scholarly journals Analysis of Soybean Availability in Indonesia

2017 ◽  
Vol 2 (1) ◽  
pp. 042
Author(s):  
Grace Natalia ◽  
Dwidjono Hadi Darwanto ◽  
Slamet Hartono
Keyword(s):  
Exchange Rate ◽  
Error Correction ◽  
World Bank ◽  
Secondary Data ◽  
Short Term ◽  
Correction Model ◽  
Food And Agriculture ◽  
Food And Agriculture Organization ◽  
Ministry Of Finance

This study aimed to determine the factors affected the soybean availability in Indonesia. This study used secondary data obtained from FAO (Food and Agriculture Organization), World Bank, and the Ministry of Finance. In this study, the data from 1964 to 2013 used to determine the factors affected soybean availability in Indonesia . The Error Correction Model (ECM) was used to determine the factors affected soybean availability. The results showed that (1) the data were stationary at first difference; (2) the data used co-integrated means long-term parameters; (3) ECT coefficient was 0.846 (significant at α = 5%) indicated the model used was valid. Soybean availability in Indonesia in the short term was positively influenced by the total planted area, total soybean consumption, and soybean import tariffs. In the long term, soybean availability in Indonesia was positively influenced by the total planted area, productivity of soybean, domestic soybean prices, soybean consumption, and rupiah exchange rate to dollar. In the long-term, availability of soybeans was negatively affected by the price of imported soybean.

scholarly journals PENGARUH E-COMMERCE, INFLASI, DAN NILAI TUKAR TERHADAP PERTUMBUHAN EKONOMI INDONESIA

2020 ◽  
Vol 2 (1) ◽  
pp. 151
Author(s):  
Widya Ayu Lastri ◽  
Ali Anis
Keyword(s):  
Economic Growth ◽  
Exchange Rate ◽  
Error Correction ◽  
Secondary Data ◽  
Term Effect ◽  
Short Term ◽  
Correction Model ◽  
Descriptive Research ◽  
Long Term Effect

This Study aims to examine and to analisys the influencing factors on economic growth in Indonesia, which the variables are e-commerce, inflation and exchange rate. This study is associative descriptive research, which using secondary data from 2011Q1-2018Q4 that obtained from relevant institutions and agencies. Analisys using Error Correction Model (ECM) method. This study using Ordinary Lest Square (OLS) method to know the long term effect and ECM to know the short term effect at one blow.The study found that in the long term, e-commerce and exchange rate have a significant effect and inflation have not a significant effect. And in the short term, e-commerce have a positive and significant effect, while inflation and exchange rate have a negative and not significant.

scholarly journals Analisis Pengaruh Jangka Pendek dan Jangka Panjang Nilai Tukar dan Tingkat Imbalan SBIS Terhadap Inflasi di Indonesia Periode Januari 2009-Desember 2015

2017 ◽  
Vol 4 (11) ◽  
pp. 928
Author(s):  
Tania Megasari ◽  
Tika Widiastuti
Keyword(s):  
Exchange Rate ◽  
Error Correction ◽  
Quantitative Research ◽  
Secondary Data ◽  
Error Correction Model ◽  
Return Rate ◽  
Short Term ◽  
Correction Model ◽  
The Exchange Rate

The purpose of this research is to examine the effect of the exchange rate, and the return rate of Bank Indonesia Sharia Certificate (SBIS) on inflation in Indonesia during the period January 2009 to December 2015. The approach used in this research is quantitative research using Error Correction Model (ECM) by Eviews program 8. The data used are secondary data from the official website of Bank Indonesia. The results showed that the Exchange rate and the rate of SBIS have a significant and positive correlation against inflation in the short term and long term during the period January 2009 to December 2015.

scholarly journals Determinant of The Bitcoin Prices as Alternative Invesment in Indonesia

2020 ◽  
Vol 1 (1) ◽  
pp. 22-29
Author(s):  
Gery Andrean
Keyword(s):  
Exchange Rate ◽  
Quantitative Analysis ◽  
Composite Index ◽  
Secondary Data ◽  
Vector Error Correction Model ◽  
Short Term ◽  
Correction Model ◽  
Vector Error Correction ◽  
Vector Error

