scholarly journals Empirical discourse analysis on correlations between exchange rate and exports

2013 ◽  
Vol 10 (2) ◽  
pp. 39
Author(s):  
Chayongkan Parnornmast ◽  
Kittisak Jermsittiparsert ◽  
Thanaporn Sriyakul
Keyword(s):  
Regression Analysis ◽  
Exchange Rate ◽  
Time Series Data ◽  
Good Faith ◽  
The Other ◽  
Cointegration Test ◽  
Series Data ◽  
Test Results ◽  
Public And Private ◽  
Made In

The objective of this study focuses on empirically analysing the discourse on the correlations between exchange rate and exports, which has been reproduced constantly and extensively in Thai society by authorities from academic circles and public and private sectors. Hence, this study analyses the time series data of exchange rate and exports by means of advanced statistical methodologies, the regression analysis and Johansen's cointegration test. The regression analysis finds that the exchange rate is negatively correlated to the exports, but Johansen's cointegration test results contrariwise that there is no cointegrating relationship in-between. Therefore, such a claim is not an error made in good faith but another example of domineering discourses enabling the elites to take advantages by disguising them as knowledge and truths, over which the other members in the society dare not to doubt nor dispute.

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 Pengaruh tingkat inflasi terhadap nilai tukar rupiah (Studi pada Bank Indonesia periode tahun 2011-2015)

2017 ◽  
Vol 5 (1) ◽  
pp. 32
Author(s):  
Yati Wijayanti Sudarmiani
Keyword(s):  
Time Series ◽  
Regression Analysis ◽  
Exchange Rate ◽  
Inflation Rate ◽  
Time Series Data ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Coefficient Of Determination ◽  
Series Data ◽  
Simple Linear Regression

<p><em>This study aimed to analyze the influence of the inflation rate of the Rupiah. Population and samples used in this study are all monthly time series data rate of inflation and the Rupiah during the period January 2011-December 2015 as many as 60. The data used are secondary data obtained from the official website of Bank Indonesia<a href="http://www.bi.co.id/"> (www.bi.co.id).</a> The analytical method used in this study is a simple linear regression analysis. The result of the coefficient of determination (r2) which shows that the percentage of the effect of the inflation rate to changes in the rupiah exchange rate of 7,9%. From the calculations, the equation Y = 3.941 + 0,073X , it can be concluded that the level of inflation is positive and significant effect on the rupiah.</em></p>

scholarly journals The model predict bankruptcy of bank in Indonesia: macro and micro indicators

2020 ◽  
Vol 16 (3) ◽  
pp. 154-164
Author(s):  
Novi Primita Sari ◽  
M. Faisyal Abdullah ◽  
Agung Prasetyo N.W
Keyword(s):  
Time Series ◽  
Regression Analysis ◽  
Exchange Rate ◽  
Time Series Data ◽  
Series Data ◽  
Internal Variables ◽  
Company Size ◽  
Analysis Method ◽  
Macroeconomic Variables ◽  
Flow Test

This study aims to find the best model with a combination of macroeconomic variables and micro or internal variables of the bank itself to predict bankruptcy in Indonesian banks, especially state-owned banks represented by BRI Bank as the object of research. This research is a quantitative study using time series data using a regression analysis method where the selected macro and micro variables will be formed as models and tested for later analysis. There are two models used in this study, namely the Grover model and the Zmijewski model. The result of this research is to find an appropriate model to predict bankruptcy using macro and micro variables, and the best after the flow test is Grover's model. The groover model can produce a combination of macro and micro variables in accordance to investigate bankruptcy by proving that the macro variable that affects is the exchange rate, while from the micro side built by LDR, ROA, and company size.

scholarly journals EFFECT OF NUMBER OF COCOA PRODUCTION, WORLD COCOA PRICE, EXCHANGE RATE, AND COCOA EXPORT PRICES ON COCOA EXPORTS IN INDONESIA

2018 ◽  
Vol 1 (2) ◽  
pp. 82-89
Author(s):  
Adrine Gladia Meidrieswida
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Exchange Rates ◽  
Time Series Data ◽  
Series Data ◽  
Test Results ◽  
Independent Variables ◽  
Export Prices ◽  
Simultaneous Test ◽  
Cocoa Production

This study aims to analyze the development of cocoa commodity exports in Indonesia. This study uses time series data from 2002 to 2016 and processed using SPSS. The independent variables in this study are the Total Cocoa Production, World Cocoa Prices, Exchange Rates, and Cocoa Export Prices with the dependent variable namely Indonesian Cocoa Exports. Simultaneous test results show that Cocoa Production Amount, World Cocoa Prices, Exchange Rates, and Cocoa Export Prices simultaneously have a significant effect on Cocoa Exports in Indonesia. While the partial test results indicate that the variable Cocoa Production Amount, World Cocoa Prices, Exchange Rates, and Cocoa Export Prices are partially not significantly influence the Cocoa Export in Indonesia

scholarly journals Analisis Faktor-faktor Yang Mempengaruhui Cadangan Devisa Indonesia Bukti (Kointegrasi dan Kausalitas)

2020 ◽  
Vol 3 (2) ◽  
pp. 32
Author(s):  
Hijri Juliansyah ◽  
Putri Moulida ◽  
Apridar Apridar
Keyword(s):  
Exchange Rate ◽  
Foreign Exchange ◽  
Time Series Data ◽  
Cointegration Test ◽  
Series Data ◽  
Foreign Exchange Reserves ◽  
Causality Test ◽  
Long Run ◽  
The Exchange Rate ◽  
Bound Test

