scholarly journals FLUKTUASI KURS RUPIAH TERHADAP DOLLAR AMERIKA SERIKAT PADA PERIODE TAHUN 1997.I – 2004.IV

2009 ◽  
Vol 10 (2) ◽  
pp. 234
Author(s):  
Anggyatika Mahda Kurnia ◽  
Didit Purnomo
Keyword(s):  
Money Supply ◽  
Time Series Data ◽  
Model Specification ◽  
Coefficient Of Determination ◽  
Series Data ◽  
Significant Variable ◽  
Analysis Tool ◽  
Normality Test ◽  
Result Analysis ◽  
The U.S

This study aimed to analyze the fluctuation of the rupiah against the U.S. dollar. The data used in this study are quarterly time series data between the 1997.I to 2004.IV. Analysis tool used in this study is multiple linear regressions using the Error Correction Model (ECM). The results of this study concluded that variables such as exchange rates, inflation, SBI rate and the value of imports is stationary, only money supply variable that is not stationary. Based on the classical assumption was not found problem. Normality test showed normal distribution of Ut, tests of model specification with the Ramsey Reset test indicates the model used is linear. The coefficient of determination (R2) showed that approximately 90.5813 percent of the value of the rupiah against the U.S. dollar be explained by variables in the model. Result analysis by t test found that a significant variable is the money supply, inflation, and the value of imports.

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 THE ANALYSIS OF THE TRANSMISSION MECHANISM OF MONETARY POLICY IN CONVENTIONAL AND SHARIA AGAINST INFLATION IN INDONESIA

2021 ◽  
Vol 9 (1) ◽  
Author(s):  
Julika Rahma Siagian
Keyword(s):  
Monetary Policy ◽  
Interest Rates ◽  
Money Supply ◽  
Financial Services ◽  
Time Series Data ◽  
Transmission Mechanism ◽  
Series Data ◽  
Analysis Tool ◽  
Short Term

This study aims to analyze the transmission mechanism of monetary policy in Indonesia in controlling inflation, both in terms of sharia and conventional terms. The data used in this empirical study is time series data during 2011:1-2017:4 originating from (Bank Indonesia), Financial Services Authority (FSA) and Ministry of Finance (Kemenkue). The analysis tool used is the Error Correction Model (ECM). This study analyzes the relationship between independent and dependent variables both in the short and long term. The results of this study throuht the asset prices indicate that from conventional monetary variable SBI (certifikat of bank indonesia) variables that have a positive and significant effect on inflation in the short-term. Where as in the long term the variable money supply has a positive effect and variable interest rates on Bank Indonesia, bonds have a positive and significant effect on inflation. In Islamic monetary variables, SBIS have a positive and significant effect on inflation in the short-term. Islamic bond variables (Sukuk) have a negative and significant effect on inflation in the short-term. While in the long-term the variable money supply, Islamic interest rates, and Islamic bonds have a positive and significant effect on inflation.

scholarly journals THE ANALYSIS OF THE TRANSMISSION MECHANISM OF MONETARY POLICY IN CONVENTIONAL AND SHARIA AGAINST INFLATION IN INDONESIA

2021 ◽  
Vol 9 (1) ◽  
pp. 46
Author(s):  
Julika Rahma Siagian
Keyword(s):  
Monetary Policy ◽  
Interest Rates ◽  
Money Supply ◽  
Financial Services ◽  
Time Series Data ◽  
Transmission Mechanism ◽  
Series Data ◽  
Analysis Tool ◽  
Short Term

