scholarly journals VOLATILITAS INFLASI DAERAH DI INDONESIA: FENOMENA MONETER ATAU FISKAL?

KRITIS ◽  
2016 ◽  
Vol 24 (1) ◽  
pp. 76-89
Author(s):  
Paula Adiati Trisdian ◽  
Yulius Pratomo ◽  
Birgitta Dian Saraswati
Keyword(s):  
Panel Data ◽  
Local Government ◽  
Positive Relationship ◽  
Foreign Currency ◽  
Credit Rationing ◽  
Government Debt ◽  
Fixed Effect Model ◽  
Inflation Volatility ◽  
Effect Model ◽  
Project Location

This research aims to analyse the regional inflation volatility in Indonesia for the period of 1999-2009 from both monetary and fiscal sides. The data employed in this study are regional panel data consisting of 275 observations picked from several publications. The method of analysis used in this study is Fixed Effect Model. The proxy of monetary side is outstanding of loans in Rupiah and Foreign Currency of commercial and rural banks by project location of Provinces, and fiscal side is local government debt. This research finds both monetary and fiscal sides have positive relationship with the inflation volatility in Indonesia. However, only monetary side which has significant impact, but fiscal side does not. This finding further shows that the regional inflation in Indonesia is still a monetary phenomenon. Therefore, the solution to controll regional inflation in Indonesia is to manage credit rationing conducting by commercial and rural banks for every province.

scholarly journals ANALISIS INTERVENSI FISKAL TERHADAP KEMISKINAN (STUDI KASUS DANA DESA PULAU KALIMANTAN)

2018 ◽  
Vol 2 (1) ◽  
Author(s):  
M. Zaky Mubarak Lubis ◽  
Aprian Subhan Dahraini
Keyword(s):  
Panel Data ◽  
Data Model ◽  
Fixed Effect Model ◽  
Poverty Rate ◽  
Panel Data Model ◽  
Fund Allocation ◽  
Effect Model ◽  
Descriptive Approach ◽  
Quantitative Descriptive ◽  
The Village

ABSTRACTOne of the government's strategies to help the village become independent and autonomous by giving the allocation of village funds. The funds allocated for the rural area, and expected to support the implementation of the people’s empowerment and the rural development, so that funds can improve the people’s prosperity. Furthermore, the aims of this study to look at the influence of Fiscal Intervention which are representated by Village Fund, Village Fund Allocation, and part of Local Earning and Retribution toward Poverty which is representated by Poverty Rate of Residences/Cities in Kalimantan Island during 2015-2017. This research used quantitative descriptive approach with Panel Data Model. The result showed of Fixed Effect Model regression that, Village Fund, Village Fund Allocation, and part of Local Earning and Retribution have have negative significant influence at Poverty Rate for 47 Residences/Cities in Kalimantan Island.

scholarly journals Determinants of Structural Transformation in ASEAN

2020 ◽  
Vol 35 (2) ◽  
pp. 137
Author(s):  
Kalies Sirieh Puspitowati ◽  
Deden Dinar Iskandar
Keyword(s):  
Panel Data ◽  
Structural Transformation ◽  
Value Added ◽  
Fixed Effect Model ◽  
Dependency Ratio ◽  
Service Value ◽  
Income Per Capita ◽  
Effect Model ◽  
Per Capita ◽  
Asean Countries

This study aims to analyze the determinants of the structural transformation in ASEAN countries. This study uses quantitative panel data from 9 countries in ASEAN from 2000 to 2017, thus makes up for 162 observations. This study employs panel data regression analysis with fixed effect model approach. In this study, the shifting of sectoral value added away from agriculture sectors indicates structural transformation. In particular, sectoral value added consists of the industrial value added and service value added. The results of this study shows that dependency ratio, income per capita, education, and trade significantly affect the increase of industrial value added during observation period. On the other hand, total population, dependency ratio, income per capita, education, control of corruption, and trade significantly increase the service value added over time.