This study aims to analyze the factors that influence Indonesia's foreign exchange reserves by proving cointegration (long-run relationships) and causality (reciprocal relationships). The data used is time series data during the period January 2014-December 2018. The analytical method used in this study is cointegration test and granger causality with the approach of auto regressive lag (ARDL). The cointegration test results using the Bound test test indicated that between the variables of foreign exchange reserves, exports, the exchange rate, the BI Rate and inflation had a stability relationship of movements in the long run. While the results of the causality test showed that there is a one-way relationship between foreign exchange reserves and exports, and so there was a unidirectional relationship between foreign exchange reserves and the exchange rate and the same relationship between the BI Rate and foreign exchange reserves. Keywords: foreign exchange reserves, exports, exchange rates, BI Rate, inflation.

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.

Impact of exchange rate and oil price on the yield of sovereign bond and sukuk: Evidence from Malaysian capital market

2017 ◽  
Vol 5 (4) ◽  
pp. 27
Author(s):  
Huda Arshad ◽  
Ruhaini Muda ◽  
Ismah Osman
Keyword(s):  
Exchange Rate ◽  
Capital Market ◽  
Time Series Data ◽  
Oil Prices ◽  
Oil Price ◽  
Series Data ◽  
Sovereign Bond ◽  
Long Run ◽  
Short Run ◽  
The Impact

This study analyses the impact of exchange rate and oil prices on the yield of sovereign bond and sukuk for Malaysian capital market. This study aims to ascertain the effect of weakening Malaysian Ringgit and declining of crude oil price on the fixed income investors in the emerging capital market. This study utilises daily time series data of Malaysian exchange rate, oil price and the yield of Malaysian sovereign bond and sukuk from year 2006 until 2015. The findings show that the weakening of exchange rate and oil prices contribute different impacts in the short and long run. In the short run, the exchange rate and oil prices does not have a direct relation with the yield of sovereign bond and sukuk. However, in the long run, the result reveals that there is a significant relationship between exchange rate and oil prices on the yield of sovereign bond and sukuk. It is evident that only a unidirectional causality relation is present between exchange rate and oil price towards selected yield of Malaysian sovereign bond and sukuk. This study provides numerical and empirical insights on issues relating to capital market that supports public authorities and private institutions on their decision and policymaking process.

Producers' Response to Changes in Prices and Marketing Policies: A Case Study of Sugarcane and Paddy in Eastern U.P. by S. C. Gupta and A. Majid. New York: Asia Publishing House, 1965.

1968 ◽  
Vol 8 (2) ◽  
pp. 308-309
Author(s):  
Mohammad Irshad Khan
Keyword(s):  
New York ◽  
Time Series ◽  
Time Series Data ◽  
Publishing House ◽  
Economic Incentives ◽  
The Other ◽  
Series Data ◽  
Poor Countries ◽  
Northern India

It is alleged that the agricultural output in poor countries responds very little to movements in prices and costs because of subsistence-oriented produc¬tion and self-produced inputs. The work of Gupta and Majid is concerned with the empirical verification of the responsiveness of farmers to prices and marketing policies in a backward region. The authors' analysis of the respon¬siveness of farmers to economic incentives is based on two sets of data (concern¬ing sugarcane, cash crop, and paddy, subsistence crop) collected from the district of Deoria in Eastern U.P. (Utter Pradesh) a chronically foodgrain deficit region in northern India. In one set, they have aggregate time-series data at district level and, in the other, they have obtained data from a survey of five villages selected from 170 villages around Padrauna town in Deoria.

Testing Structural Break in the Relationship Between Exchange Rate and Macroeconomic Variables

2019 ◽  
Vol 23 (4) ◽  
pp. 442-453 ◽  
Author(s):  
Saidia Jeelani ◽  
Joity Tomar ◽  
Tapas Das ◽  
Seshanwita Das
Keyword(s):  
Exchange Rate ◽  
Structural Breaks ◽  
Time Series Data ◽  
Structural Break ◽  
Series Data ◽  
Ripple Effect ◽  
Macroeconomic Factors ◽  
Parameter Instability ◽  
Macroeconomic Variables ◽  
The Relationship

The article aims to study the relationship between those macroeconomic factors that the affect (INR/USD) exchange rate (ER). Time series data of 40 years on ER, GDP, inflation, interest rate (IR), FDI, money supply, trade balance (TB) and terms of trade (ToT) have been collected from the RBI website. The considered model has suggested that only inflation, TB and ToT have influenced the ER significantly during the study period. Other macroeconomic variables such as GDP, FDI and IR have not significantly influenced the ER during the study period. The model is robust and does not suffer from residual heteroscedasticity, autocorrelation and non-normality. Sometimes the relationship between ER and macroeconomic variables gets affected by major economic events. For example, the Southeast Asian crisis caused by currency depreciation in 1997 and sub-prime loan crisis of 2008 severely strained the national economies. Any global economic turmoil will affect different economic variables through ripple effect and this, in turn, will affect the ER of different economies differently. The article has also diagnosed whether there is any structural break or not in the model by applying Chow’s Breakpoint Test and have obtained multiple breaks between 2003 and 2009. The existence of structural breaks during 2003–2009 is explained by the fact that volume of crude oil imported by India is high and oil price rise led to a deficit in the TB alarmingly, which caused a structural break or parameter instability.

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