scholarly journals Estimasi Persamaan Sistem Non Linear Seemingly Unrelated Regression pada Model Perdagangan Internasional

2004 ◽  
Vol 4 (2) ◽  
pp. 45-68
Author(s):  
Mahyus Ekananda
Keyword(s):  
Exchange Rates ◽  
Economic Model ◽  
Probability Function ◽  
Simultaneous Equation ◽  
Seemingly Unrelated Regression ◽  
System Equation ◽  
Unrelated Regression ◽  
Commodity Export ◽  
Model Formation ◽  
Exchange Rates Volatility

The purpose of this paper is to explain the algorithm solution for system equation which has non linier form in its parameter, especially in system equation of seemingly unrelated regression. For example, the economic model which is used in this paper is taken from disertation of Ekananda (2003) with its topic of the uncertainty of exchange rates volatility on manufacture commodity export in Indonesia. Particularly, this paper will discuss the model formation by inserting poissons probability function, which cause the non linier form. For the next application, this method can be used for all non linier form especially the non linier form on its parameter. This paper will discuss the utilization of trade standard equation which is developed become non linier system equation of trade by inserting the element of poisons probability, the dynamics of equation and the simultaneous equation.

scholarly journals ANALISIS PENGARUH VOLATILITAS NILAI TUKAR PADA EKSPOR KOMODITI MANUFAKTUR DI INDONESIA PENERAPAN ESTIMASI DENGAN MENGGUNAKAN DISTRIBUSI LAG POISSONS PADA PERSAMAAN NON LINEAR SEEMINGLY UNRELATED REGRESSION

2005 ◽  
Vol 7 (2) ◽  
pp. 197-236 ◽  
Author(s):  
Dr. Mahyus Ekananda MM., MSE
Keyword(s):  
International Trade ◽  
Exchange Rate ◽  
Probability Function ◽  
Exchange Rate Volatility ◽  
Simultaneous Equation ◽  
Seemingly Unrelated Regression ◽  
System Equation ◽  
Unrelated Regression ◽  
Non Linear ◽  
The Impact

The purpose of this paper is to explain the uncertainty of exchange rate volatility effect to international trade. Its effect to international trade, specially quantity of export, come from accumulation exchange rate fluctuation from several lag. For the record, some previous researches which found out the impact of exchange rates on trade did not consider some of the things. First, the existence of inconstancy on trade. Namely, depend on the change of elasticity along the time of observations. Secondly, the number of lag in independent variable which is needed in order to record the highest impact. Third, there is an accumulation of impact in some previous period. The industry with lower import content become easier to maintain the export level. Export adjustment will occure with different time. This paper found that the industry with lower import content has faster export adjusment than higner import content. The data will separate into two different import content. The industry with higher import content will reduce the export if exchange rate volatility increase.The other purpose of this paper is to explain the algorithm solution for system equation which has non linier form in its parameter, especially in system equation of seemingly unrelated regression. Particularly, this paper will discuss the model formation by inserting poissons probability function, which cause the non linier form. Inserting poissons distibution probablity to equation of trade can estimate the time of adjustment that has a best distribution. Then, this paper will explain the implementation that had been done by Ekananda (2003) about poisons probability function on system equation, the dynamics of equation and the simultaneous equation by using Hausman algorithm (1975).Keywords: exchange rate, poisson distribution, Non Linear SURJEL: C16, C32, F14, F31

The Links between the Companies Market Price Quality and that of its Management and Business Quality: A System Panel Data Approach

GIS Business ◽  
2016 ◽  
Vol 11 (6) ◽  
pp. 28-38
Author(s):  
Dinis Daniel Santos ◽  
Elias Soukiazis
Keyword(s):  
Panel Data ◽  
Business Performance ◽  
Market Price ◽  
Equation System ◽  
Simultaneous Equation ◽  
System Equation ◽  
Simultaneous Equation System ◽  
Management Quality ◽  
The Relationship

This work uses a simultaneous equation system approach to analyze the relationship between the management and business quality of companies and their market price quality. Using panel data we found that both the management and the business quality of companies positively influence the market price quality of the studied American companies. Additionally, variables like the actual position of the company price quality compared to the industry average, being on the top or the bottom, or the beta value of a company, also influence the market price quality of the respective company. It is shown that the system equation approach is the most appropriate to explain the linkages between price, business, and management quality providing consistent estimates. Also, using ratings to express the three core variables in the system is the most adequate way to define the quality characteristics in terms of price, management, and business performance of the companies considered in this study.

A Note on the Efficiency of Seemingly Unrelated Regression

1988 ◽  
Vol 42 (2) ◽  
pp. 137-139 ◽  
Author(s):  
James K. Binkley ◽  
Carl H. Nelson
Keyword(s):  
Seemingly Unrelated Regression ◽  
Unrelated Regression

Workplace disability and job satisfaction in Britain: A co-worker test?

