scholarly journals ANALISIS DETERMINAN INVESTASI PORTOFOLIO ASING (STUDI KOMPARATIF : INDONESIA - CHINA)

2020 ◽  
Vol 2 (1) ◽  
pp. 37
Author(s):  
Lusiana Prastiwi ◽  
Idris Idris
Keyword(s):  
World Bank ◽  
Time Series Data ◽  
Research Result ◽  
Series Data ◽  
Short Term ◽  
Method Error ◽  
Correction Model ◽  
Foreign Portfolio Investment ◽  
Positive Effect

This research explains about Analysis Determinants Of Foreign Portfolio Investment (Comparative Study : Indonesia - China). This research uses a time series data from year 1986 - 2018, with method  Error Correction Model (ECM). Data sources from World Bank  and Global Rates.  Research  result explain that (1) Long-term  and short economic growth  in Indonesia and China has a significant positive to FPI (2) International interest rate long-term and short-term in Indonesia and China has a insignificant positive effect on FPI (3) Dummy economic crisis long-term in Indonesia increases foreign portofolio investment, but in China  lowers foreign portofolio investment . Meanwhile short-term in Indonesia and China increases investment.

scholarly journals PENGARUH GLOBALISASI KEPADATAN PENDUDUK DAN PERTUMBUHAN EKONOMI TERHADAP DEGRADASI LINGKUNGAN DI INDONESIA

2020 ◽  
Vol 2 (4) ◽  
Author(s):  
Safriwan Safriwan ◽  
Idris Idris
Keyword(s):  
Population Density ◽  
Environmental Degradation ◽  
Research Result ◽  
Short Term ◽  
Method Error ◽  
Negative Effect ◽  
Economic Institute ◽  
Carbon Project ◽  
Positive Effect

Abstract : The study describes the effects on globalization population density andeconomic growth on environmental degradation in Indonesia. This research uses a timeseries data from year 1971 - 2017, with method Error Correction Model (ECM). Datasources from Global Carbon Project, KOF Swiss Economic Institute, and WorldBank. Research result explain that (1) Globalization in long term has a insignificantpositive effect on environmental degradation in Indonesia, but short term globalizationhas a insignificant negative effect on environmental degradation in Indonesia (2)Population density in long term has a significant positive , and short term has ainsignificant positive effect on environmental degradation in Indonesia (3) Economicgrowth in long and short term has a significant positive effect on environmentaldegradation in Indonesia.Keywords : Environmental Degradation, Globalization Population Density AndEconomic Growth.

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 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 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 Komparasi Mekanisme Transmisi Kebijakan Moneter Syariah dan Konvensional Melalui Jalur Harga Aset Terhadap Inflasi di Indonesia

2017 ◽  
Vol 4 (10) ◽  
pp. 817
Author(s):  
Nikita Indi Kumala ◽  
Suherman Rosyidi
Keyword(s):  
Financial Services ◽  
Time Series Data ◽  
Least Square ◽  
Series Data ◽  
Short Term ◽  
Correction Model ◽  
Monthly Data ◽  
Ordinary Least Square ◽  
Policy Transmission

The purpose of this study is to find out the effect of mechanism Sharia andconventional monetary policy transmission through asset prices on inflation in Indonesia during 2011-2015. The method used is quantitative analysis and the model used is OLS (Ordinary Least Square) to find out the effect in the long term and ECM Model (Error Correction Model) for short term. The data used is time series data with monthly data units during January 2011 to December 2015 period. This study uses the data from Bank Indonesia, the Central Bureau of Statistics (Badan Pusat Statistik), and the Financial Services Authority (Otoritas Jasa Keuangan). The results of this study shows that the syariah model shows significantly negative towards the inflation, and the conventional model shows not significantly towards the inflation.

scholarly journals ANALYSIS OF INTERNATIONAL INDEX ON INDONESIAN SHARIA STOCK INDEX

2020 ◽  
Vol 6 (1) ◽  
pp. 60
Author(s):  
Shofal Iman ◽  
Imron Mawardi ◽  
Md Atiqur Rahman Sarker
Keyword(s):  
Time Series Data ◽  
Secondary Data ◽  
Stock Index ◽  
Series Data ◽  
Significant Positive Effect ◽  
Short Term ◽  
Long Run ◽  
Positive Effect ◽  
Global Stock

This study aims to determine the influence of long-term and short-term global stock index on the Indonesian Islamic stock index. The approach used is a quantitative approach and uses the Error Correction Model (ECM) method. ECM is an analytical model that can be used in time series data to estimate the effect of independent variables on long-term and short-term use variables. The sample used was taken from secondary data, namely global stock index data consisting of the DJIA, N225 and HSI indices, and the Indonesian sharia stock index in the form of the ISSI index in the period of January 2013 to December 2017, so that 60 samples were obtained. The test results show that in the long run, the DJIA and HSI indices have a significant positive effect on the ISSI index, while the N225 index has a significant negative effect on the ISSI index. In the short term, only the DJIA index has a significant positive effect on the ISSI index.

scholarly journals The Effect Of Inflation, Problem Finance, And Financing To Deposit Ratio (FDR) On Sharia Banking Deposits

2021 ◽  
Vol 3 (2) ◽  
pp. 125
Author(s):  
Nur Syamsiyah ◽  
Misfi Laili Rohmi
Keyword(s):  
Time Series Data ◽  
Series Data ◽  
Islamic Banking ◽  
Islamic Banks ◽  
Long Term Effects ◽  
Short Term ◽  
Correction Model ◽  
The Public ◽  
Long Run

Islamic banks collect funds from the public and then send them for financing as an intermediary institution. In practice, the distribution of financing, which is the main characteristic of Islamic banks, is not as easy as the existing theory. This study will discuss the short-term and long-term effects of inflation, financing, and financing problems on deposit ratios in Indonesia's Islamic banking deposits. This study uses an Error Correction Model with monthly time series data starting from 2019-2020. The results show that all variables significantly affect deposits in Islamic banking in Indonesia in the long run. Meanwhile, in the short term, the inflation and financing variables significantly affect Islamic banking deposits in Indonesia, and the Financing to Deposit Ratio has no significant effect.

scholarly journals ALAT PEMBAYARAN MENGGUNAKAN KARTU DAN PERMINTAAN UANG KARTAL DI INDONESIA

2012 ◽  
Vol 1 (1) ◽  
pp. 9
Author(s):  
Tiara Nirmala
Keyword(s):  
Time Series Data ◽  
Secondary Data ◽  
Positive Influence ◽  
Series Data ◽  
Short Term ◽  
Correction Model ◽  
Payment Card ◽  
Real Gdp ◽  
Currency Demand

This study aimed to analyze the effect to using a payment card on the demand for money, especially in Indonesian currency in the long and short term. The data used in this study is a secondary data in the form of time series data months of the year 2008:1 until 2010:12. The variables used are real currency demand as the dependent variable, while the real GDP, interest rate, interest parity condition, and payment transactions using cards as independent variables. The method of analysis used in this study is the Engle-Granger Cointegration Test and Error Correction Model (ECM).  The results of the assessment for Indonesia in the short term and long term, means of payment using the card have a positive influence on the demand for currency. Thus the increase in payment card has not been able to reduce the demand for currency.

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.

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