scholarly journals The model predict bankruptcy of bank in Indonesia: macro and micro indicators

2020 ◽  
Vol 16 (3) ◽  
pp. 154-164
Author(s):  
Novi Primita Sari ◽  
M. Faisyal Abdullah ◽  
Agung Prasetyo N.W
Keyword(s):  
Time Series ◽  
Regression Analysis ◽  
Exchange Rate ◽  
Time Series Data ◽  
Series Data ◽  
Internal Variables ◽  
Company Size ◽  
Analysis Method ◽  
Macroeconomic Variables ◽  
Flow Test

This study aims to find the best model with a combination of macroeconomic variables and micro or internal variables of the bank itself to predict bankruptcy in Indonesian banks, especially state-owned banks represented by BRI Bank as the object of research. This research is a quantitative study using time series data using a regression analysis method where the selected macro and micro variables will be formed as models and tested for later analysis. There are two models used in this study, namely the Grover model and the Zmijewski model. The result of this research is to find an appropriate model to predict bankruptcy using macro and micro variables, and the best after the flow test is Grover's model. The groover model can produce a combination of macro and micro variables in accordance to investigate bankruptcy by proving that the macro variable that affects is the exchange rate, while from the micro side built by LDR, ROA, and company size.

scholarly journals Pengaruh tingkat inflasi terhadap nilai tukar rupiah (Studi pada Bank Indonesia periode tahun 2011-2015)

2017 ◽  
Vol 5 (1) ◽  
pp. 32
Author(s):  
Yati Wijayanti Sudarmiani
Keyword(s):  
Time Series ◽  
Regression Analysis ◽  
Exchange Rate ◽  
Inflation Rate ◽  
Time Series Data ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Coefficient Of Determination ◽  
Series Data ◽  
Simple Linear Regression

<p><em>This study aimed to analyze the influence of the inflation rate of the Rupiah. Population and samples used in this study are all monthly time series data rate of inflation and the Rupiah during the period January 2011-December 2015 as many as 60. The data used are secondary data obtained from the official website of Bank Indonesia<a href="http://www.bi.co.id/"> (www.bi.co.id).</a> The analytical method used in this study is a simple linear regression analysis. The result of the coefficient of determination (r2) which shows that the percentage of the effect of the inflation rate to changes in the rupiah exchange rate of 7,9%. From the calculations, the equation Y = 3.941 + 0,073X , it can be concluded that the level of inflation is positive and significant effect on the rupiah.</em></p>

scholarly journals The Effect of USD/IDR Exchange Rate, Interest Rate, and World Oil Price To Jakarta Composite Index (JCI)

2019 ◽  
Vol 3 (2) ◽  
pp. 191
Author(s):  
Ummu Salma Al-Azizah ◽  
Yusdi Daulay ◽  
Naufal Krisnanto
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Interest Rate ◽  
Time Series Data ◽  
Stock Exchange ◽  
Composite Index ◽  
Oil Price ◽  
Series Data ◽  
Macroeconomic Variables ◽  
The Exchange Rate

This research aims to investigate effect of selected macroeconomic variables, i.e., USD/IDR exchange rate, interest rate, and world oil price to indonesia composite index at the indonesia stock exchange (IDX). This paper examine the direct effect of selected macroecomonic variable on Indonesia Composite Index. The study used time series data from the 2012-2017. By using an regression technique analysis, the result from showed that simultaneously the exchange rate, interest rate, and world oil price have a significant effect on Indonesia Composite Index. Partially, only the exchange rate has a significant effect on Indonesia Composite Index, interest rate and world oil price have no significant effect on Indonesia Composite Iindex. The amount of influece caused by the three variables is 58% and the rest is explained by other variables.

scholarly journals Analysis of Cocoa Exchange Rates in Blitar Regency

2021 ◽  
Vol 04 (12) ◽  
Author(s):  
Pawana Nur Indah ◽  
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Exchange Rates ◽  
Random Sampling ◽  
Sampling Method ◽  
Time Series Data ◽  
Series Data ◽  
Analysis Method ◽  
Purposive Sampling ◽  
Cocoa Farmers

