ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI EKSPOR NONMIGAS INDONESIA KE AMERIKA SERIKAT

2020 ◽  
Vol 2 (2) ◽  
Author(s):  
Editiawarman Editiawarman ◽  
Idris Idris
Keyword(s):  
United States ◽  
Oil And Gas ◽  
Time Series Data ◽  
The United States ◽  
Positive Influence ◽  
Series Data ◽  
Factors Affecting ◽  
Long Run ◽  
Negative Effect

In this study the study of Analysis of factors affecting IndonesianNon-oil and gas exports to America and the data used in this study isquarterly time series data from 2007Q1-2018Q. The model used in thisstudy is the Error Correction Model / ECM. Data sourced from the WorldBank and the Ministry of Trade. The results of this study indicate that (1)the estimated economy of the United States in the long term and short termhas a significant positive relationship to Indonesia's non-oil and gas exports to the United States (2) a significant negative effect on Indonesia's non-oil and gas exports to the United States (3) Foreign direct investment or investment foreign direct in the long run, has a significant positive and in the short term does not have a significant and positive influence on non-oil and gas exports Indonesia to the United States.

scholarly journals Determinants of Industrial Sector Growth in Pakistan

2019 ◽  
Vol IV (III) ◽  
pp. 61-70
Author(s):  
Mujib Ur Rahman ◽  
Amtul Hafeez ◽  
Wisal Ahmad
Keyword(s):  
Time Series Data ◽  
External Debt ◽  
Industrial Sector ◽  
Positive Influence ◽  
Series Data ◽  
Industrial Growth ◽  
Long Run ◽  
Ardl Approach ◽  
Augmented Dickey Fuller ◽  
Negative Effect

A strong industrial sector shows greater economic growth. To find industrial growth, this study hereby made an attempt. Time series data is used. Data is obtained from the years 1984 to 2018. The stationarity of the series is checked through Augmented Dickey-Fuller (ADF). Moreover, the ARDL approach is used to check short and long-run estimation of the model, estimating the determinants of the industrial sector growth in Pakistan. A long-run positive and significant associations between External debt (% of GDP), GDP (Annual Growth), FDI, Remittances (% of GDP) is identified, while trade has a negative effect on industrial growth. The factor remittances have an insignificant but positive influence on the industrial sector growth.

scholarly journals Determinants Of Long-Term Interest Rates In The United States

2012 ◽  
Vol 10 (5) ◽  
pp. 257
Author(s):  
Charles Kweku Konadu-Adjei ◽  
Roger W. Mayer ◽  
Wen-Wen Chien
Keyword(s):  
United States ◽  
Interest Rates ◽  
Budget Deficit ◽  
Time Series Data ◽  
The United States ◽  
Capital Inflow ◽  
Series Data ◽  
Defined Benefit ◽  
Private And Public

The behavior of the long-term interest rates is a practical problem for private and public organizations. Organizations need to estimate interest rates for purposes of assigning value to long-term obligations such as defined benefit plans and long-term leases and making decisions related to long term capital purchases. The purpose of this study was to analyze the determinants of long-term interest rates in the United States, using 352 quarterly time series data points extending from 1999 to 2009. This study examines how a change in overnight interest rates, budget deficit, Gross Domestic Product (GDP), inflation, and net capital inflow impact on long-term interest rates, which is the 30-year U.S. Treasury constant securities rate. We find that the variables (overnight interest rates, expected inflation, budget deficit, foreign capital inflow, and GDP) have statistically significant impact on long-term interest rates in the United States; all variables jointly explain changes in the long-term interest rates. The findings of this study can assist organization as they assign values to long-term obligations and assets.

The Transition to Post-Industrial BMI Values in the United States

2012 ◽  
Author(s):  
Marek Brabec ◽  
John Komlos
Keyword(s):  
United States ◽  
Time Series Data ◽  
The United States ◽  
Rate Of Change ◽  
Series Data ◽  
Birth Cohorts ◽  
The Great Depression ◽  
Period Effects ◽  
Long Run ◽  
Post Industrial

The trend in the BMI values of the United States population has not been estimated accurately because time series data are unavailable and because the focus has been on calculating period effects. This chapter attempts to estimate long-run trends and the rate of change of BMI values by birth cohorts, stratified by gender and ethnicity, beginning with the mid-nineteenth century. The transition to post-industrial BMI values began in earnest after the First World War and, after slowing down during the Great Depression, accelerated with the spread of television viewing. While period effects provide an upper bound when the weight change occurred, birth cohort effects provide a lower bound. In the absence of longitudinal data, both effects need to be considered. Hence, the evidence leads to the hypothesis that transition to post-industrial weights probably started considerably earlier than hitherto asserted.