The aims of this study to know the determinant that affect bitcoin prices and how bitcoin prices response to the shock from GDP (Gross Domestic Product), inflation, exchange rate, JCI (Jakarta Composite Index. The method that was used in this research was quantitative analysis, with data analysis tools Vector Error Correction Model (VECM). Data used in this research was secondary data taken from Bank Indonesia, Bitcoincharts, and Yahoo Finance. The results of this study showed that (1) inflation in short term and in long term has negative significant effect on bitcoin prices, exchange rate in long term has positive significant effect on bitcoin price. In short term and in the long term GDP and JCI do not have significant effect on bitcoin prices (2) The results of IRF shows bitcoin prices respond negatively shock from GDP and exchange rate, while shock from inflation and JCI responded posifively by bitcoin prices.

scholarly journals THE EFFECT OF MUDHARABAH, MUSHARAKA, AND IJARAH FINANCING TO RETURN ON EQUITY IN BANK BRI SHARIA PERIOD 2016-2020

2021 ◽  
Vol 1 (2) ◽  
pp. 268-285
Author(s):  
Filia Fransiska ◽  
Asmak Ab Rahman ◽  
Shinta Maharani
Keyword(s):  
Error Correction ◽  
Quantitative Methods ◽  
Secondary Data ◽  
Financial Statements ◽  
Significant Positive Effect ◽  
Short Term ◽  
Correction Model ◽  
Return On Equity ◽  
Positive Effect

Aim of this research is the phenomenon on the 2016-2020 financial statements of BRI Syariah Bank. It shows that the increase in  income is not always followed by an increase in Return On Equity (ROE) at BRI Syariah Bank, vice versa. The purpose of this study was to determine the effect of mudharabah, musyaraka, and ijarah  both in the long and short term on Return On Equity (ROE). The method of this study used quantitative methods, and used secondary data. The population and sample used in this study are BRI Syariah Bank monthly reports, including mudharabah, musyaraka, and ijarah  in the 2016-2020 period. The analytical method used is the Error Correction Model (ECM) with the Eviews program. The results in this study indicate that in the short term and long term, mudharabah  has a significant positive effect on return on equity (ROE), the short term results show that the t-statistic (t-count) is greater than the t-critical (2.833045>2.002247). . Meanwhile, the results of the long-term test show that the t-statistic (t-count) is more significant than t-critical (2.467613>2.002247). Musharaka  in the short term and long term affects the return on equity (ROE). The short-term results show that the t-statistic (t-count) is greater than the t-critical (2.909601>2.002247). Meanwhile, the results of the long-term test show that the t-statistic (t-count) is more significant than t-critical (2.733504>2.002247). While ijarah  in the short term and the long term does not affect the return on equity (ROE), the short term results show that the t-statistic (t-count) is greater than the t-critical (1.330407<2.002247). Meanwhile, the results of the long-term test show that the t-statistic (t-count) is more significant than t-critical (1.256261<2.002247). Simultaneously, in the short term, mudharabah, Musharaka, and ijarah  have a significant and positive effect on the return on equity (ROE) of 23.8249%. While in the long term, it has a significant effect of 28.3164%.

Pengaruh Nilai Tukar dan Suku Bunga Acuan Terhadap Neraca Transaksi Berjalan di Indonesia Periode 2005:1 – 2015: 1 (Pendekatan Error Correction Model)

MODUS ◽  
2016 ◽  
Vol 28 (1) ◽  
pp. 105
Author(s):  
Toni Saputra ◽  
R Maryatmo
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Current Account ◽  
Secondary Data ◽  
Analysis Tool ◽  
Short Term ◽  
Correction Model ◽  
The Exchange Rate ◽  
The Current Account

