scholarly journals FAKTOR – FAKTOR YANG MEMPENGARUHI IMPOR BERAS INDONESIA

2019 ◽  
Vol 2 (1) ◽  
pp. 31
Author(s):  
Jumai Nijar ◽  
Tarmizi Abbas
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Multiple Linear Regression Model ◽  
Retail Price ◽  
Ardl Model ◽  
Long Run ◽  
Negative Effect ◽  
Short Run ◽  
Retail Prices ◽  
Positive Effect

This study aims to determine the factors that influence rice imports in Indonesia. The data used in this study are time series in the period 1999-2017. The analytical model used in this study is the Multiple Linear Regression Model and the ARDL Model. The results showed that are that together the Inflation, Exchange Rate and Retail Prices variables had a positive and significant effect on Rice Imports. While partially Inflation and retail prices each had a positive and significant effect on the Import of Rice. There is no influence exchange rate and negative effect on Rice Imports. From the results of the ARDL model it can be seen that the long-run and short-run inflation variables had no significant and negative effect on rice imports and the long-run exchange rate variable had a significant and negative effect on rice imports. While in the short run the exchange rate variable had no effect on rice imports, while the retail price variable in the short and long run had a significant and positive effect on rice imports in Indonesia. 

scholarly journals PENGARUHPEMBANGUNANEKONOMITERHADAP EKSPOR NON MIGAS INDONESIA

2016 ◽  
Vol 7 (1) ◽  
pp. 38
Author(s):  
Sarwedi Sarwedi
Keyword(s):  
Exchange Rate ◽  
Structural Changes ◽  
Export Price ◽  
Secondary Data ◽  
Long Run ◽  
Export Supply ◽  
Negative Effect ◽  
Short Run ◽  
Other World ◽  
Positive Effect

This study attempts to analyze the relationship between export volume, as the dependent variable, and economic structure, inflation, exchange rate of Rupiah against USD, export price, and foreign investment policy. In particular, the study examines the implication of economic structural changes on the supply of export of merchandises in Indonesia.The framework of analysis used in this study was developed following the studies of Muscatelli, et al (1992) and Riedel (19). The model employed is an Error Correction Model (ECM) developed by Lucas and applied in demand and supply factors in the determinants of NICs by Muscatelli, et al. (199]). The study did not only apply an ECM, but also employed some procedure s to account for some weaknesses in applied OLS standard procedure.The data used for the analysis were collected from various sources, such as Notes of the Indonesian Budget of Financial Planning and Disbursement (RAPBN), Economic Statistics and Indonesian Finance of Bank lndonesia (BI). Indonesian Statistics (BPS), and International Financial Statistic of International Monetary Fund (IMF). These secondary data were reasonably easy to collect. The data consisted of a time series form spanning from 1983.1 to 1997.I V In other world, the data were in the form of four­ monthly.The study found   that the conomic structure 1anrz.e had a positive effect both in the short-run and long-run, but its significance d1mm1 h d m long-run. Inflation was found to have a negative and significant relationship m the long-run but the significance lowered in the short-run with a nega tn·e e1_ ec1. Exchange rate, in the short-run, had a positive effect, but it had a negative effect m tht·I  n  -run In the shor t-run export supply of merchandises had a positive relation 1111h export price. but a negative relation in the long-run. Finally, the study found that jore1v1 1m·e tment policy had a positive and significant effect on export supply of merchandises .

scholarly journals INFLASI DARI SUDUT PANDANG MONETER DAN FISKAL (STUDI KASUS SUMATERA BARAT)

2019 ◽  
Vol 1 (1) ◽  
pp. 131
Author(s):  
Zul Azhar ◽  
Alpon Satrianto ◽  
Nofitasari Nofitasari
Keyword(s):  
Interest Rate ◽  
Money Supply ◽  
Government Spending ◽  
Descriptive Research ◽  
Distributed Lag ◽  
Long Run ◽  
Negative Effect ◽  
Short Run ◽  
The Interest Rate ◽  
Positive Effect

This study aims to analyze the effect of money supply M2, interest rate, government spending and local tax on the inflation in West Sumatera. This type of research is descriptive research and secondary datain the form of time-series from quartely 1 2007 to 2017 quartely 4 using the method of Autoregresive Distributed Lag analysis. The results of this study indicate that money supply in the long run have a significant and positive effect on inflation West Sumatera. In the short run  and long run the interest rate has a significant and positive effect on inflation in West Sumatera. Government spending in the Long run has a significant and negative effect on inflation in West Sumatera. Based on the result of this study can be concluded that there is inflation in West Sumatera is monetery of phenomenon in the long run. 