scholarly journals Factors Affecting Manufacturing Exports

2020 ◽  
Vol 23 (2) ◽  
Author(s):  
Euis Eti Sumiyati
Keyword(s):  
Exchange Rate ◽  
Time Series Data ◽  
Series Data ◽  
Long Term Effects ◽  
Factors Affecting ◽  
Long Run ◽  
Short And Long Term ◽  
Manufactured Exports ◽  
Positive Effect

This study aims to determine the factors that influence manufacturing exports in Indonesia. This study uses time-series data with 40 data observations starting from the 1st quarter of 2010 to the 4th quarter of 2019. This study's analysis method is the vector error correction model (VECM), which can dynamically describe the short-term and long-term effects. Export determinants to be examined are inflation, the rupiah exchange rate, Gross Domestic Product (GDP), and Foreign Direct Investment (FDI). This study indicates that inflation at lag 1 harms manufactured exports both in the short and long term. Furthermore, GDP has a positive effect on manufacturing exports in the short run at lag 1 and lag 2, while in the long run, GDP has a positive effect only on lag 1. Meanwhile, the exchange rate and FDI factors did not affect manufactured exports, both in the short and long term. This study implies that inflation and GDP are essential factors in designing policies to increase exports in Indonesia, including exports of manufactured products.

Does Public Debt Service Expenditure Crowd-Out Economic Growth? Empirical Evidence from an African Developing Country

2019 ◽  
Vol 64 (3) ◽  
pp. 23-38
Author(s):  
Talknice Saungweme ◽  
Nicholas M. Odhiambo
Keyword(s):  
Economic Growth ◽  
Public Debt ◽  
Time Series Data ◽  
Policy Formulation ◽  
Debt Service ◽  
Series Data ◽  
Long Run ◽  
Short Run ◽  
The Impact

Abstract This paper contributes to the ongoing debate on the impact of public debt service on economic growth; and it provides an evidence-based approach to public policy formulation in Zimbabwe. The empirical analysis was performed by applying the autoregressive distributed lag (ARDL) technique to annual time-series data from 1970 to 2017. The study findings reveal that the impact of public debt service on economic growth in Zimbabwe is negative in the short run but positive in the long run. The results are suggestive of the existence of a crowding-out effect of public debt service in Zimbabwe in the short run and a crowding-in effect in the long run. In view of these findings, the government should consider fiscal and financial policies that promote a constant supply of long-term finance, long-term fixed investments, and extension of a government securities maturity structure so as to ensure sustainable short- and long-term public debt service expenditures. The study further recommends the strengthening of non-distortionary revenue mobilisation reforms to reduce market distortions and boost domestic investment.

scholarly journals INTERVENSI KEBIJAKAN MONETER TERHADAP INVESTASI PORTOFOLIO: KASUS INDONESIA DAN AMERIKA SERIKAT

2020 ◽  
Vol 2 (1) ◽  
pp. 1
Author(s):  
Nanda Alfarina ◽  
Hasdi Aimon
Keyword(s):  
United States ◽  
Interest Rate ◽  
Secondary Data ◽  
The United States ◽  
Portfolio Investment ◽  
Mechanism Analysis ◽  
Long Run ◽  
Negative Effect ◽  
The Difference ◽  
Effect Of Monetary Policy

This study aims to determine the effect of monetary policy measured by the central bank’s policy rate (X1) on portfolio investment (Y) in Indonesia and United States in the long run. The data used are secondary data seouced from SEKI BI, FRED The FEd, coinmarketcap.com, and investing.com, with the VECM (Vector Error Correction Mechanism) analysis methode. The study show The study shows the differences between the results that occur in Indonesia and the United States. The policy interest rate has a significant positive effect on portfolio investment in the long run in Indonesia, while in the United States the interest rate in the long run has a significant negative effect on portfolio investment. The difference in research results between the two countries shows the need for different treatment for monetary authorities in encouraging portfolio investment 

scholarly journals Integration of Indonesian Coffee Markets with World Coffee Markets

2021 ◽  
Vol 2 (1) ◽  
pp. 33
Author(s):  
Haposan Orlando Napitupulu ◽  
Ana Arifatus Sa'diyah ◽  
Farah Mutiara
Keyword(s):  
Time Series Data ◽  
Dynamic Equilibrium ◽  
Secondary Data ◽  
Series Data ◽  
Short Term ◽  
Robusta Coffee ◽  
Long Run ◽  
Relationship Of ◽  
Coffee Markets

