scholarly journals PENGARUH JUMLAH UANG BEREDAR (JUB) DAN EKSPOR TEMBAKAU TERHADAP KURS DI INDONESIA

2019 ◽  
Vol 2 (1) ◽  
pp. 15
Author(s):  
Siti Aryani ◽  
Murtala Murtala
Keyword(s):  
Exchange Rate ◽  
Money Supply ◽  
Time Series Data ◽  
Series Data ◽  
Analysis Model ◽  
Vector Autoregression Model ◽  
Var Analysis ◽  
Autoregression Model ◽  
The Exchange Rate ◽  
Analyze Data

This study aims to determine the effect of the money supply and export of tobacco on the exchange rate in Indonesia. This study uses time series data from 1986 to 2016. To analyze data, this uses Multiple linear regression and Vector Autoregression Model (VAR). Based on the results of the study obtained, it can be seen that partially the money supply had a positive and significant effect on the exchange rate and the export of tobacco had a negative and significant effect on the exchange rate. While simultaneously, the money supply and exports of tobacco had a positive and significant effect on the exchange rate in Indonesia. Furthermore, the results of the VAR analysis model showed that the exchange rate why influenced significantly and positively by the movement itself. The money supply had a positive and insignificant effect on the exchange rate while tobacco exports had a positive and significant effect on the exchange rate.

scholarly journals PENGARUH JUMLAH UANG BEREDAR, INFLASI DAN NILAI TUKAR RUPIAH TERHADAP PENDAPATAN NASIONAL DI INDONESIA MENGGUNAKAN MODEL DINAMIS

2019 ◽  
Vol 2 (2) ◽  
pp. 98
Author(s):  
Zakiah Zakiah ◽  
Umaruddin Usman
Keyword(s):  
Exchange Rate ◽  
Money Supply ◽  
Time Series Data ◽  
National Income ◽  
Series Data ◽  
Analysis Model ◽  
Vector Autoregression Model ◽  
Autoregression Model ◽  
One Year ◽  
Analyze Data

This study aims to determine the effect of the money supply, inflation and the rupiah exchange rate on national income in Indonesia. This study uses time series data from 1996-2017 obtained from www.bi.go.id, and www.bps.go.id. The tool used to analyze data is the Vector Autoregression Model (VAR) with the Impulse Respo Function (IRF). Based on research that uses the results of the VAR analysis model which shows that there is a unidirectional relationship between the variable money supply to national income and the unidirectional relationship between national income and the rupiah exchange rate. The results of the study with the analysis of the response response of the money supply took one year, the inflation variable took four years, and the exchange rate variable took three years to be stable after the shock caused by other variables in the study.

scholarly journals PENGARUH INFLASI, PENGELUARAN PEMERINTAH DAN EKSPOR TERHADAP PERTUMBUHAN EKONOMI DI INDONESIA

2019 ◽  
Vol 2 (1) ◽  
pp. 37
Author(s):  
Yusra Mahzalena ◽  
Hijri Juliansyah
Keyword(s):  
Economic Growth ◽  
Government Spending ◽  
Time Series Data ◽  
Series Data ◽  
Analysis Tool ◽  
Analysis Model ◽  
Vector Autoregression Model ◽  
Var Analysis ◽  
Insignificant Effect ◽  
Autoregression Model

The purpose of this study was to determine the effect of inflation, Government spending, and exports on economic growth in Indonesia during 1990-2016. This study used time series data obtained from the Central Bureau of Statistics. The number of samples in this study was 27 years as the object of this research. This study used a Vector Autoregression Model (VAR) analysis tool with the help of Eviews 9 software. The results of the VAR analysis model showed that economic growth was insignificantly and positively influenced by its movements, inflation had a positive and insignificant effect on economic growth, and Government spending had a positive and insignificant effect on economic growth, while exports had a negative and insignificant effect on economic growth.