scholarly journals Political Stability and its Impact on Economic Growth of Pakistan (1988-2018): A Time Series Analysis

2020 ◽  
Vol 6 (1) ◽  
pp. 273-282
Author(s):  
Majid Hussain Phul ◽  
Muhammad Saleem Rahpoto ◽  
Ghulam Muhammad Mangnejo
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Time Series Data ◽  
Political Stability ◽  
Series Data ◽  
Explanatory Variables ◽  
Long Run ◽  
Short Run ◽  
The Impact ◽  
Positive Effect

This research paper empirically investigates the outcome of Political stability on economic growth (EG) of Pakistan for the period of 1988 to 2018. Political stability (PS), gross fixed capital formation (GFCF), total labor force (TLF) and Inflation (INF) are important explanatory variables. Whereas for model selection GDPr is used as the dependent variable. To check the stationary of time series data Augmented Dickey Fuller (ADF) unit root (UR) test has been used,  and whereas to find out the long run relationship among variables, OLS method has been used. The analysis the impact of PS on EG (EG) in the short run, VAR model has been used. The outcomes show that all the variables (PS, GFCF, TLF and INF) have a significantly positive effect on the EG of Pakistan in the long run period. But the effect of PS on GDP is smaller. Further, in this research we are trying to see the short run relationship between GDP and other explanatory variables. The outcomes show that PS does not have such effect on GDP in the short run analysis. While GFCF, TLF and INF have significantly positive effect on GDP of Pakistan in the short run period.

scholarly journals Asymmetric Effects of Exchange Rate on Monetary Policy in Emerging Countries: A Non-Linear ARDL Approach in Uganda

2020 ◽  
Vol 7 (5) ◽  
pp. 24
Author(s):  
Allan Kayongo ◽  
Asumani Guloba ◽  
Joseph Muvawala
Keyword(s):  
Exchange Rate ◽  
Money Demand ◽  
Economic Uncertainty ◽  
Ardl Model ◽  
Real Money ◽  
Asymmetric Effects ◽  
Long Run ◽  
Non Linear ◽  
Short Run ◽  
Exchange Rate Depreciation

Many money demand studies have been carried out on Uganda, however, these studies perceive and incorporate exchange rate as a linear determinant of real money demand. Indeed, exchange rate may have asymmetric effects on real money demand; with exchange rate appreciation having different effects from exchange rate depreciation. Therefore, this is the first study to estimate exchange rate asymmetries in Uganda, for the period 2008Q3 and 2018Q4. The study uses both the linear ARDL and non-linear ARDL methodologies to accomplish its goal. This is also done by incorporating an economic uncertainty index, which is critical, especially in light of the novel global coronavirus pandemic, that has disrupted trade, movement and supply chains. The error correction terms of both models are negative and significant, with the one of the non-linear ARDL twice as much as that of the linear ARDL. Indeed, the study confirms the existence of exchange rate asymmetries on Uganda’s real money demand. In the linear ARDL model, exchange rate has a positive effect in the long run but a negative result in the short run. On one hand, the non-linear ARDL model reveals that an exchange rate depreciation of the Uganda Shillings negatively affects real money demand in the short run. On the other hand, an exchange rate appreciation positively effects real money demand. Notably, economic uncertainty has insignificant effects in both models, except for its lags in the non-linear model. The implication of these findings is that macro-economic policy management in Uganda should be cognizant of these asymmetric effects of exchange rate, for effective planning, policy and implementation.

scholarly journals ANALISIS HUBUNGAN PENDAPATAN WISATAWAN DAN HARGA PARIWISATA TERHADAP PERMINTAAN PARIWISATA DENGAN VECM

2016 ◽  
Vol 5 (2) ◽  
pp. 44
Author(s):  
MERARY SIANIPAR ◽  
NI LUH PUTU SUCIPTAWATI ◽  
KOMANG DHARMAWAN
Keyword(s):  
Unit Root ◽  
Unit Root Test ◽  
Cointegration Test ◽  
Tourism Demand ◽  
Long Run ◽  
Negative Effect ◽  
Short Run ◽  
The Relationship ◽  
Positive Effect