This study aims to analyze the integration of the Arabica and Robusta coffee markets in Indonesia with world coffee prices. The study uses secondary data in the form of annual time series data during the period 1985 - 2015. The study uses the VECM analysis method. This method explains the relationship of long-term dynamic equilibrium and short-term equilibrium in a system of equations. The analysis shows that Indonesian and world Arabica coffee is not integrated in the long term or the short term. In Robusta coffee VECM estimation analysis shows that there is a significant value at the 10% level in a long-term relationship with a value of 0.08579, which means that there is a short-term relationship between world Robusta coffee prices and domestic Robusta coffee prices in the previous year, but no relationship in the long run.

scholarly journals Exchange Rate Dynamics and the Bilateral Trade Balance: The Case of U.S. Agriculture

2009 ◽  
Vol 38 (2) ◽  
pp. 213-228 ◽  
Author(s):  
Jungho Baek ◽  
Won W. Koo ◽  
Kranti Mulik
Keyword(s):  
United States ◽  
Exchange Rate ◽  
Bilateral Trade ◽  
Time Series Data ◽  
The United States ◽  
Agricultural Trade ◽  
Agricultural Products ◽  
Series Data ◽  
J Curve ◽  
Trading Partners

This study examines the dynamic effects of changes in exchange rates on bilateral trade of agricultural products between the United States and its 15 major trading partners. Special attention is paid to investigate whether or not the J-curve hypothesis holds for U.S. agricultural trade. For this purpose, an autoregressive distributed lag (ARDL) approach to cointegration is applied to quarterly time-series data from 1989 and 2007. Results show that the exchange rate plays a crucial role in determining the short- and long-run behavior of U.S. agricultural trade. However, we find little evidence of the J-curve phenomenon for U.S. agricultural products with the United States’ major trading partners.

scholarly journals BANKING SECTOR LIBERALIZATION AND ECONOMIC GROWTH: CASE STUDY OF PAKISTAN

2016 ◽  
Vol 17 (1) ◽  
pp. 125-139 ◽  
Author(s):  
Najia SAQIB
Keyword(s):  
Economic Growth ◽  
Banking Sector ◽  
Time Series Data ◽  
Series Data ◽  
Omitted Variables ◽  
Financial Systems ◽  
Long Run ◽  
Banking Sector Development ◽  
The Impact

Economic theory suggests that sound and efficient financial systems channel capitals to its most productive uses are beneficial for economic growth. Sound and efficient financial systems are especially important for sustaining growth in developing countries. This paper examines the impact of banking sector liberalization on long-term economic growth in Pakistan by using a time series data for the period 1971–2011. The results show that there exist a significant positive long run relationship between banking sector development and economic growth in the country. The sensitivity analysis also shows that the relationship remain positive and significant no matter what combination of the omitted variables are used in the basic model. Thus, our findings support the core idea that banking sector development stimulates long term economic growth in a country.

Regional and Industrial Wage Dynamics in West Germany and the United States / Regionale und industrielle Lohndynamik in Westdeutschland und den USA

2002 ◽  
Vol 222 (5) ◽  
Author(s):  
Antje Mertens
Keyword(s):  
United States ◽  
Time Series Data ◽  
The United States ◽  
Labour Markets ◽  
West Germany ◽  
Series Data ◽  
Labour Demand ◽  
Wage Dynamics ◽  
Demand Shocks ◽  
Individual Level

SummaryIt is commonly known that every economy is faced with the problem of unevenly distributed labour demand changes across industries, occupations and regions. In competitive labour markets flexible wages and the mobility of labour would lead to a new equilibrium distribution of wages and employment. Regional or industrial unemployment dispersion in Germany is often blamed on a lack of wage adjustments and the lack of labour mobility when economic fortunes are not distributed evenly, but this hypothesis is hardly ever tested. This paper asks how wage reactions in Germany compare with responses in the United States using individual level data. As a first step labour demand shocks are estimated from employment time series data using deterministic detrending and the Hodrick-Prescott filter. These are then included in typical wage regressions based on micro data. The results propose that German labour markets are not as inflexible as simple evidence might suggest. Although wages are regionally only flexible in the United States, wages are found to react to industrial labour demand shocks in both countries. Especially for more experienced and therefore less mobile groups in the German labour market wages react to industrial labour demand shocks.

Sign in / Sign up

Export Citation Format

Share Document