary data in the form of time series data for 2000-2017. The results show that the average development of Jambi Province CPO exports to Malaysia is 4.10% per year, Jambi Province CPO production is on average 4, 10% per year, the average exchange rate is 2.64% per year, the average CPO price is 8.63% per year, and Malaysia's GDP is 4.89% per year on average. Based on the results of multiple linear analyses, it can be concluded that CPO production, CPO prices, exchange rates, and Malaysian GDP together affect the volume of Jambi Province's CPO exports to Malaysia. While partially production and GDP have a negative and insignificant effect on Jambi Province's CPO exports to Malaysia, the exchange rate and CPO prices positively and significantly impact Jambi Province's CPO exports to Malaysia. Keywords: Production, Price, Exchange rates, Gross Domestic Product

scholarly journals Análise fatorial de séries temporais para medidas de liquidez no mercado brasileiro

2017 ◽  
Vol 16 (3) ◽  
pp. 1109-1132
Author(s):  
Vinicius Girardi Da Silveira ◽  
Kelmara Mendes Vieira ◽  
Reisoli Bender Filho ◽  
Daniel Arruda Coronel
Keyword(s):  
Factor Analysis ◽  
Model Data ◽  
Analysis Model ◽  
Factor Analysis Model ◽  
Times Series ◽  
De Se ◽  
Unique Factor ◽  
Liquidity Measures ◽  
The Times ◽  
Statistical Estimations

ResumoNeste estudo teve-se por objetivo sugerir o emprego de uma metodologia alternativa para mensuração da liquidez em mercados acionários. Para tanto, o procedimento empregado foi a Análise Fatorial de Séries Temporais (TSFA), proposta por Gilbert e Meijer (2005). Com base neste modelo, foram utilizados dados da negociação de ações da BM&FBOVESPA de dezembro de 1994 a junho de 2011 para cinco diferentes proxies de liquidez que foram empregadas na construção fatorial. No estudo permitiu-se observar a possibilidade de se combinarem diferentes medidas de liquidez para a formação de um único fator que demonstrou possuir uma forte associação com as proxies utilizadas em sua construção. Como vantagens, esse procedimento permite eliminar problemas de colinearidade em estimações estatísticas e possibilita que análises de investimento utilizem uma única variável para mensurar a liquidez ao invés de várias simultaneamente. Além disso, a construção fatorial pode ser replicada para novos dados, já que não é assumido um modelo dinâmico para os fatores, o qual é tratado simplesmente como um problema de mensuração.Palavras-chave: Liquidez. Análise Fatorial de Séries Temporais. Mercado acionário brasileiro. Times series factor analysis for liquidity measures on Brazilian stock marketAbstract The purpose of this paper is to suggest a new methodology to measure liquidity in stock markets.  For that, we use the Times Series Factor Analysis model (TSFA), proposed by Gilbert and Meijer (2005). We employed on that model, data from December, 1994 to June, 2011 of five liquidity proxies.  As findings, we observe that is possible to combine liquidity measures to create a unique factor, which show to have a high correlation with the liquidity proxies. The advantages of this procedure is to eliminate the problem of collinearity on statistical estimations and the possibility of use a single variable to measure liquidity in investment analysis. Furthermore, the factorial construction can be replicated for new datas, since is not assumed a dynamic model for the factors, which is treated simply as a measurement procedure.Keywords: Liquidity. Times Series Factor Analysis. Brazilian stock market.

scholarly journals Fluctuations in Direct Investment in Indonesia

2014 ◽  
Vol 15 (1) ◽  
pp. 1
Author(s):  
Mohamad Taufik
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Time Series Data ◽  
Tax Incentives ◽  
Gdp Per Capita ◽  
Series Data ◽  
Analysis Model ◽  
Tax Rate ◽  
Per Capita ◽  
Net Export