Tourism demand is focused on estimating variables which influence tourist visit. The tourism demand that we discuss on this research is the tourism demand to Bali of the major tourism-generating country was Australia. The aim of this research is to analyze the relationship between tourist income and tourism price to tourism demand using VECM. VECM requires that the variables in the model must be stationary and fulfilled a cointegration condition. In order to make it valid, the stationarity of variables in the model have to be checked using ADF unit root test. In additon, cointegration between these variables are examined using Johansen’s cointegration test. The results of ADF unit root test show that indicated the tourist income, the tourism price and the tourism demand for Australia data are stationary in first lag or I(1). Cointegration test shows that all variables are cointegrated, i.e. have a long-run relationship. In the long-run, the tourist income and tourism price give positive effect to the tourism demand. This means, the increase of tourist income and tourism price will contribute to the increase in tourism demand. In addition, in the short-run, the tourist income and the tourism price give negative effect to the tourism demand. This means, the increase of tourist income and tourism price will contribute to the decrease in tourism demand.

scholarly journals Assymmetric effect exchange rate to Indonesian agriculture subsector

2021 ◽  
Vol 9 (5) ◽  
pp. 387-400
Author(s):  
Sri Utami Lestari ◽  
Dedi Budiman Hakim ◽  
Tanti Novianti
Keyword(s):  
Exchange Rate ◽  
Agricultural Sector ◽  
Linear Models ◽  
Asymmetric Effect ◽  
Agricultural Export ◽  
Aggregated Data ◽  
Agriculture Sector ◽  
Long Run ◽  
Negative Effect ◽  
Short Run

This study explores the asymmetric effect on the rupiah exchange rate on every subsector agriculture export in Indonesia during 2006-2020. The non-linear ARDL method is used in this study to analyze the asymmetric relationship between exchange rate and export. NARDL method includes short-run and long-run coefficient estimates and embraces the asymmetric effect. The previous studies generally used the linear models on the aggregated data and ignored the differences in each export of the agricultural sub-sector, then they offered ambiguous results. The latest studies have preferred to use the method of NARDL on the agricultural sector in general data. Instead of using agricultural export data for each subsector, this paper considers subsector export data of agriculture. The estimated NARDL results indicate an asymmetric effect of the rupiah exchange rate on exports of the agricultural sub-sector in the long run. In general, there is no asymmetric effect in the short run. Generally, depreciation and appreciation of the Rupiah have a negative effect on exports of the agricultural sub-sector in the long run. However, rupiah appreciation positively impacts lag 2, and depreciation caused a different effect on each sub-sector. The NARDL results suggest that positive movements have lesser impacts than those of negative movements in the exchange rate on the agriculture sector both in the short and long run

scholarly journals Does Renewable Energy Use Enhance Exchange Rate Appreciation and Stable Rate of Inflation?

2021 ◽  
Author(s):  
Abraham Deka ◽  
Behiye Cavusoglu ◽  
Sindiso Dube
Keyword(s):  
Renewable Energy ◽  
Exchange Rate ◽  
Carbon Dioxide Emissions ◽  
Energy Use ◽  
Causal Link ◽  
Currency Exchange ◽  
Long Run ◽  
Negative Effect ◽  
Short Run ◽  
Zero Carbon

Abstract The current study is aimed at investigating the causal link among the use of renewable energy, rate of currency exchange and the rate of inflation of Brazil with the ARDL model. The findings of the ECM show that in the long-run a bidirectional causal association between exchange rate and renewable energy of Brazil exists. This shows that the rate of currency exchange causes use of renewable energy, and the use of renewable energy causes the rate of currency exchange in Brazil. Inflation rate also causes renewable energy and exchange rate of Brazil in the long-run. The rate of adjustment to equilibrium is also very low, below 50%, indicating that it will take long to adjust to long-run equilibrium. In the short-run, we ascertain that renewable energy use in Brazil has a significant negative effect on the rate of currency exchange, showing that a rise in the use of renewable energy in Brazil significantly cause the exchange rate to appreciate. Thus, on top of lowering carbon-dioxide emissions and global warming effects, renewable energy use in Brazil significantly improves the currency’s value. Therefore, the use of renewable energy should be promoted and nations should shift to using renewable energy. This move will also encourage zero carbon in the future.

