scholarly journals Model Empiris Impor Garam Indonesia

2020 ◽  
Vol 11 (2) ◽  
pp. 125-135
Author(s):  
Abdul Hakim ◽  
Anissa Triyanti
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Salt Content ◽  
Correction Model ◽  
Independent Variables ◽  
The World ◽  
Independent Variable ◽  
Very High ◽  
Analyze Data

Indonesia is the fourth longest coastal country in the world, so it has the potential to become a salt exporting country. But appareantly, Indonesia has very high salt imports. This paper seeks to raise the irony bya modeling Indonesian salt imports. Based on various theories and result of previous studies, this paper proposes the price of imported salt, the real exchange rate, the need for salt, and domestic production as an independent variable. The sample used stretches from 2001 to 2018. This paper uses a time series model to analyze data. With the conditional ECM (error correction model), this paper finds that in the short or long term, all selected independent variables have a significant effect on the volume of salt imports, although the exchange rate requires lag to influence the import. This paper suggests increasing the education of salt farmers related to the salt content desired by industry.

scholarly journals SPURIOUS REGRESSION ANALYSIS ON TIME SERIES DATA FROM FACTORS AFFECTING INDONESIAN HUMAN DEVELOPMENT INDEXS IN 1990 – 2017

2021 ◽  
Vol 7 (3) ◽  
Author(s):  
Rinto Rain Barry ◽  
Innocentius Bernarto
Keyword(s):  
Time Series ◽  
Error Correction ◽  
Human Development ◽  
Time Series Data ◽  
Series Data ◽  
Correction Model ◽  
Independent Variables ◽  
Spurious Regression ◽  
Equilibrium Relationship

In a spurious regression conditions occur linear regression equations that are not stationary on the mean and variance. If the variables are not stationary, there will be cointegration, so it can be concluded that there is a long-term equilibrium relationship between the two research variables and in the short term there is a possibility of an imbalance, so to overcome it in this study using the Error Correction Model. The purpose of this study is to apply a cointegration test to see whether there is a long-term non-equilibrium relationship between the time series between the Human Development Index and life expectancy at birth, average school year for adults aged 25 years and over and gross national income per capita. The data used in this study are time series data between 1990-2017. The statistical management is carried out using Eviews 10. Based on the results obtained, it was concluded that 81.7% and it can be said that the types of independent variables included in the model are already good, because only 18.3% of the diversity of the dependent variable is influenced by the independent variables outside this research model. Keywords: spurious regression, stationary, cointegration, error correction model, equilibrium

scholarly journals ANALYSIS OF FACTORS AFFECTING THE INDONESIAN SYARIAH STOCK INDEX (ISSI) ON THE INDONESIAN STOCK EXCHANGE (IDX)

2019 ◽  
Vol 8 (2) ◽  
pp. 26
Author(s):  
Siska Angriani Hasibuan ◽  
Armin Rahmansyah
Keyword(s):  
Exchange Rate ◽  
Stock Exchange ◽  
Stock Index ◽  
Variable Amount ◽  
Short Term ◽  
Correction Model ◽  
Factors Affecting ◽  
Independent Variables ◽  
The Relationship

The Indonesian Syariah Stock Index (ISSI) is an indicator that can be used by investors to know the movements of the sharia stock market. This research aims to analyze the effect of the Indonesian Syariah Stock Index (ISSI) on the Indonesian Stock Exchange (IDX). The analysis uses equations by the method of Error Correction Model (ECM). This study analyzed the relationship between the dependent and independent variables in both the short term and long term. Estimation results show that in the long term and the short term, the variable amount of the inflation was a positif and significant in the short term but not significant in the long term affect the Indonesian Syariah Stock Index (ISSI). The variable amount of the BI rate and exchange rate was a negative and significant in the short term but not significant in the long term affect the Indonesian Syariah Stock Index (ISSI). These results show that inflation, BI rate and exchange rate was significant in the short term affect the Indonesian Syariah Stock Index (ISSI) on the Indonesian Stock Exchange (IDX).

scholarly journals ANALYSIS OF FACTORS AFFECTING THE INDONESIAN SYARIAH STOCK INDEX (ISSI) ON THE INDONESIAN STOCK EXCHANGE (IDX)

2020 ◽  
Vol 8 (2) ◽  
Author(s):  
Siska Angriani Hasibuan
Keyword(s):  
Exchange Rate ◽  
Stock Exchange ◽  
Stock Index ◽  
Variable Amount ◽  
Short Term ◽  
Correction Model ◽  
Factors Affecting ◽  
Independent Variables ◽  
The Relationship

The Indonesian Syariah Stock Index (ISSI) is an indicator that can be used by investors to know the movements of the sharia stock market. This research aims to analyze the effect of the Indonesian Syariah Stock Index (ISSI) on the Indonesian Stock Exchange (IDX). The analysis uses equations by the method of Error Correction Model (ECM). This study analyzed the relationship between the dependent and independent variables in both the short term and long term. Estimation results show that in the long term and the short term, the variable amount of the inflation was a positif and significant in the short term but not significant in the long term affect the Indonesian Syariah Stock Index (ISSI). The variable amount of the BI rate and exchange rate was a negative and significant in the short term but not significant in the long term affect the Indonesian Syariah Stock Index (ISSI). These results show that inflation, BI rate and exchange rate was significant in the short term affect the Indonesian Syariah Stock Index (ISSI) on the Indonesian Stock Exchange (IDX).