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.

scholarly journals Analysis of Effect Macro Variable on International Trade of Indonesia

2016 ◽  
Vol 6 (2) ◽  
pp. 228
Author(s):  
Evania Rahma Octavia ◽  
Dwi Wulandari
Keyword(s):  
International Trade ◽  
Exchange Rate ◽  
Interest Rates ◽  
Money Supply ◽  
Price Index ◽  
Time Series Data ◽  
Consumer Price Index ◽  
Series Data ◽  
The Exchange Rate ◽  
Macro Variables

This study aims to determine the effect of macro variables which include Indonesia's real gross domestic income, money supply, consumer price index and interest rates on international trade mediated by the exchange rate of rupiah against the dollar. This type of research is descriptive research with quantitative approach. Determination of the sample based on quarterly time series data 2010-2014. This study uses path analysis. The results showed domestic gross product, the money supply, and interest rates together  have a significant effect on the exchange rate but the consumer price index do not have significant effect on the exchange rate. The results also show that the exchange rate has no significant effect on imports and exports. 

scholarly journals ANALISIS PENGARUH KURS, BI RATE DAN INFLASI TERHADAP IHSG DI BEI PERIODE 2014-2017

KEUNIS ◽  
2019 ◽  
Vol 7 (1) ◽  
pp. 64
Author(s):  
Esty Nidianti ◽  
Edi Wijayanto
Keyword(s):  
Exchange Rate ◽  
Stock Price ◽  
Price Index ◽  
Time Series Data ◽  
Series Data ◽  
Simultaneous Test ◽  
Stock Price Index ◽  
The Exchange Rate ◽  
Analyze Data

<p><em>The aim of this study was to determine the effect of macro economic conditions which including the exchange rate, BI rate and inflation of the composite stock price index. The study had used quantitative approach. Determination of the sample was based on time series data periode January 2014 – December 2017 by using saturation sampling method, which resulted 48 as number of samples. This study also had chosen multiple linier regression as attempts to analyze data. The simultaneous test (F test) resulted that the exchange rate, BI rate, and inflation had given significant effect on the stock price index. Meanwhile, the partial test (t test) had indicated that the exchange rate variable and BI rate significantly influenced the stock price index. In contrast, rate of inflation had not showed significant effect on the stock price index. </em><strong><em></em></strong></p>

scholarly journals The Dynamics of The Rupiah Exchange Rate in 2017-2020

2020 ◽  
Vol 5 (2) ◽  
pp. 1
Author(s):  
Muhammad Arief Aldila Susanto ◽  
Rr. Retno Retno Sugiharti
Keyword(s):  
Exchange Rate ◽  
Interest Rates ◽  
Money Supply ◽  
Foreign Exchange ◽  
Time Series Data ◽  
Series Data ◽  
Foreign Exchange Reserves ◽  
Long Run ◽  
Short Run ◽  
The Exchange Rate

<p align="justify">The exchange rate is one of the most important indicators in the economy. Moreover, with the increasing intensity of trade between countries, commonly referred to as international trade, this economic indicator becomes important for every country, including Indonesia. The change in the Indonesian exchange rate system to a free-floating system has made the exchange rate fluctuations more dynamic. The fluctuations are influenced by various factors, both internal and external. This study aims to determine the effect of the money supply (M<sub>2</sub>), foreign exchange reserves, SBI interest rates and world crude oil prices on the rupiah/dollar exchange rate in 2017-2020 both in the short run and in the long run. The data used is monthly time series data from 2017-2020. The analytical method used in this study is the Error Correction Model (ECM). The results in this study indicate that in the short run and long run the money supply and foreign exchange reserves variables have a significant effect on the rupiah exchange rate in 2017-2020.</p>

scholarly journals Penerapan Vector Error Correction Model pada Variabel Makro Ekonomi di Indonesia

2020 ◽  
Vol 25 (2) ◽  
pp. 287
Author(s):  
Moh. Faizin
Keyword(s):  
Exchange Rate ◽  
Interest Rates ◽  
Money Supply ◽  
Time Series Data ◽  
Good Condition ◽  
Series Data ◽  
Causality Test ◽  
Causality Relationship ◽  
The Exchange Rate ◽  
Macro Variables

