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 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 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 Pengaruh Variabel Makro Terhadap Nilai Tukar Rupiah Atas Dolar AS Periode 2012-2015

2017 ◽  
Vol 4 (7) ◽  
pp. 587
Author(s):  
Yessica Tri Permatasari ◽  
Suherman Rosyidi
Keyword(s):  
Exchange Rate ◽  
Money Supply ◽  
Quantitative Method ◽  
Time Series Data ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Series Data ◽  
The Us ◽  
Import And Export ◽  
Us Dollar

The aim of this research was to determine the influence of money supply, reward for Indonesian sharia Bank certificate (SBIS), import and export to the rupiah exchange rate on the US dollar during 2012-2015. The research methods used was quantitative method with multiple linear regression analysis. The data used in this study was secondary monthly time series data in time during 2012 - 2015. Data in this research were obtained from Central Bureau of Statistic (BPS) and Indonesian Economic and Financial Statistic (SEKI). The result of this study indicate that partially, the money supply and reward for SBIS has significant impact on the rupiah exchange rate on the US dollar during 2012-2015, while import and export has no significant effect on the rupiah exchange rate on the US dollar during 2012-2015. Simultaneously, money supply, SBIS return rate, import and export had significant effect to the rupiah exchange rate on the US dollar during 2012-2015.

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 INDIKATOR MAKROEKONOMI DAN RETURN SAHAM SYARIAH DI INDONESIA

2013 ◽  
Vol 2 (2) ◽  
Author(s):  
Utami Baroroh
Keyword(s):  
Exchange Rate ◽  
Discount Rate ◽  
Stock Return ◽  
Time Series Data ◽  
Empirical Test ◽  
Cointegration Test ◽  
Series Data ◽  
Causality Test ◽  
Us Dollar

The objectives of this study are to examine empirical test the long term equilibrium and simulteneous relationship between macroeconomics variables to stock return in Indonesia and to observe stock return response because shock/innovation of inflation, SBI discount rate and exchange rate Rupiah to US dollar. The data sample used in this study are monthly time series data from 2003.1 – 2010.6. Those data are SBI discount rate, inflation (CPI), exchange rate Rupiah to US dollar, money supply and stock return (IHSG). A method of analysis in this study are Granger Causality Test and Cointegration test. The empirical results shows that SBI discount rate, inflation (CPI), and exchange rate Rupiah to US dollar have causality relationship to stock return.. The cointegration test indicates that among research variables there is long term equilibrium and simultaneous relationshipDOI: 10.15408/sjie.v2i2.2421

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.

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 Analysis of Effect Macro Variable on International Trade of Indonesia

2016 ◽  
Vol 6 (2) ◽  
pp. 228
Author(s):  
Evania Rahma Octavia ◽  
Dwi Wulandari
Keyword(s):  
International Trade ◽  
Exchange Rate ◽  
Interest Rates ◽  
Money Supply ◽  
Price Index ◽  
Time Series Data ◽  
Consumer Price Index ◽  
Series Data ◽  
The Exchange Rate ◽  
Macro Variables

This study aims to determine the effect of macro variables which include Indonesia's real gross domestic income, money supply, consumer price index and interest rates on international trade mediated by the exchange rate of rupiah against the dollar. This type of research is descriptive research with quantitative approach. Determination of the sample based on quarterly time series data 2010-2014. This study uses path analysis. The results showed domestic gross product, the money supply, and interest rates together  have a significant effect on the exchange rate but the consumer price index do not have significant effect on the exchange rate. The results also show that the exchange rate has no significant effect on imports and exports. 

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 EFFECT OF INTEREST RATE, INFLATION AND NATIONAL INCOME TO RUPIAH THE AMERICAN DOLLARS IN 2006-2016

2017 ◽  
Vol 15 (2) ◽  
pp. 240-248
Author(s):  
Muhammad Irsyad Mustaqim ◽  
Saparuddin Mukhtar ◽  
Tuty Sariwulan
Keyword(s):  
Exchange Rate ◽  
Interest Rates ◽  
Multiple Regression ◽  
Time Series Data ◽  
National Income ◽  
Coefficient Of Determination ◽  
Series Data ◽  
The Us ◽  
Us Dollar ◽  
The Exchange Rate

This research aims to analyze the effect of interest rates, inflation and national income against the rupiah exchange rate over the US dollar. As for the data used in this research is secondary data, with this type of time series data in the period 2006-2016 obtained from Bank Indonesia and the World Bank. The method of this research method using exposé facto. Data analysis techniques used in this research is the analysis of multiple regression. By using multiple regression analysis model, the output shows that interest rates (X 1) positive and significant effect of the exchange rate of the rupiah against the US dollar up (Y). Inflation rate (X 2) do not affect the exchange rate of the rupiah significantly to top u.s. dollars (Y). National income (X 3) a positive effect of the exchange rate of the rupiah against the US dollar up (Y). Of test results by looking at their significance value F = 0.000 then it can be said to be 0.05 < simultaneously interest rates, inflation and national income effect significant at α = 5% against the rupiah exchange rate over the US dollar in the year 2006-2016. The value of the coefficient of determination (R2) acquired for 0.660 has a sense that the rupiah exchange rate over the US dollar can be explained by the level of interest rates, inflation and national income amounted to 66% while the rest is explained by other factors that do not exist in the model for this research.

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