2021 ◽  
pp. 0143831X2110142
Author(s):  
Getinet Astatike Haile
Keyword(s):  
Job Satisfaction ◽  
Negative Relationship ◽  
Organisational Culture ◽  
Seemingly Unrelated Regression ◽  
Unrelated Regression ◽  
Significant Negative Relationship ◽  
Using Data

The article examines the link between workplace disability (WD) and workplace job satisfaction (JS) using data from WERS2011. Controlling for a rich set of workplace characteristics including organisational culture, the study finds a significant negative relationship between JS and the share of disabled respondents within workplaces. Notably, Seemingly Unrelated Regression (SUR)-based analysis distinguishing between disabled and non-disabled respondents reveals that the negative relationship found is specific to non-disabled respondents. Moreover, disability equality policies are found to be significantly positively related with disabled respondents’ JS while they are negatively related with the JS of their non-disabled counterparts. The article ponders if there is a co-worker aspect to the WD–JS link and whether HR policies may need to take heed of co-worker dynamics in this respect.

Determinan Kelaparan di Indonesia Tahun 2015-2019

2021 ◽  
Vol 2021 (1) ◽  
pp. 547-556
Author(s):  
Daniel M V Mone ◽  
Efri Diah Utami
Keyword(s):  
Sustainable Development ◽  
Sustainable Development Goals ◽  
Fixed Effect Model ◽  
Fixed Effect ◽  
Seemingly Unrelated Regression ◽  
Unrelated Regression ◽  
Effect Model ◽  
Development Goals

Sustainable Development Goals (SDGs) adalah sebuah perencana aksi berskala global yang disepakati oleh para pemimpin dunia, termasuk Indonesia dengan tujuan mendorong pembangunan sosial, ekonomi dan lingkungan hidup. Salah satu dari 17 tujuan SDGs adalah mengakhiri kelaparan. Berdasarkan data yang dirilis Badan Pusat Statistik, salah satu pendekatan untuk mengukur tingkat kelaparan adalah proporsi penduduk dengan asupan kalori minimum di bawah 1400 kkal/kapita/hari.  Proporsi penduduk dengan asupan kalori minimum di bawah 1400 kkal/kapita/hari di Indonesia masih cukup tinggi dan terus mengalami peningkatan dari tahun 2017 hingga 2019. Penelitian ini bertujuan untuk menganalisis bagaimana gambaran umum dari tingkat kelaparan dan variabel-variabel yang diduga mempengaruhinya, serta  bagaimana pengaruh variabel-variabel tersebut terhadap tingkat kelaparan di Indonesia tahun 2015-2019. Hasil dari penelitian ini dapat digunakan untuk merumuskan kebijakan-kebijakan guna penuntasan kelaparan di Indonesia. Metode analisis yang digunakan adalah regresi data panel dengan menggunakan  fixed effect model yang diestimasi dengan metode Seemingly Unrelated Regression (SUR). Hasil dari penelitian ini menunjukkan bahwa variabel yang berpengaruh signifikan terhadap tingkat kelaparan adalah pengeluaran makanan dan harga beras, sedangkan jumlah penduduk miskin dan pendapatan perkapita tidak berpengaruh signifikan.

scholarly journals Robust Bayesian seemingly unrelated regression model

2018 ◽  
Vol 34 (3) ◽  
pp. 1135-1157
Author(s):  
Chamberlain Mbah ◽  
Kris Peremans ◽  
Stefan Van Aelst ◽  
Dries F. Benoit
Keyword(s):  
Regression Model ◽  
Seemingly Unrelated Regression ◽  
Unrelated Regression ◽  
Seemingly Unrelated Regression Model

scholarly journals ELASTISITAS HARGA TERHADAP PENAWARAN OUTPUT DAN PERMINTAAN INPUT USAHATANI JAGUNG DI KABUPATEN GROBOGAN, JAWA TENGAH

2020 ◽  
Vol 22 (2) ◽  
pp. 213
Author(s):  
Dewi Sahara ◽  
Tota Suhendrata
Keyword(s):  
Seemingly Unrelated Regression ◽  
Unrelated Regression

Permintaan jagung cenderung meningkat, namun harganya juga relatif berfluktuasi. Penelitian ini bertujuan untuk mengetahui pengaruh perubahan harga output dan harga input terhadap penawaran jagung dan permintaan input produksi. Kegiatan dilaksanakan pada bulan September – Nopember 2016 dengan metode survey terhadap 30 petani jagung di Desa Boloh, Kecamatan Toroh, Kabupaten Grobogan.  Data yang dikumpulkan meliputi data karakteristik rumah tangga, jumlah dan harga input, jumlah dan harga jagung. Data dianalisis dalam bentuk pangsa biaya menggunakan metode <em>Seemingly Unrelated Regression</em> (SUR). Hasil penelitian menunjukkan bahwa penawaran output terhadap harga sendiri bersifat elastis dengan tanda positif, sedangkan terhadap harga input bertanda negatif dan bersifat inelastis, kecuali terhadap permintaan pupuk Urea.  Elastisitas permintaan input terhadap harga sendiri bertanda negatif dan inelastis kecuali terhadap permintaan pupuk Urea dan tenaga kerja bersifat elastis, sedangkan terhadap harga input lainnya besaran dan tandanya bervariasi.  Luas areal tanam bersifat inelastis terhadap permintaan input produksi. Demikian pula dengan pendidikan dan pengalaman usahatani bersifat inelastis kecuali terhadap permintaan tenaga kerja bersifat elastis. Oleh karena itu untuk meningkatkan produksi jagung dapat dilakukan dengan meningkatkan harga jagung, memperluas areal tanam dan meningkatkan kapabilitas sumberdaya petani.

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