scholarly journals PENGARUH HARGA PROPERTI RESIDENSIAL DAN KEBIJAKAN FINANCING TO VALUE TERHADAP STABILITAS PERBANKAN SYARIAH DI INDONESIA

2021 ◽  
Vol 7 (2) ◽  
Author(s):  
Ahmad Fatoni
Keyword(s):  
Commercial Banks ◽  
Time Series Data ◽  
Secondary Data ◽  
Series Data ◽  
Residential Property ◽  
Correction Model ◽  
Property Price ◽  
Banking Stability ◽  
The Stability

This study aims to analyze the effect of residential property prices and Financing to Value policies on the stability of Islamic Commercial Banks in Indonesia. This study uses secondary data, namely time series data from all Islamic Commercial Banks in Indonesia during the period March 2010 to December 2020. The model used in this study is the Error Correction Model (ECM). The results of the study found that the Residential Property Price Index of small and medium types in the long term has an influence on the stability of Islamic Commercial Banks. However, each of them supports a different hypothesis, namely the collateral value hypothesis and the deviation hypothesis. Meanwhile, it was found that in the long and short term the Financing to Value policy had an influence on the stability of Islamic Commercial Banks in Indonesia. Keywords: Islamic Banking Stability, Property Price, Financing to Value

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 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 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 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 PENGARUH ZIS (ZAKAT, INFAK, SEDEKAH) DAN ZAKAT FITRAH TERHADAP PENURUNAN KEMISKINAN DI INDONESIA PERIODE 1998 - 2010

Media Ekonomi ◽  
2017 ◽  
Vol 20 (1) ◽  
pp. 83
Author(s):  
Jumadin Lapopo
Keyword(s):  
Time Series ◽  
Developing Countries ◽  
Regression Analysis ◽  
Poverty Reduction ◽  
Time Series Data ◽  
Secondary Data ◽  
Series Data ◽  
Analysis Model ◽  
Independent Variables

<p>Poverty is being a problem in all developing countries including Indonesia. Among goverment programs, poverty has become the center offattention in policy at both of the regional and national levels. Looking at thephenomenon of poverty, Islam present with solution to reduce poverty through Zakat. This study aims to analyze the effect of ZIS and Zakat Fitrah against poverty in Indonesia in 1998 until 2010, data used in this study is secondary data and uses time series data, for the dependent variabel is poverty and for independent variables are ZIS and Zakat Fitrah. The analysis tools used in this study is to use multiple regression analysis model and the assumptions of classical test using the software Eviews-4. In this study also concluded that the ZIS variables significantly affect to the reduction of poverty in Indonesia although the effect is very small. In the variable Zakat Fitrah not significantly affect poverty reduction in Indonesia because of the nature of Zakat Fitrah is for consumption and not for long-term needs. The results of this study can be used for the management of zakat to be able to develop the management and to get a better system for distribution of zakat so that the main purpose of zakat can be achieved to reduce poverty.<br />Keywords : Poverty, Zakat Fitrah, ZIS.</p>

International Real Estate Review

2004 ◽  
Vol 7 (1) ◽  
pp. 121-138
Author(s):  
Xin J. Ge ◽  
◽  
G. Runeson ◽  
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Hong Kong ◽  
Time Series Data ◽  
Series Data ◽  
Residential Property ◽  
Neural Network Approach ◽  
Price Performance ◽  
The Neural Network ◽  
Property Price

This paper develops a forecasting model of residential property prices for Hong Kong using an artificial neural network approach. Quarterly time-series data are applied for testing and the empirical results suggest that property price index, lagged one period, rental index, and the number of agreements for sales and purchases of units are the major determinants of the residential property price performance in Hong Kong. The results also suggest that the neural network methodology has the ability to learn, generalize, and converge time series.