In this time, the countries can be said to be in a good condition of the national economy if there are some indicators in positive economic macro, it is including the decline of inflation, the amount of money circulating is also decline, and the exchange rate strengthening against foreign currencies and reduced interest rates. The purpose of this study is to analyze the causality and cointegration relationships of economic macro variables, by using time series data for 2010-2019 and using the VECM model. The results of the study found that there is no causality relationship between inflation and the BI rate. Likewise, the variable money supply does not affect the BI rate. The exchange rate also does not affect each other on the BI rate variable. Causality test results also indicate that the money supply does not have a causality relationship to inflation, while the exchange rate variables influence each other on inflation. To exchange rates, it does not give affect in the variable amount of money in circulation each other. By explanation of the estimation results of the VECM model, it shows the long-term and short-term relationships of each variable generally.

scholarly journals ANALISIS KAUSALITAS KEBIJAKAN FISKAL EKSPANSIF, KEBIJAKAN MONETER EKSPANSIF DAN PERTUMBUHAN EKONOMI DI INDONESIA

2020 ◽  
Vol 2 (1) ◽  
pp. 55
Author(s):  
Fadhliah Yuniwinsah ◽  
Ali Anis
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Monetary Policy ◽  
Fiscal Policy ◽  
Time Series Data ◽  
Vector Autoregression ◽  
Series Data ◽  
Vector Autoregression Model ◽  
Autoregression Model

This study examined the causality between expansionary fiscal policy, expansionary monetary policy and economic growth in Indonesia’s using a time series data with vector autoregression model (VAR) in the period of 1969-2018. The results of this study showed that are there is no causality between expansionary fiscal policy and expansionary monetary policy but there one-way relationship between them, it is the expansionary monetary policy gives influence to expansionary fiscal policy. There is no causality between expansionary fiscal policy and economic growth but there one-way relationship between them, It is economic growth gives influence to expansionary fiscal policy. And there is no causality between expansionary monetary policy and economic growth but there one-way relationship between them, it is economic growth gives influence to expansionary monetary policy.

scholarly journals Macro Economic Challenges and Third Party Funds of Islamic Commercial Banks in Indonesia

2019 ◽  
Vol 3 (1) ◽  
Author(s):  
Anik Anik ◽  
Iin Emy Prastiwi
Keyword(s):  
Exchange Rate ◽  
Money Supply ◽  
Time Series Data ◽  
Data Gathering ◽  
Third Party ◽  
Series Data ◽  
Monthly Data ◽  
The Us ◽  
Us Dollar ◽  
Gathering Data

This article aims to determine the effect of inflation, the BI Rate, the exchange rate of the rupiah to the US dollar, and the amount of money supply for Third Party Funds (TPF) in Indonesians’ Islamic Banks during 2013-2016. This research method uses multiple regression analysis with time series data; gathering data from 48 samples of which are monthly data on the variables.  The result of this research find that the inflation and exchange rate variables have no significant effect on TPF, while the BI Rate variable and the money supply have a significant effect on TPF. In doing so, Islamic banking can pay serious attention to the BI rate and the money supply and in this study the BI rate on the direction of TPF. Keywords: inflation, BI rate, exchange rate, Third Party Funds

scholarly journals An Approach of Vector Autoregression Model for Inflation Analysis in Indonesia

2018 ◽  
Vol 20 (3) ◽  
Author(s):  
Idah Zuhroh ◽  
Hendra Kusuma ◽  
Syela Kurniawati
Keyword(s):  
Exchange Rate ◽  
Money Supply ◽  
Foreign Exchange ◽  
Vector Autoregression ◽  
Negative Relationship ◽  
Foreign Exchange Reserves ◽  
Monthly Data ◽  
Vector Autoregression Model ◽  
Autoregression Model ◽  
The Stability

A control of the inflation rate caused by the fluctuations in foreign exchange reserves, money supply, and exchange rate is required to create the stability of the country's economy. This study aims to analyze the dynamic impact of disturbance factors contained in the variables of foreign exchange reserves, the money supply, and the exchange rate. This research used monthly data from June 2009 to November 2016. It used a method used of Vector Autoregression. The result shows that a foreign exchange reserve has a negative relationship nut not significant effect on inflation, money supply has positive relationship and significant effect on inflation, and exchange rate of rupiah to US dollar has negative relationship and significant effect on inflation. The responce of inflation from shocking occurs to supply, foreign exchange reserves and exchange rate tend to be convergent and the biggest contribution that influences inflation the most is exchange rate beside inflation itself.

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