scholarly journals Pengaruh Inflasi dan Pertumbuhan Ekonomi Terhadap Nilai Tukar Rupiah dalam Jangka Pendek dan Jangka Panjang Tahun 2010-2018

2021 ◽  
Vol 1 (1) ◽  
Author(s):  
Nur Afriyanti ◽  
Luhur Prasetiyo
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Exchange Rate ◽  
Error Correction ◽  
Error Correction Model ◽  
Series Data ◽  
Short Term ◽  
Correction Model ◽  
The Exchange Rate

Artikel ini bertujuan untuk mengetahui pengaruh inflasi dan pertumbuhan ekonomi terhadap nilai tukar Rupiah, baik jangka panjang maupun jangka pendek. Perubahan nilai tukar Rupiah terhadap mata uang Dollar Amerika Serikat dipengaruhi oleh banyak faktor. Di antara faktor yang mempengaruhi nilai tukar adalah kenaikan harga umum (inflasi) dan pertumbuhan ekonomi. Penelitian ini menggunakan metode analisis data Error Correction Model (ECM) dan teknik pemilihan sampel menggunakan sampel jenuh dari populasi yang berjumlah 36. Sampel dalam penelitian ini yaitu data time series/triwulan inflasi, pertumbuhan ekonomi dan nilai tukar dengan periode pengamatan selama 9 tahun yaitu tahun 2010-2018. Hasil penelitian menunjukkan bahwa dalam jangka panjang nilai tukar dipengaruhi oleh inflasi dan pertumbuhan ekonomi. Sedangkan dalam jangka pendek nilai tukar tidak dipengaruhi oleh variabel inflasi dan pertumbuhan ekonomi. Secara bersama-sama variabel inflasi dan pertumbuhan ekonomi berpengaruh signifikan terhadap variabel nilai tukar.The purpose of this research is to determine the effect of inflation dan economic growth on Rupiah exchange rate, both long-term and short-term. The movement of Rupiah exchange rate to US Dollar is influenced by many factors. Among the factors affecting the exchange rate are general price increases (inflation) and economic growth. This research uses Error Correction Model (ECM) for data analysis. The population in this study amounted to 36. The sample selection technique is saturated sample. The sample in this research is time series data on quarterly inflation, economic growth and the exchange rate in the period of 9 years, namely 2010-2018. The results show that in the long-term the exchange rate is influenced by inflation and economic growth. Whereas in the short-term the exchange rate is not influenced by inflation and economic growth variables. Furthermore, inflation and economic growth variables have a significant effect on the exchange rate variable.

scholarly journals Analisis ekspor kopi Indonesia

2017 ◽  
Vol 12 (1) ◽  
pp. 1-10
Author(s):  
Rexsi Nopriyandi ◽  
Haryadi Haryadi
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Exchange Rates ◽  
Time Series Data ◽  
Series Data ◽  
Government Agencies ◽  
Short Term ◽  
Correction Model ◽  
Coffee Price

This study aims to analyze the factors that influence Indonesian coffee exports. The data in this study is time series data, which were obtained from various government agencies. The Error Correction Model (ECM) method is used to analyze the effect of coffee prices, GDP and the exchange rate on the volume of Indonesian coffee exports. The estimation results find that coffee prices, Indonesian GDP and exchange rates have a short-term relationship and a long-term balance of the volume of coffee exports. Based on the long-term estimation of the coffee price variable, GDP and exchange rates do not significantly affect the volume of coffee exports, while in the short term these three variables influence the volume of coffee exports

scholarly journals Analisis cadangan devisa Indonesia dan faktor-faktor yang mempengaruhinya

2017 ◽  
Vol 12 (1) ◽  
pp. 25-30
Author(s):  
Pundy Sayoga ◽  
Syamsurijal Tan
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Exchange Rates ◽  
Time Series Data ◽  
Series Data ◽  
Government Agencies ◽  
Short Term ◽  
Correction Model ◽  
Coffee Price

This study aims to analyze the factors that influence Indonesian coffee exports. The data in this study is time series data, which were obtained from various government agencies. The Error Correction Model (ECM) method is used to analyze the effect of coffee prices, GDP and the exchange rate on the volume of Indonesian coffee exports. The estimation results find that coffee prices, Indonesian GDP and exchange rates have a short-term relationship and a long-term balance of the volume of coffee exports. Based on the long-term estimation of the coffee price variable, GDP and exchange rates do not significantly affect the volume of coffee exports, while in the short term these three variables influence the volume of coffee exports.

scholarly journals Determinasi Faktor Fundamental Makroekonomi dan Indeks Harga Saham Syariah Internasional terhadap Indeks Harga Saham Syariah Indonesia