Farmer's Exchange Rate (NTP) is a proxy indicator or indicator of the approach to the level of farmer welfare. The welfare of farmers can describe the purchasing power of farmers. The purpose of this study was to determine the level of welfare of cocoa farmers. This study used time series data from NTP with the base year of 2012 = 100 as the basis for calculating the years 2019 - 2020. The location of the study was determined by the purposive sampling method in The Blitar Regency which is the center of Cocoa. The sample was selected by purposive random sampling as many as 60 Cocoa Farmers. The NTP analysis method was carried out descriptively. The results showed that the exchange rate of Cocoa Farmers in 2020 increased by 1.20 percent from 100.54 in 2019 to 101.75 in 2019. This indicates that cocoa farmers in The Blitar district are experiencing a surplus or prosperity.

scholarly journals The Effect of PAD, DAU and DAK on Poverty Rates in Java

2021 ◽  
Vol 2 (5) ◽  
pp. 1668-1683
Author(s):  
Suryani Yuli Astuti ◽  
Muhammad Ali Basyah ◽  
Farokhah Muzayinatun Niswah
Keyword(s):  
Time Series ◽  
Regression Analysis ◽  
Time Series Data ◽  
Series Data ◽  
Analysis Method ◽  
Simultaneous Effect ◽  
Central Java ◽  
Negative Effect ◽  
The Relationship ◽  
Central Java Province

This study was made to determine the extent of the influence of Regional Original Income (PAD), General Allocation Funds (DAU) and Special Allocation Funds (DAK) on poverty through Regional Expenditures in Bitung City. Based on the time series data for 2016-2018 and processed based on the multiple regression analysis method for testing the path analysis used, it can be seen that the relationship between PAD, DAU, DAK and poverty rates on the island of Java. The results showed that the province of West Java on PAD, DAU and DAK had a partial effect on poverty rates and PAD, DAU and DAK had a simultaneous effect on poverty rates. Central Java Province on PAD has a negative effect on poverty rates, DAU and DAK have a partial effect on poverty rates and PAD, DAU and DAK have a simultaneous effect on poverty rates. DIY Province, although PAD has a negative effect on poverty rates, DAU has an effect on poverty and DAK has no partial effect on poverty rates and PAD, DAU and DAK have a simultaneous effect on poverty rates. East Java Province, Partially PAD has no effect on poverty rates, DAU has no effect on poverty rates and DAK has no effect on poverty rates and the influence of PAD, DAU and DAK simultaneously affects poverty rates.

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.

Testing Structural Break in the Relationship Between Exchange Rate and Macroeconomic Variables

2019 ◽  
Vol 23 (4) ◽  
pp. 442-453 ◽  
Author(s):  
Saidia Jeelani ◽  
Joity Tomar ◽  
Tapas Das ◽  
Seshanwita Das
Keyword(s):  
Exchange Rate ◽  
Structural Breaks ◽  
Time Series Data ◽  
Structural Break ◽  
Series Data ◽  
Ripple Effect ◽  
Macroeconomic Factors ◽  
Parameter Instability ◽  
Macroeconomic Variables ◽  
The Relationship

The article aims to study the relationship between those macroeconomic factors that the affect (INR/USD) exchange rate (ER). Time series data of 40 years on ER, GDP, inflation, interest rate (IR), FDI, money supply, trade balance (TB) and terms of trade (ToT) have been collected from the RBI website. The considered model has suggested that only inflation, TB and ToT have influenced the ER significantly during the study period. Other macroeconomic variables such as GDP, FDI and IR have not significantly influenced the ER during the study period. The model is robust and does not suffer from residual heteroscedasticity, autocorrelation and non-normality. Sometimes the relationship between ER and macroeconomic variables gets affected by major economic events. For example, the Southeast Asian crisis caused by currency depreciation in 1997 and sub-prime loan crisis of 2008 severely strained the national economies. Any global economic turmoil will affect different economic variables through ripple effect and this, in turn, will affect the ER of different economies differently. The article has also diagnosed whether there is any structural break or not in the model by applying Chow’s Breakpoint Test and have obtained multiple breaks between 2003 and 2009. The existence of structural breaks during 2003–2009 is explained by the fact that volume of crude oil imported by India is high and oil price rise led to a deficit in the TB alarmingly, which caused a structural break or parameter instability.

scholarly journals Peran Grup Afiliasi dalam Memoderasi Pengaruh Hutang terhadap Nilai Perusahaan pada Perusahaan Property & Real Estate yang terdaftar di Bursa Efek Indonesia