Analysis of Board Size and Firm Performance: Evidence from NSE Companies Using Panel Data Approach

2016 ◽  
Vol 9 (2) ◽  
pp. 148-172 ◽  
Author(s):  
Anjala Kalsie ◽  
Shikha Mittal Shrivastav
Keyword(s):  
Firm Performance ◽  
Panel Data ◽  
Panel Data Analysis ◽  
Random Effect ◽  
Random Effect Model ◽  
Fixed Effect Model ◽  
Least Square ◽  
Empirical Literature ◽  
Board Size ◽  
Effect Model

This article seeks to examine the relationship between the board size and firm performance. Existing literature on board size is based on different theories of corporate governance. While agency theory and resource dependency theory suggest that the board size positively affects performance, stewardship theory favours smaller board size and argues that larger board size negatively impacts the firm performance. The present article adds to the empirical literature by employing panel data analysis of 145 non-financial companies listed in the NSE CNX 200 Index of India corresponding to 16 industries. The study is carried out for a period of five years from 2008 to 2012. The firm performance has been measured using Tobin’s Q and the market-to-book value ratio (MBVR) as market-based measures and return on assets (ROA) and return on capital employed (ROCE) as accounting-based measures. The fixed effect model, random effect model and feasible generalised least square (FGLS) regression models are applied to achieve the above-mentioned objectives. The results conclude that the board size has a positive and significant impact on the firm performance.

scholarly journals The Impact of Dividend Policy on Stock Price Volatility in Pakistan

2019 ◽  
Vol IV (I) ◽  
pp. 506-515
Author(s):  
Ziaullah Shah ◽  
Shehzad Khan ◽  
Muhammad Faizan Malik
Keyword(s):  
Panel Data ◽  
Stock Price ◽  
Dividend Policy ◽  
Price Volatility ◽  
Fixed Effect Model ◽  
Share Prices ◽  
Dividend Payments ◽  
Effect Model ◽  
Dividend Irrelevance ◽  
The Impact

The objective of this study is to inspect dividend policy influence on volatility of share prices. For investigation seven Non-financial segment/sectors have been selected. A sample of 137 firms who paid four dividend payments listed at PSX is analysed for the period of 2007-2017.Proxy for policy of dividend are earning per share, Payout ratio, dividend yield, while assets growth and firm size are taken as control variables. OLS regression model has been initially applied on panel data. The outcomes of fixed effect model are focused. Overall outcomes of the study confirmed that prices of stock is significantly influenced by policy of dividend and reject dividend irrelevance theory.

scholarly journals ZAKAT SEBAGAI PENGURANG PAJAK DAN PENGARUHNYA TERHADAP PENERIMAAN PAJAK DI SEMENANJUNG MALAYSIA

INFERENSI ◽  
2013 ◽  
Vol 7 (1) ◽  
pp. 1 ◽  
Author(s):  
Eko Suprayitno ◽  
Radiah Abdul Kader ◽  
Azhar Harun
Keyword(s):  
Fiscal Policy ◽  
Panel Data ◽  
Income Tax ◽  
Islamic Law ◽  
Fixed Effect Model ◽  
Tax Revenue ◽  
Policy Tool ◽  
Effect Model ◽  
Tax Payers

This paper attempts to examine the role of zakat administration policy in Malaysia and its impact on the tax revenue in Malaysia Peninsula. Zakat administration issues pertaining to Islamic law but traditions remain under the jurisdiction of states. The practice of zakat is based on the Shariah while the taxation practice is based on the Malaysian Income Tax Act, established in 1967. Zakat is used as a fiscal policy tool whereby income tax payers were given 100 per cent rebates on zakat that they paid. The study uses panel data of states in Malaysia Peninsula and the analysis is done by using the fixed effect model. The study finds that zakat has a positif impact and significant on tax revenue.

scholarly journals Analisis Regresi Panel pada Pemodelan Tingkat Kematian Bayi di Provinsi Sulawesi Selatan