2019 ◽  
Vol 14 (1) ◽  
pp. 1-15
Author(s):  
Yudhistira Ardana ◽  
Siska Maya
Keyword(s):  
Exchange Rate ◽  
Oil Price ◽  
Stock Index ◽  
Short Term ◽  
Correction Model ◽  
Macroeconomic Conditions ◽  
Market Index ◽  
The World ◽  
The Impact

The capital market is a source of fresh funds in the long and short-term. The existing of the institution is not only a source of funding but also as an investment facility. This study aims to measure the impact of macroeconomic conditions (BI Rate, Exchange Rate and World Oil Prices) and the international Sharia stock index (Dow Jones Islamic Market Index Japan and Dow Jones Islamic Market Index US) on the Indonesian Sharia Stock Index with using the error correction model (ECM). The results showed that BI rate and DJIM US have the significant effect (5%) on Indonesian Sharia Stock Index in the short, while the exchange rate and DJIM Japan are significant at the 10%, and the world oil price is not significant. In the long-term, BI Rate, exchange rate, DJIM US and DJIM Japan have a significant effect, while the world oil price has not a significant effect.

Foreign Exchange Policies of PRC: Historical Aspect

2014 ◽  
pp. 24-31
Author(s):  
A. Binder ◽  
A. Kononov
Keyword(s):  
Exchange Rate ◽  
Foreign Exchange ◽  
Perspective Taking ◽  
Historical Perspective ◽  
Chinese Economy ◽  
Historical Aspect ◽  
Distinctive Features ◽  
The World ◽  
Exchange Policy

The article analyzes the distinctive features of the PRC foreign exchange policy from the historical perspective, taking the national color into account and emphasizing the traditions-modernity unity in its strategy. It reviews the debates over renminbi exchange rate, disclosing the weakness of the modern international foreign exchange law. It systemizes the practices of international pressures applied to China in this aspect. It is stated, that China’s foreign exchange reforming process is of a long-term nature, and it will be completed only by the time the Chinese economy gets adjusted to the world market’s requirements.

scholarly journals Mediterranean Sea climatic indices: monitoring long term variability and climate changes

2018 ◽  
Author(s):  
Athanasia Iona ◽  
Athanasios Theodorou ◽  
Sarantis Sofianos ◽  
Sylvain Watelet ◽  
Charles Troupin ◽  
...  
Keyword(s):  
Climate Change ◽  
Time Series ◽  
Mediterranean Sea ◽  
Climate Changes ◽  
Salt Content ◽  
Climatic Indices ◽  
In Situ Observations ◽  
The Mediterranean

Abstract. We present a new product composed of a set of thermohaline climatic indices from 1950 to 2015 for the Mediterranean Sea such as decadal temperature and salinity anomalies, their mean values over selected depths, decadal ocean heat and salt content anomalies at selected depth layers as well as their long times series. It is produced from a new high-resolution climatology of temperature and salinity on a 1/8° regular grid based on historical high quality in situ observations. Ocean heat and salt content differences between 1980–2015 and 1950–1979 are compared for evaluation of the climate shift in the Mediterranean Sea. The spatial patterns of heat and salt content shifts demonstrate in greater detail than ever before that the climate changes differently in the several regions of the basin. Long time series of heat and salt content for the period 1950 to 2015 are also provided which indicate that in the Mediterranean Sea there is a net mean volume warming and salting since 1950 with acceleration during the last two decades. The time series also show that the ocean heat content seems to fluctuate on a cycle of about 40 years and seems to follow the Atlantic Multidecadal Oscillation climate cycle indicating that the natural large scale atmospheric variability could be superimposed on to the warming trend. This product is an observations-based estimation of the Mediterranean climatic indices. It relies solely on spatially interpolated data produced from in-situ observations averaged over decades in order to smooth the decadal variability and reveal the long term trends with more accuracy. It can provide a valuable contribution to the modellers' community, next to the satellite-based products and serve as a baseline for the evaluation of climate-change model simulations contributing thus to a better understanding of the complex response of the Mediterranean Sea to the ongoing global climate change. The product is available here: https://doi.org/10.5281/zenodo.1210100.

scholarly journals FAKTOR-FAKTOR YANG MEMPENGARUHIKURS RUPIAH TERHADAP YEN TAHUN 1970 - 2002: ERROR CORRECTION MODEL (ECM)

2017 ◽  
Vol 6 (2) ◽  
pp. 187
Author(s):  
Nurul Yuniataqwa Karunia ◽  
Malik Cahyadin
Keyword(s):  
Exchange Rate ◽  
Time Series Data ◽  
Series Data ◽  
Short Term ◽  
Correction Model ◽  
Monetary Approach ◽  
Independent Variable ◽  
Analyze Time Series Data ◽  
Analyze Time Series ◽  
Variable Exchange

This research aims to find out factors influencing the exchange rate of rupiah toward yen. The approach used to analyze time series data in this study is monetary approach with ECM as the chosen regression model. The year of observation was begun in 1970-2002. Based on regression which done, the result showed that there is the significant correlation between independent variable (MI,Yreal, NP1) with dependent variable (exchange rate of Rupiah fYen). The correlation happens either in long or short term.

Sign in / Sign up

Export Citation Format

Share Document