FORUM EKONOMI ◽  
2017 ◽  
Vol 19 (1) ◽  
pp. 58
Author(s):  
Fina Maulidyani ◽  
Set Asmapane ◽  
Ledy Setiawati
Keyword(s):  
Time Series ◽  
Regression Analysis ◽  
Time Series Data ◽  
Stock Exchange ◽  
Debt Financing ◽  
Series Data ◽  
Simple Linear Regression ◽  
Group Affiliation ◽  
A Company ◽  
Positive Effect

The objective of this research is to examine empirically the effect of Debt on Firm’s Value and the ability of Group Affiliation to moderate the effect of Debt toward Firm’s Value by using an approach simple linear regression and Moderated Regression Analysis (MRA). This research uses time series data in 2011 – 2015 for company's finance data that got from Indonesia Stock Exchange. Election Procedure sample uses purposive sampling and the result are existed 35 companies that fulfill criterion. The results show that Debt has positive effect on Firm’s Value, while Group Affiliation act as a moderating variable can reduce the effect of Debt toward Firm’s Value. The higher capability of group affiliation to take control of a company, the lower debt financing that company has.Keywords:     Debt Financing, Firm’s Value, Group Affiliation

scholarly journals PENGARUH ZIS (ZAKAT, INFAK, SEDEKAH) DAN ZAKAT FITRAH TERHADAP PENURUNAN KEMISKINAN DI INDONESIA PERIODE 1998 - 2010

Media Ekonomi ◽  
2017 ◽  
Vol 20 (1) ◽  
pp. 83
Author(s):  
Jumadin Lapopo
Keyword(s):  
Time Series ◽  
Developing Countries ◽  
Regression Analysis ◽  
Poverty Reduction ◽  
Time Series Data ◽  
Secondary Data ◽  
Series Data ◽  
Analysis Model ◽  
Independent Variables

<p>Poverty is being a problem in all developing countries including Indonesia. Among goverment programs, poverty has become the center offattention in policy at both of the regional and national levels. Looking at thephenomenon of poverty, Islam present with solution to reduce poverty through Zakat. This study aims to analyze the effect of ZIS and Zakat Fitrah against poverty in Indonesia in 1998 until 2010, data used in this study is secondary data and uses time series data, for the dependent variabel is poverty and for independent variables are ZIS and Zakat Fitrah. The analysis tools used in this study is to use multiple regression analysis model and the assumptions of classical test using the software Eviews-4. In this study also concluded that the ZIS variables significantly affect to the reduction of poverty in Indonesia although the effect is very small. In the variable Zakat Fitrah not significantly affect poverty reduction in Indonesia because of the nature of Zakat Fitrah is for consumption and not for long-term needs. The results of this study can be used for the management of zakat to be able to develop the management and to get a better system for distribution of zakat so that the main purpose of zakat can be achieved to reduce poverty.<br />Keywords : Poverty, Zakat Fitrah, ZIS.</p>

Congo Basin's Shrinking Watersheds

2020 ◽  
pp. 1452-1468
Author(s):  
Bila-Isia Inogwabini
Keyword(s):  
Time Series ◽  
Regression Analysis ◽  
Time Series Data ◽  
Democratic Republic Of Congo ◽  
Congo Basin ◽  
Series Data ◽  
Water Volume ◽  
Rainfall Time Series ◽  
Aquatic Resources ◽  
Basin Water

Rainfall time series data from three sites (Kinshasa, Luki, and Mabali) in the western Democratic Republic of Congo were analyzed using regression analysis; rainfall intensities decreased in all three sites. The Congo Basin waters will follow the equation y = -20894x + 5483.16; R2 = 0.7945. The model suggests 18%-loss of the Congo Basin water volume and 7%-decrease for fish biomasses by 2025. Financial incomes generated by fishing will decrease by 11% by 2040 compared with 1998 levels. About 51% of women (N= 408,173) from the Lake Tumba Landscape fish; their revenues decreased by 11% between 2005 and 2010. If this trend continues, women's revenues will decrease by 59% by 2040. Decreased waters will severely impact women (e.g. increasing walking distances to clean waters). Increasing populations and decreasing waters will lead to immigrations to this region because water resources will remain available and highly likely ignite social conflicts over aquatic resources.

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