scholarly journals FAKTOR-FAKTOR YANG MEMPENGARUHIKURS RUPIAH TERHADAP YEN TAHUN 1970 - 2002: ERROR CORRECTION MODEL (ECM)

2017 ◽  
Vol 6 (2) ◽  
pp. 187
Author(s):  
Nurul Yuniataqwa Karunia ◽  
Malik Cahyadin
Keyword(s):  
Exchange Rate ◽  
Time Series Data ◽  
Series Data ◽  
Short Term ◽  
Correction Model ◽  
Monetary Approach ◽  
Independent Variable ◽  
Analyze Time Series Data ◽  
Analyze Time Series ◽  
Variable Exchange

This research aims to find out factors influencing the exchange rate of rupiah toward yen. The approach used to analyze time series data in this study is monetary approach with ECM as the chosen regression model. The year of observation was begun in 1970-2002. Based on regression which done, the result showed that there is the significant correlation between independent variable (MI,Yreal, NP1) with dependent variable (exchange rate of Rupiah fYen). The correlation happens either in long or short term.

scholarly journals Pengaruh Variabel Makroekonomi Terhadap Jumlah Penghimpunan Zakat di Indonesia

2020 ◽  
Vol 25 (2) ◽  
pp. 199
Author(s):  
Sheema Haseena Armina
Keyword(s):  
Exchange Rate ◽  
Time Series Data ◽  
Series Data ◽  
Short Term ◽  
Correction Model ◽  
Dollar Exchange Rate ◽  
Vector Error Correction ◽  
Vector Error ◽  
Analysis Technique

Purpose this study analyzes the effect of the industrial production index, the dollar exchange rate, inflation and the BI 7DRR on the amount of zakat collection from January 2015 to December 2018to identify the potential of zakat to support alleviation in Indonesia. Methodology/Approach: this study uses a quantitative approach with a Vector Error Correction Model (VECM) data analysis technique with time series data from Januari 2015 t0 December 2018. Findings: The results show that in short term causality, there is an effect between long-term and short-term between zakat as the dependent variable with inflation and the dollar exchange rate. However, there is no short-term causality effect between BI 7-DRR and IPI to the amount of zakat while the long-term causality effect, all independent variables have a significant effect to the dependent variable namely zakat. Implications: The integration of Islamic philanthropic institutions has the potential to channel aid and support to alleviate poverty. This study adds the IPI variable to interpret the GDP variable in analyzing its effect on zakat.

scholarly journals Analisis ekspor kopi Indonesia

2017 ◽  
Vol 12 (1) ◽  
pp. 1-10
Author(s):  
Rexsi Nopriyandi ◽  
Haryadi Haryadi
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Exchange Rates ◽  
Time Series Data ◽  
Series Data ◽  
Government Agencies ◽  
Short Term ◽  
Correction Model ◽  
Coffee Price

This study aims to analyze the factors that influence Indonesian coffee exports. The data in this study is time series data, which were obtained from various government agencies. The Error Correction Model (ECM) method is used to analyze the effect of coffee prices, GDP and the exchange rate on the volume of Indonesian coffee exports. The estimation results find that coffee prices, Indonesian GDP and exchange rates have a short-term relationship and a long-term balance of the volume of coffee exports. Based on the long-term estimation of the coffee price variable, GDP and exchange rates do not significantly affect the volume of coffee exports, while in the short term these three variables influence the volume of coffee exports

scholarly journals Analisis cadangan devisa Indonesia dan faktor-faktor yang mempengaruhinya

2017 ◽  
Vol 12 (1) ◽  
pp. 25-30
Author(s):  
Pundy Sayoga ◽  
Syamsurijal Tan
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Exchange Rates ◽  
Time Series Data ◽  
Series Data ◽  
Government Agencies ◽  
Short Term ◽  
Correction Model ◽  
Coffee Price

This study aims to analyze the factors that influence Indonesian coffee exports. The data in this study is time series data, which were obtained from various government agencies. The Error Correction Model (ECM) method is used to analyze the effect of coffee prices, GDP and the exchange rate on the volume of Indonesian coffee exports. The estimation results find that coffee prices, Indonesian GDP and exchange rates have a short-term relationship and a long-term balance of the volume of coffee exports. Based on the long-term estimation of the coffee price variable, GDP and exchange rates do not significantly affect the volume of coffee exports, while in the short term these three variables influence the volume of coffee exports.