This study aims to analyze the effect of interest rate, Gross Domestid Product (GDP) per capita, exchange rate Rupiah to U.S.$, net export, tax rate, tax incentives (tax allowances), and ease of service and licensing to FDI in Indonesia during the period 1985-2011. The analysis model used in this study is a multiple regression model of time series data so will know the factors affecting FDI in Indonesia during the period 1985-2011. The result shows that variable interest rate, GDP per capita, exchange rate Rupiah to U.S.$, tax rate, tax incentives (tax allowances), and ease of service and licensing have a significant effect on the entry of FDI in Indonesia, but the net export variable have not a significant effect on the entry FDI.

scholarly journals PENGARUH INFLASI, PENGELUARAN PEMERINTAH DAN EKSPOR TERHADAP PERTUMBUHAN EKONOMI DI INDONESIA

2019 ◽  
Vol 2 (1) ◽  
pp. 37
Author(s):  
Yusra Mahzalena ◽  
Hijri Juliansyah
Keyword(s):  
Economic Growth ◽  
Government Spending ◽  
Time Series Data ◽  
Series Data ◽  
Analysis Tool ◽  
Analysis Model ◽  
Vector Autoregression Model ◽  
Var Analysis ◽  
Insignificant Effect ◽  
Autoregression Model

The purpose of this study was to determine the effect of inflation, Government spending, and exports on economic growth in Indonesia during 1990-2016. This study used time series data obtained from the Central Bureau of Statistics. The number of samples in this study was 27 years as the object of this research. This study used a Vector Autoregression Model (VAR) analysis tool with the help of Eviews 9 software. The results of the VAR analysis model showed that economic growth was insignificantly and positively influenced by its movements, inflation had a positive and insignificant effect on economic growth, and Government spending had a positive and insignificant effect on economic growth, while exports had a negative and insignificant effect on economic growth.

Time Series Analysis and Mining Techniques

2011 ◽  
pp. 1120-1124
Author(s):  
Mehmet Sayal
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Time Series Data ◽  
Series Data ◽  
Times Series ◽  
Series Analysis ◽  
Data Source ◽  
The Times ◽  
Individual Value ◽  
Stock Values

A time series is a sequence of data values that are recorded with equal or varying time intervals. Time series data usually includes timestamps that indicate the time at which each individual value in the times series is recorded. Time series data is usually transmitted in the form of a data stream, i.e., continuous flow of data values. Source of time series data can be any system that measures and records data values over the course of time. Some examples of time series data may be recorded from stock values, blood pressure of a patient, temperature of a room, amount of a product in the inventory, and amount of precipitation in a region. Proper analysis and mining of time series data may yield valuable knowledge about the underlying characteristics of the data source. Time series analysis and mining has applications in many domains, such as financial, biomedical, and meteorological applications, because time series data may be generated by various sources in different domains.

scholarly journals Pengaruh Jumlah Uang Beredar dan Kurs terhadap Harga Beras di Indonesia dengan Inflasi sebagai Variabel Intervening

2021 ◽  
Vol 12 (2) ◽  
pp. 168-183
Author(s):  
Muhammad Syariful Anam ◽  
Dian Luthvita Nadila ◽  
Iskandar Iskandar
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Money Supply ◽  
Secondary Data ◽  
Analysis Model ◽  
The Third ◽  
Insignificant Effect ◽  
Rice Prices ◽  
The Exchange Rate ◽  
Path Analysis Model

The study aims to determine the effect of the money supply and exchange rates on rice prices with inflation as an intervening variable. Secondary data is time series 2015-2019 from BPS and BI, and is analyzed using a path analysis model which is an extension of multiple linear regression. The results showed that the money supply had a negative and significant effect on inflation, while the exchange rate had a positive and insignificant effect on inflation. Another finding is that the money supply has a positive and significant effect on rice prices, the exchange rate has a negative and insignificant effect on rice prices, and inflation has a negative and significant effect on rice prices. The third finding is that inflation as an intervening variable only mediates the money supply to the price of rice.

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