AbstrakPenelitian ini bertujuan untuk mengetahui dan menganalisis pengaruh nilai tukar dan suku bunga acuan terhadap neraca transaksi berjalan di Indonesia periode 2005:1- 2015:1. Data yang digunakan merupakan data sekunder. Data sekunder bersumber dari website Bank Indonesia. Alat analisis yang digunakan adalah Errror Correction Model (ECM). Selanjutnya analisis deskriptif digunakan untuk menjelaskan hasil penelitian.Penelitian ini menghasilkan dua hal. Pertama, dalam jangka pendek nilai tukar tidak berpengaruh terhadap neraca transaksi berjalan Indonesia. Dalam jangka panjang nilai tukar memiliki pengaruh positif dan signifikan terhadap neraca transaksi berjalan. Kedua, dalam jangka pendek suku bunga acuan tidak berpengaruh terhadap neraca transaksi berjalan Indonesia. Dalam jangka panjang suku bunga acuan memiliki pengaruh negatif terhadap neraca transaksi berjalan. Kata Kunci: neraca transaksi berjalan Indonesia, nilai tukar, suku bunga acuan, Errror Correction Model AbstractThis study aims to determine and analyze the effect of exchange rates and interest rates on current account in Indonesia from 2005: 1 to 2015: 1. The data used is secondary data. Secondary data is sourced from the website of Bank Indonesia. The analysis tool used is Errror Correction Model (ECM). Further descriptive analysis is used to explain the study results.This research resulted in two things. First, in the short term exchange rate has no effect on the current account in Indonesia. In the long term the exchange rate has a positive and significant impact on the current account. Second, in the short-term benchmark interest rate has no effect on the current account in Indonesia. In the long-term benchmark interest rate has a negative effect on the current account. Keywords: current account in Indonesia, the exchange rate, the benchmark interest rate, errror Correction Model

scholarly journals EFEK PELEMAHAN NILAI TUKAR RUPIAH TERHADAP KINERJA EKSPOR INDONESIA TAHUN 2010-2017

2019 ◽  
Vol 2 (1) ◽  
pp. 60
Author(s):  
Didik Rosadi Ali
Keyword(s):  
Exchange Rate ◽  
Gross Domestic Product ◽  
Error Correction ◽  
Export Performance ◽  
Estimation Result ◽  
Short Term ◽  
Correction Model ◽  
Period Data ◽  
Us Dollar

This study aims to analyze the effects of the weakening of the Rupiah exchange rate on Indonesia's export performance. The data used is quarterly period data from 2010 until 2017. The statistical method to analyze the data is Error Correction Model (ECM) method by firstly testing stationeritas to all variables used is the value of Gross Domestic Product (GDP), value exports and exchange rate of Rupiah to US Dollar and test the classical assumption of regression on each model formed. From the estimation result, it is found that in the period of 2010/Q1-2017/Q4 both in long-term and short-term model, the exchange rate effect on export of Indonesia performance is not significant

scholarly journals The Tunisian Tourism Business: What We Learn About The European Demand?

2015 ◽  
Vol 31 (6) ◽  
pp. 2079 ◽  
Author(s):  
Jlassi Kamel ◽  
Zied Ftiti ◽  
Hasna Chaibi
Keyword(s):  
Exchange Rate ◽  
Error Correction ◽  
Opposite Effect ◽  
Low Cost ◽  
Tourism Demand ◽  
Short Term ◽  
Correction Model ◽  
Currency Depreciation ◽  
Overnight Stays

People from European countries are traditionally the most important sources of tourism for Tunisia. The aim of this paper is to analysis the European tourism demand for Tunisia. we propose a vector autoregression error correction model. The following methodology allows us to analysis the dynamic of Tunisian tourism in both short-term and long-term. Our main results show that the real exchange rate is an important factor explaining long-term overnight stays. A currency depreciation of 10% will increase the number of nights spent by visitors by 12% in the long term, but will have the opposite effect in the short term. However, we show that tourism demand is inelastic to income, indicating the low-cost nature of Tunisian tourism.

scholarly journals DETERMINANT OF INDONESIAN MANUFACTURING OUTPUT

2018 ◽  
Vol 3 (1) ◽  
pp. 61
Author(s):  
Arga Prati Dhina ◽  
Wasiaturrahma Wasiaturrahma
Keyword(s):  
Economic Growth ◽  
Interest Rate ◽  
Error Correction ◽  
Research Method ◽  
Manufacturing Sector ◽  
Secondary Data ◽  
Short Term ◽  
Correction Model