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>

The Effect of Covid-19, Rupiah Exchange Rate, and Inflation on the Indonesia Sharia Stock Index during the Covid-19 Pandemic

2021 ◽  
Vol 4 (1) ◽  
pp. 313-336
Author(s):  
Achmad Agus Priyono ◽  
Ari Kartiko
Keyword(s):  
Exchange Rate ◽  
Time Series Data ◽  
Negative Impact ◽  
Stock Index ◽  
Series Data ◽  
Stock Market Index ◽  
Short Term ◽  
The Us ◽  
Us Dollar

Purpose of this study is to clarify the effect of the number of daily cases reported to have contracted the Covid-19 virus, the exchange rate of the rupiah against the US dollar and inflation on the movement of the Indonesian Sharia stock index (ISSI) during the Pandemic Covid 19 in the short term and long term. Data analysis methods that used is analysis Error Correction Mechanism (ECM) using Eviews software 10. The data collected is daily time series data starting from March 2, 2020 to May 31, 2021 so that the number of samples collected obtained as many as 283 samples . The results of the study stated that the addition of the daily number of reported cases of contracting the Covid-19 virus has a negative impact on The Indonesian Sharia Stock Market Index (ISSI) during the Covid-19 pandemic, so that encourage the weakening of the Stock Index both in the long and long term short. Likewise, the weakening of the rupiah against the US dollar will caused the fall of the sharia index during the Covid 19 pandemic, both in the long term and long and short term. However, the study found no effect inflation on the Indonesian Sharia Stock Index (ISSI) during the Covid19 pandemic, good long term and short term

scholarly journals STUDI PERAMALAN BEBAN RATA – RATA JANGKA PENDEK MENGGUNAKAN METODA AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA

Sutet ◽  
2018 ◽  
Vol 7 (2) ◽  
pp. 93-101
Author(s):  
Redaksi Tim Jurnal
Keyword(s):  
Power Plants ◽  
Time Series Data ◽  
Moving Average ◽  
Current Model ◽  
Series Data ◽  
Electrical Load ◽  
Short Term ◽  
Autoregressive Integrated Moving Average ◽  
Independent Variable ◽  
Short Term Forecasting

Forecasting. Plans, power plants ,. Electricity needs are increasingly changing daily, so the State Electricity Company (PLN) as a provider of energy must be able to predict daily electricity needs. Short-term forecasting is the prediction of electricity demand for a certain period of time ranging from a few minutes to a week ahead. in shortterm electrical forecasting much of the literature describes the techniques and methods applied in forecasting, Autoregresive Integrated Moving Average (ARIMA), linear regression, and artificial intelligence such as Artificial Neural Networks and fuzzy logic. Short-term forecasting will be done by the authors using time series data that is the data of the use of electric power daily (electrical load) and ARIMA as a method of forecasting. ARIMA method or often called Box-Jenkins technique to find this method is suitable to predict variable costs quickly, simply, and cheaply because it only requires data variables to be predicted. ARIMA can only be used for short-term forecasting. ARIMA is a special linear test, in the form of forecasting this model is completely independent variable variables because this model uses the current model and past values of the dependent variable to produce an accurate short-term forecast.