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 Pengaruh Ekonomi Global dan Domestik Terhadap Inflasi di Indonesia

2020 ◽  
Vol 5 (1) ◽  
pp. 64
Author(s):  
Dini Hariyanti ◽  
Soeharjoto Soekapdjo
Keyword(s):  
Interest Rate ◽  
Exchange Rates ◽  
Money Supply ◽  
Time Series Data ◽  
Oil Price ◽  
Series Data ◽  
Local Resources ◽  
The Stability ◽  
Determine Effect

One of the biggest obstacles for countries economic growth compound is inflation. Government attempted to have lower and stable inflation.  Purpose of this research is to determine effect of the global and domestic economy to inflation in Indonesia. Using quarterly time series data from 2009-2018 derived from the Indonesian Economic and Financial Statistics (SEKI), International Financial Statistics (IFS), and Investing. ECM regression model used for this research. For short term, interest rate and exchange rates have positive and significant effect to inflation. But money supply, GDP and oil price not significant, while in long term, interest rate and oil price have positive and significant to inflation, while money supply, GDP and exchange rates are not significant. Government policies are monitoring and anticipating global and domestic fluctuation, by  maintaining  the stability of interest rate and exchange rates, and also using environmentally friendly alternatives resources, in order to reducing dependence on oil. Besides that, government needs to undertake increasing of GDP to maintain people purchasing power and money supply distribution for productive sector which have biggest adding value by utilizing local resources.

scholarly journals Non-Performing Loan and Financial Stability of Banking Industry in Pakistan

2020 ◽  
Vol 9 (4) ◽  
pp. 347-356
Author(s):  
FAZLI RAHMAN KHAN ◽  
MUHAMMAD NISAR KHAN ◽  
SAIMA UROOGE
Keyword(s):  
Commercial Banks ◽  
Financial Stability ◽  
Secondary Data ◽  
Panel Data Models ◽  
Leverage Ratio ◽  
Common Effect ◽  
Effect Model ◽  
Banking Stability ◽  
The Common ◽  
The Stability

The objectives of this study to assess the state of financial stability of commercial banks in Pakistan and then estimate how good, bad and worst economic conditions would influence the stability. Our design of the study is a mix of techniques. Pakistan have not experienced financial crisis due to some shocks, therefore stress events and its effects not included in design. This study examines the effect of non-performing loans on financial stability empirically. Based on the above premise, this thesis investigates the association of financial stability with non-performing loans for all commercial banks of Pakistan for the period of 2014-2018. The study used the 27 commercial banks having 162 bank year observations. The study measured of financial stability (FS) through the financial leverage ratio and liquidity ratio using the common effect model. For the non-performing loans this study uses the non-performing loan ratio. Using secondary data that is panel in nature and applying panel data models for analysis, the study finds out that non-performing loans negatively associated with financial stability of commercial banks in Pakistan. Keywords: Loan, Finance, Banking, Stability, Pakistan.

scholarly journals PENGARUH INFLASI DAN EKSPOR MINYAK KELAPA SAWIT TERHADAP PERTUMBUHAN EKONOMI DI INDONESIA MENGGUNAKAN MODEL DINAMIS REGRESSION

2019 ◽  
Vol 8 (1) ◽  
pp. 8
Author(s):  
Isfihani Isfihani ◽  
Devi Andriyani
Keyword(s):  
Economic Growth ◽  
Palm Oil ◽  
Time Series Data ◽  
Series Data ◽  
Analysis Tool ◽  
Ardl Approach ◽  
Auto Regressive ◽  
The Stability ◽  
Term Analysis

This study aims to determine the effect of inflation and export of palm oil on the economic growth in Indonesia in the short and long term. The data used is the time series data from 1988 to 2016. The data analysis method used is the Auto Regressive Distributed Lagged (ARDL) approach and the analysis tool with the help of Eviews 9. The results of the study show that all stationary variables at the level of first difference and have long-term cointegration. Partially, in the short term analysis shows that inflation has a negative and significant effect on the economic growth, and exports of palm oil have a positive and insignificant effect on the value of economic growth in Indonesia. In the long-term analysis of inflation and export of palm oil has a negative and significant effect on the economic growth in Indonesia. The results of the stability model test show that the model used is stable. The result of the determination coefficient R 2 is 87.40 percent

Sign in / Sign up

Export Citation Format

Share Document