The role of manufacture in Indonesia influence the economic growth. This research aims to observe and analyze influencing factors of manufacturing sector output in Indonesia. The research method used Error Correction Model (ECM) at period 2005 in 1stquartal – 2017 in 4thquartal. This research used secondary data from Statistik Ekonomi dan Keuangan Indonesia (SEKI) and Federal Reserves. The results of the study show that in long term estimation lend interest rate and inflation have negative and significant impact, whereas FDI has positive and significant impact towards manufacturing sector output. Otherwise, in short term estimation show that lend interest rate has negative and significant impact, while inflation and FDI have no significant impact towards manufacturing sector output.

scholarly journals VARIABEL MAKROEKONOMI TERHADAP INDEKS SAHAM SYARIAH INDONESIA (PERIODE MEI 2011-SEPTEMBER 2015 DENGAN MODEL ECM)

Media Trend ◽  
2016 ◽  
Vol 11 (2) ◽  
pp. 117
Author(s):  
Yudhistira Ardana
Keyword(s):  
Exchange Rate ◽  
Secondary Data ◽  
Oil Prices ◽  
Model Error ◽  
Stock Index ◽  
Short Term ◽  
Correction Model ◽  
Macroeconomic Variables ◽  
The Interest Rate

<em>This study aimed to analyze the effect of macroeconomic variables on Indonesian Islamic stock index. Macroeconomic variables used is the interest rate of Bank Indonesia (BI-rate), inflation, exchange rate, Bank Indonesia Certificates Sharia (SBIS) and world oil prices. The data used in this research is secondary data during the period May 2011 until September 2015 using a model error correction model (ECM) where the end result is going to measure the effect of macroeconomic variables on Indonesian Sharia Stock Index in the short term and long term.</em>

scholarly journals Pengaruh Inflasi dan Pertumbuhan Ekonomi Terhadap Nilai Tukar Rupiah dalam Jangka Pendek dan Jangka Panjang Tahun 2010-2018

2021 ◽  
Vol 1 (1) ◽  
Author(s):  
Nur Afriyanti ◽  
Luhur Prasetiyo
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Exchange Rate ◽  
Error Correction ◽  
Error Correction Model ◽  
Series Data ◽  
Short Term ◽  
Correction Model ◽  
The Exchange Rate

Artikel ini bertujuan untuk mengetahui pengaruh inflasi dan pertumbuhan ekonomi terhadap nilai tukar Rupiah, baik jangka panjang maupun jangka pendek. Perubahan nilai tukar Rupiah terhadap mata uang Dollar Amerika Serikat dipengaruhi oleh banyak faktor. Di antara faktor yang mempengaruhi nilai tukar adalah kenaikan harga umum (inflasi) dan pertumbuhan ekonomi. Penelitian ini menggunakan metode analisis data Error Correction Model (ECM) dan teknik pemilihan sampel menggunakan sampel jenuh dari populasi yang berjumlah 36. Sampel dalam penelitian ini yaitu data time series/triwulan inflasi, pertumbuhan ekonomi dan nilai tukar dengan periode pengamatan selama 9 tahun yaitu tahun 2010-2018. Hasil penelitian menunjukkan bahwa dalam jangka panjang nilai tukar dipengaruhi oleh inflasi dan pertumbuhan ekonomi. Sedangkan dalam jangka pendek nilai tukar tidak dipengaruhi oleh variabel inflasi dan pertumbuhan ekonomi. Secara bersama-sama variabel inflasi dan pertumbuhan ekonomi berpengaruh signifikan terhadap variabel nilai tukar.The purpose of this research is to determine the effect of inflation dan economic growth on Rupiah exchange rate, both long-term and short-term. The movement of Rupiah exchange rate to US Dollar is influenced by many factors. Among the factors affecting the exchange rate are general price increases (inflation) and economic growth. This research uses Error Correction Model (ECM) for data analysis. The population in this study amounted to 36. The sample selection technique is saturated sample. The sample in this research is time series data on quarterly inflation, economic growth and the exchange rate in the period of 9 years, namely 2010-2018. The results show that in the long-term the exchange rate is influenced by inflation and economic growth. Whereas in the short-term the exchange rate is not influenced by inflation and economic growth variables. Furthermore, inflation and economic growth variables have a significant effect on the exchange rate variable.

Sign in / Sign up

Export Citation Format

Share Document