scholarly journals Pricing of Agricultural Capital Input in Pakistan: An Analysis of Bound Testing Approach

2017 ◽  
Vol 3 (2) ◽  
pp. 101-110
Author(s):  
Hina Ali ◽  
Hira Tahir
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Capital Input ◽  
Distributed Lag ◽  
Integration Approach ◽  
Long Run ◽  
Short Run ◽  
Auto Regressive ◽  
Testing Approach ◽  
Econometric Technique

Purpose: This study aims to raise the trouble of adjustment the price of capital input in Pakistan. The data that is take to estimate the analysis is time series which span over from 1974 to 2014. Yield, gross domestic product, exchange rate, land, price of capital, agriculture employment, agriculture imports and exports are variables that use in this study. Econometric technique of auto-regressive distributed lag (ardl) to co-integration approach are applied apply to estimate the long run and short run relationship among variables. Conclusion of this study shows that yield and price of capital are negative and insignificant both in short and long run.

scholarly journals An ECM Approach for Long Run Relationship Between Real Exchange Rate and Output Growth: Evidence from Bangladesh

2015 ◽  
Vol 63 (2) ◽  
pp. 105-110 ◽  
Author(s):  
Khnd Md Mostafa Kamal
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Real Exchange Rate ◽  
Time Series Data ◽  
Output Growth ◽  
Series Data ◽  
Data Series ◽  
Currency Exchange ◽  
Long Run ◽  
Short Run

Currency exchange rate is an important aspect in modern economy which indicates the strength of domestic currency with respect to international currency. This study uses 42 years’ (1972 to 2013) time series data for Bangladesh in order to empirically determine whether the real exchange rate has significant impact on output growth for Bangladesh by using error correction model (ECM).The time series econometrics properties of the data series have been thoroughly investigated to apply ECM approach. The empirical evidence suggests mixed results; in the short run low exchange rate has positive significant effect while in the long run output growth is positively affected high exchange rate pass through.Dhaka Univ. J. Sci. 63(2):105-110, 2015 (July)

FAKTOR-FAKTOR YANG MEMPENGARUHI NILAI IMPOR KEDELAI INDONESIA

2014 ◽  
Vol 8 (1) ◽  
pp. 117-138 ◽  
Author(s):  
Aziz Muslim
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Soybean Oil ◽  
Secondary Data ◽  
Cointegration Analysis ◽  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
Long Run ◽  
Government Role ◽  
Short Run

Kajian ini bertujuan untuk menentukan faktor-faktor yang mempengaruhi impor kedelai Indonesia. Data yang digunakan adalah data sekunder berbentuk time series, diolah dan dianalisis dengan metode estimasi dan kointegrasi Autoregressive Distributed Lag (ARDL). Hasil penelitian menunjukkan bahwa faktor-faktor yang mempengaruhi impor kedelai Indonesia dalam jangka pendek adalah impor kedelai sebelumnya, harga kedelai USA, harga minyak kedelai Argentina, dan nilai tukar Rupiah. Dalam jangka panjang faktor yang berpengaruh adalah harga minyak kedelai Argentina, PDB Indonesia, dan nilai tukar Rupiah. Kajian ini merekomendasikan bahwa mekanisme pengamanan stok kedelai maupun minyak kedelai bermanfaat untuk menjaga ketersediaan pangan dalam negeri. Peran aktif pemerintah dalam mengamankan stok kedelai nasional serta pengumpulan data-data tentang impor kedelai merupakan tuntutan yang mendesak. Untuk menjaga kestabilan harga dan pasokan kedelai dalam negeri perlu ada upaya untuk mendiversifikasi negara asal impor. The aim of this study is to determine the factors that affect Indonesia’s imports of soybean. The study utilized time series secondary data and Autoregressive Distributed Lag (ARDL) cointegration analysis. The results reveal that in the short run Indonesia’s import of soybean are influenced by Indonesia's soybean imports in the previous year, price of USA’s soybean, Argentina’s soybean oil price, and the Rupiah exchange rate. In the long run Indonesia’s imports of soybean are influenced by Argentina’s soybean oil, Indonesia GDP, and the Rupiah exchange rate. This study recommends that mechanism to maintain soybean stocks demanded is useful for food security.Therefore Government role is important in providing the accurate data on soybean stock, and diversification of the country of origin is crucial to maintain price stability and supply continuity in the country

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