This study aims to analyze the transmission mechanism of monetary policy in Indonesia in controlling inflation, both in terms of sharia and conventional terms. The data used in this empirical study is time series data during 2011:1-2017:4 originating from (Bank Indonesia), Financial Services Authority (FSA) and Ministry of Finance (Kemenkue). The analysis tool used is the Error Correction Model (ECM). This study analyzes the relationship between independent and dependent variables both in the short and long term. The results of this study throuht the asset prices indicate that from conventional monetary variable SBI (certifikat of bank indonesia) variables that have a positive and significant effect on inflation in the short-term. Where as in the long term the variable money supply has a positive effect and variable interest rates on Bank Indonesia, bonds have a positive and significant effect on inflation. In Islamic monetary variables, SBIS have a positive and significant effect on inflation in the short-term. Islamic bond variables (Sukuk) have a negative and significant effect on inflation in the short-term. While in the long-term the variable money supply, Islamic interest rates, and Islamic bonds have a positive and significant effect on inflation.

scholarly journals EFFECT OF CAR, LDR, ROA, ROA AND NIM TOWARD THE COMMERCIAL BANK IN INDONESIA

2020 ◽  
Vol 4 (01) ◽  
Author(s):  
Muhammad Alazis
Keyword(s):  
Time Series ◽  
Commercial Bank ◽  
Financial Services ◽  
Time Series Data ◽  
Secondary Data ◽  
Coefficient Of Determination ◽  
Series Data ◽  
Analysis Tool ◽  
Significant Negative Effect ◽  
Negative Effect

The purpose of this study to determine the effect of CAR, LDR, ROA, and NIM either partially or simultaneously on ROA in a conventional commercial bank in Indonesia. The study used secondary data drawn from the Indonesian Banking Statistics published by the Financial Services Authority. The research sample of 60 monthly time series data began in December 2014 s / d November 2019. The analysis tool using multiple linear regression, t-test, F test and coefficient of determination. The study concluded: 1) CAR significant negative effect on ROA, 2) LDR significant negative effect on ROA; 3) BOPO significant negative effect on ROA, 4) NIM significant negative effect on ROA, 5) CAR, LDR, ROA, and NIM simultaneous and significant impact on ROA.

scholarly journals INTEREST RATE, MONEY SUPPLY AND GROWTH OF MORTGAGE FINANCING AMONG COMMERCIAL BANKS IN KENYA

2021 ◽  
Vol 6 (2) ◽  
pp. 1-11
Author(s):  
Chanzu Luyali ◽  
Julius Bichanga ◽  
M Gekara
Keyword(s):  
Interest Rate ◽  
Interest Rates ◽  
Money Supply ◽  
Commercial Banks ◽  
Time Series Data ◽  
Negative Impact ◽  
Model Specification ◽  
Series Data ◽  
Unique Contribution ◽  
The Government

Purpose: The purpose of this study was to investigate the effects of interest rate and money supply on the growth of mortgage financing among Commercial banks in Kenya. Materials and methods: The study adopted a descriptive research design. The population contained 35 loan lending commercial banks over a period between 1985 and 2019. Secondary data was used from desired financial statements available to the public of the singular commercial banks and other posted reports of financial institutions and establishments in conformity with the study. Time-series data were analyzed using STATA version 13 software, regression analysis and model specification tests. The hypothesis was tested using the multiple regression approach a significance level of 0.05 was used. Results: The study found that interest rate (coef= -0.0822, p= 0.007) and money supply (coef= 0.548, p= 0.00) have significant effects on the growth of mortgage financing among Kenyan commercial banks. Unique contribution to theory, practice and policy: Kenya's central bank should put in place mechanisms to guarantee that interest rates and money supply do not have adverse impacts on bank mortgage financing. The government should guarantee currency stability since currency fluctuations may have a negative impact on commercial bank mortgage borrowing. The classical theory is therefore relevant in our research since interest rates impact mortgages when capital demand increases. The quantity theory of money demand also holds that individuals want cash based on the transactions they need.