2020 ◽  
Vol 2 (2) ◽  
pp. 115
Author(s):  
Syafruddin Side ◽  
S. Sukarna ◽  
Raihana Nurfitrah
Keyword(s):  
Panel Data ◽  
Infant Mortality ◽  
Regression Model ◽  
Fixed Effect Model ◽  
Fixed Effect ◽  
Least Square ◽  
Dummy Variable ◽  
Effect Model ◽  
Panel Data Regression ◽  
Data Regression

Penelitian ini membahas mengenai estimasi parameter model regresi data panel pada pemodelan tingkat kematian bayi di Provinsi Sulawesi Selatan dari tahun 2014 sampai dengan 2015. Data yang digunakan adalah data sekunder dari Dinas Kesehatan Provinsi Sulawesi Selatan yang berupa jumlah kematian bayi, berat bayi lahir rendah, persalinan yang ditolong oleh tenaga kesehatan, penduduk miskin, bayi yang diberi ASI ekslusif dan rumah tangga berperilaku bersih sehat di seluruh Kabupaten/Kota di Provinsi Sulawesi Selatan tahun 2014-2016. Analisis data dilakukan dengan menggunakan penghitungan manual dan dengan menggunakan software EViews 9. Pembahasan dimulai dari melakukan estimasi parameter model regresi data panel, menentukan model regresi data panel terbaik, , menguji asumsi model regresi data panel, pengujian signifikansi parameter dan interpretasi model regresi. Dalam penelitian ini diperoleh kesimpulan yaitu estimasi model regresi data panel terbaik dengan pendekatan fixed effect model.Kata kunci:Regresi Data Panel, Kematian Bayi, Fixed Effect Model, Least Square Dummy Variable. This research discusses about parameter estimation of panel data regression model of infant mortality level modelling in South Sulawesi from 2014 to 2015. The data used were secondary data from Dinas Kesehatan Provinsi Sulawesi Selatan in the form of number of infant mortality, low weight of infant, childbirth rescued by health workers, poor population, infants who were given exclusive breast milk and household that behaves well in the whole district/town in South Sulawesi year 2014-2016. Data analysis was performed using the calculation manually and by using EViews 9 software. The discussion started from doing parameter estimation of panel data regression model, determining the best panel data regression model, testing the assumption of panel data regression model, testing the signification of parameter and interpretation of regression model. Conclusion of this research are the estimation of regression model is the best panel data regression model with fixed effects model approach.Keywords:Panel Data Regression, Infant Mortality, Fixed Effect Model, Least Square Dummy Variable.

scholarly journals A Panel Data Analysis of Globalization, Peace and Stability: Implications for Governance and the Global Knowledge Economy

2020 ◽  
Vol 4 (2) ◽  
pp. 1-1
Author(s):  
Ayaz Zafar ◽  
Muhammad Tariq Majeed
Keyword(s):  
Panel Data ◽  
Knowledge Economy ◽  
Positive Impact ◽  
Panel Data Analysis ◽  
Random Effect ◽  
Random Effect Model ◽  
Fixed Effect Model ◽  
Global Knowledge ◽  
Data Set ◽  
Effect Model

This study attempts to explore the relationship between globalization and the knowledge economy via governance. It intends to explain the channel of their relationship through peace and stability. Knowledge economy pillars (Education and Information and communication technology) are used as the dependent variable and globalization is used as an independent variable. To obtain the objectives of the study, the panel data set of 198 countries is used for the period of 1996-2016. The study has employed econometric techniques of panel data set such as the Fixed Effect Model (FEM), Random Effect Model (REM), and Hausman test. The results reveal that globalization has a significant and positive impact on the knowledge economy. Hence the study recommends that the country should execute such reforms that help enhance the globalization and increase the development of the knowledge economy.

scholarly journals PENINGKATAN TARIF CUKAI ROKOK DAN DAMPAKNYA TERHADAP PEREKONOMIAN DAN PENDAPATAN SEKTORAL JAWA TENGAH

KINERJA ◽  
2017 ◽  
Vol 19 (2) ◽  
pp. 99
Author(s):  
Fatoni Ashar ◽  
Firmansyah ,
Keyword(s):  
Panel Data ◽  
Household Income ◽  
Fixed Effect Model ◽  
Cigarette Consumption ◽  
Input Output ◽  
Output Analysis ◽  
Central Java ◽  
Effect Model ◽  
Panel Data Regression ◽  
Data Regression