Stability and Change in European Electorates

1977 ◽  
Vol 29 (4) ◽  
pp. 523-551 ◽  
Author(s):  
Alan Zuckerman ◽  
Mark Irving Lichbach
Keyword(s):  
Voting Behavior ◽  
Time Series Data ◽  
Panel Study ◽  
Marked Change ◽  
West Germany ◽  
Series Data ◽  
Social Categories ◽  
The Social ◽  
Analyze Time Series Data ◽  
Analyze Time Series

Arguing counter to the accepted positions of political sociology, we contend that voters' decisions are best explained by the absence or presence of strong loyalties to political parties rather than by social or economic factors. Hence, in areas where most people have strong party attachments, marked change in the partisan division of the vote occurs only when an exceptionally large number of new voters enters the electoral arena; alterations in the social composition of a party's voters follow changes in the occupation or social categories of those who consistently vote for the party. In presenting this argument, we analyze time-series data for Britain, West Germany, and Sweden which negate the predicted development of “catch-all” electorates, and we test the relative power of party and class variables as predictors of voting behavior in Butler's and Stokes's panel study of British voters between 1963 and 1970.

scholarly journals ANALISIS PENGARUH VARIABEL MAKROEKONOMI DAN COUNTRY RISK TERHADAP INVESTASI PORTOFOLIO ASING DI INDONESIA

2018 ◽  
Vol 7 (2) ◽  
pp. 135
Author(s):  
Halifah Hadi ◽  
Hasdi Aimon ◽  
Dewi Zaini Putri
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Time Series Data ◽  
Country Risk ◽  
Growth Effect ◽  
Series Data ◽  
Short Term ◽  
Correction Model ◽  
The Stability

The reseach aims to explain the effect of country risk and variabels macroeconomics to the foreign portofolio invesment in Indonesia in short term and long term. The analysis takes time series time series data from 2006 quarter 1 through 2016 quarter 4by using Error Correction Model (ECM). The source of data are Badan Pusat Statistik, Bank Indonesia, FX Sauder and World Bank. The result are in the short term the exchange rate and economic growth effect the shock that will influence the foreign portofolio invesment. In the long trem the inflation, interst rate, money supply and country risk influence on foreign portofolio invesment significanly. The suggestion in this research is, the goverment sould keep the stability balance of payment in Indonesia .Any change, the condition of  balance of payments effect appreciation and depreciation to Rupiah. To increase the economic growth in Indonesia, goverment could increasing the fiscal income and PMDN realization that will  increase the enterprises productivity.

scholarly journals ANALISIS PENGARUH VARIABEL MAKRO EKONOMI TERHADAP INVESTASI ASING LANGSUNG (STUDY KASUS CHINA-INDONESIA).

2017 ◽  
Vol 6 (2) ◽  
pp. 103
Author(s):  
Ririn Martini Rezki ◽  
Yeniwati Yeniwati ◽  
Mike Triani
Keyword(s):  
Economic Growth ◽  
Foreign Direct Investment ◽  
Exchange Rate ◽  
Interest Rates ◽  
Direct Investment ◽  
Time Series Data ◽  
Least Square ◽  
Series Data ◽  
Short Term

This research to analyze the influence of macro economic variables impact on Chinese Foreign Direct Investment in Indonesia. The influence of China’s economic growth, Indonesia’s economic growth, interest rates, inflation and exchange rates against Foreign Direct Investment (FDI) China in Indonesia in the long term and short term. Type of this research is descriptive research, the secondary data use form time series data, from 2001Q1 – 2016Q4, taken  from agencies and related institution, the analysis using the Ordinary Least Square (OLS) and Error Correction Model (ECM) to see the influence in a long term and impact in the short term. This research show that Indonesia’s economic growth of China’s economic growth and inflation is have a significant effect in the long term Chinas’s FDI in Indonesia. Variable economic growth of Indonesia’s, interest rates, inflation, exchange rate in the short term influence China’s Foreign Direct Investment in Indonesia. How ever in the long term interest rates and exchange rate do not influence significantly, to China’s FDI in Indonesia.

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