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.

scholarly journals ANALISIS FAKTOR PENENTU INDEKS HARGA SAHAM GABUNGAN DI INDONESIA

2019 ◽  
Vol 1 (4) ◽  
pp. 37
Author(s):  
Yulizar Fikri ◽  
Ali Anis
Keyword(s):  
Economic Growth ◽  
Foreign Exchange ◽  
Stock Price ◽  
Price Index ◽  
Time Series Data ◽  
Secondary Data ◽  
Coefficient Of Determination ◽  
Series Data ◽  
Foreign Exchange Reserves ◽  
Stock Price Index

This study aims to determine the analysis of the determinants of the composite stock price index in Indonesia. The independent variables in this study are inflation as X1, foreign exchange reserves as X2, exchange rates as X3, and economic growth as X4, and the dependent variable of the composite stock price index as Y. The data used are secondary data in the formof time series data from 2010Q1 until 2019Q2, with data collection techniques, namely documentation from Bank Indonesia publications, the Central Statistics Agency, investing. comsite and library research. The research methods used are: (1) Multiple Linear Regression, (2) Classical Assumption Test (3) coefficient of determination. The results of this study indicate that:(1) inflation does not significantly influence the composite stock price index. (2) foreign exchange reserves have a significant positive effect on the composite stock price index. (3) the rupiah exchange rate has an influence on the composite stock price index and (4) economic growth hasno significant effect on the composite stock price index.

scholarly journals THE TESTING OF MONEY NEUTRALITY IN ECONOMIC GROWTH OF INDONESIA

2017 ◽  
Vol 1 (1) ◽  
pp. 12
Author(s):  
Muammil Sun’an ◽  
Amran Husen
Keyword(s):  
Economic Growth ◽  
Time Series Data ◽  
Output Growth ◽  
Broad Sense ◽  
Series Data ◽  
Analysis Tool ◽  
Real Sector ◽  
Short Term ◽  
Correction Model

<p>This study aim is to test the money neutrality in a narrow sense (M1) and a broad sense (M2) to the growth of output (GDP) in Indonesia, both in short term and long term. This research uses quarterly time series data at 2010 - 2016 periods. The analysis tool used is Error Correction Model (ECM). The results show that short-term money supply (M1 and M2) affect on output growth. However, in the long term, only money circulation in a broad sense (M2) affects on output growth, which also means that money is not neutral because it affects the real sector (GDP).</p><p> <strong>Keywords:</strong> M1, M2, Population, Capital, and Economic Growth.</p>

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

scholarly journals MENINGKATKAN KINERJA KEUANGAN RETURN ON EQUITY (ROE) MELALUI RASIO STRUKTUR MODAL DEBT TO ASSET RATIO (DAR) DAN DEBT TO EQUITY RATIO (DER) PADA PT BANK MANDIRI TBK YANG TERDAFTAR DI BURSA EFEK INDONESIA

2021 ◽  
Vol 12 (1) ◽  
pp. 52-65
Author(s):  
Armalinda Armalinda
Keyword(s):  
Financial Performance ◽  
Quantitative Research ◽  
Time Series Data ◽  
Stock Exchange ◽  
Statistical Tests ◽  
Financial Statements ◽  
Coefficient Of Determination ◽  
Series Data ◽  
Return On Equity ◽  
Equity Ratio

This study aims to determine how much influence the Debt to Assets Ratio (DAR) and Debt to Equity Ratio (DER) have on the Return on Equity (ROE) of PT Bank Mandiri Tbk which are listed on the Indonesia Stock Exchange. The research design used in this research is associative/quantitative research. The population in this study is the annual financial statements of PT. Bank Mandiri Tbk for the period 2012-2019, while the sample was taken using time series data, namely the annual financial statements of PT. Bank Mandiri Tbk for the period 2012-2019 which consists of balance statements, income statements, and cash flow from funding activities from 2012 to 2019. The result of the coefficient of determination (R Square) is 0.813. This figure means that 0.813 or 81.3% of the diversity of data from financial performance data can be explained by the two independent variables, namely the Debt to Asset Ratio and the Debt to Equity Ratio. While the rest (1-0.813 = 0.817) or 18.7% is explained by other factors outside the study. The results of statistical tests show that the Asset Ratio and Debt to Equity Ratio together (simultaneously) have an effect on financial performance (Return on Equity).

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