This study analyzes the effect of excise of cigarette price changes to the consumption of cigarette and Central Java’s economy and household income. In the first stage, with employing panel data regression model,i.e. fixed effect model (FEM) which include 35 regencies/cities in Central Java Province during 2009-2013, the study examines the effect of cigarette excise to cigarette consumption. On the next stage, the study simulatesthe impact of cigarette consumption shock to the Central Java’s sectoral economy and household income using the Central Java 2013 Input-Output table. The findings indicate that the cigarette excise has a tradeoff effect tohousehold’s cigarette consumption. The increase of cigarette excise reduces cigarette consumption, and next, reduces output and sectoral household income. The cigarettes industries suffered the highest impact of thedecrease of the cigarette consumption, followed by other sectors which is has a high link to cigarette industries such as agricultures and tobacco sectors.Keywords: cigarette, excise, panel data regression, input-output analysis

scholarly journals Determinants of Financial Performance of Nepalese Commercial Banks: Evidence from Panel Data Approach

2020 ◽  
Vol 32 (2) ◽  
pp. 45-59
Author(s):  
Purna Man Shrestha
Keyword(s):  
Panel Data ◽  
Financial Performance ◽  
Commercial Banks ◽  
Fixed Effect Model ◽  
Fixed Effect ◽  
Lagrangian Multiplier ◽  
Effect Model ◽  
Specific Factors ◽  
The Impact ◽  
Bank Specific Factors

The impact of bank specific factors on the financial performance of Nepalese commercial banks is analyzed in this paper. The financial performance is measured by using return on assets (ROA). Similarly, managerial efficiency (ME), liquidity (LIQ), credit risk (CR), assets quality (AQ) and operational efficiency (OE) is used as proxy of bank specific factors. This study used panel data of 17 commercial banks for the period of 2010/11 to 2017/18. Breusch and Pagan Lagrangian multiplier test showed that Pooled Regression model is not appropriate and Hausman test concluded that Fixed Effect model is appropriate rather than Random Effect model. Using the Fixed Effect model; this study concludes that bank specific factors have significant impact on financial performance of Nepalese commercial banks. Finally, this study reveals that ME, AQ and OE have significant positive impact, and CR has negative impact on the financial performance of Nepalese commercial banks.  

scholarly journals Pengaruh Konsumsi Energi dan Deforestasi Terhadap Output Nasional Lima Negara Anggota ASEAN

2021 ◽  
Vol 10 (2) ◽  
pp. 105-112
Author(s):  
Neni Kristiana ◽  
Lorentino Togar Laut ◽  
Jalu Aji Prakoso
Keyword(s):  
Panel Data ◽  
Co2 Emissions ◽  
Negative Impact ◽  
National Income ◽  
Electricity Consumption ◽  
Secondary Data ◽  
Fixed Effect Model ◽  
Coal Consumption ◽  
Effect Model ◽  
National Output

The economic development aimed at improving people’s welfare often ignores the negative impact of the surrounding environment. The high use of energy aimed to increase the national income of the five ASEAN members hurts the environment by increasing CO2 levels in the air.  This research aims to analyze the effect of CO2 emissions, coal consumption, electricity consumption and deforestation on national output in five ASEAN members. The variable used in this research is national output as the dependent variable and CO2 emissions, coal consumption, electricity consumption and deforestation as the independent variables. This research uses secondary data. The data is the panel data of five ASEAN members (Indonesia, Malaysia, Thailand, Philippines, Myanmar) from 2002 until 2018.  The research method in this time is panel data regression, using Fixed Effect Model. This research shows that in five ASEAN members from 2002 until 2018, CO2 emissions harm national output, coal consumption, and electricity consumption positively affects national outcome, while deforestation does not affect national output.

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