scholarly journals ANALYSIS OF INDONESIAN COFFEE EXPORT PERFORMANCE TO THE GLOBAL MARKET USING VECTOR AUTOREGRESSION (VAR) APPROACH

2021 ◽  
Vol 20 (2) ◽  
pp. 381-396
Author(s):  
Fadhlan Zuhdi ◽  
Nola Windirah ◽  
Achmad Subchiandi Maulanda
Keyword(s):  
Exchange Rate ◽  
Vector Autoregression ◽  
Export Performance ◽  
Global Market ◽  
Series Data ◽  
Coffee Production ◽  
Dollar Exchange Rate ◽  
The Us ◽  
Us Dollar ◽  
The Impact

Coffee is Indonesia's mainstay export commodity in the plantation sector which has provided a lot of income for Indonesia. Over time, Indonesia's coffee exports have fluctuated due to the impact of globalization and other external factors such as world coffee prices, Indonesian coffee production, the US Dollar exchange rate, Brazilian coffee exports and Colombian coffee exports. Based on this, this study aims to analyze the performance of Indonesian coffee exports to the Global Market using time series data over a period of 29 years using the Vector Autoregression (VAR) approach. The results showed that there were variables that had a short-term and unidirectional relationship with Indonesian coffee exports, namely the US Dollar exchange rate variable, Indonesian coffee production and Brazilian coffee exports.

scholarly journals The Effect of Inflation, Interest Rates and World Oil Prices on Gold Prices in Indonesia with the US Dollar Exchange Rate as an Intermediary Variable

2021 ◽  
Vol 2 (1) ◽  
Author(s):  
Ummi Kalsum ◽  
Randy Hidayat ◽  
Sheila Oktaviani
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Interest Rates ◽  
Oil Prices ◽  
Series Data ◽  
Path Coefficient ◽  
Dollar Exchange Rate ◽  
The Us ◽  
Us Dollar ◽  
The Exchange Rate

This study aims to determine the effect of inflation, interest rates, and world oil prices on fluctuations in gold prices in Indonesia with the US Dollar exchange rate as an intermediary variable. This research is a type of explanatory research with a quantitative approach. The data used are monthly time series data for 2014 - 2019 with a sample of 72 samples. Hypothesis testing in this study uses path analysis, is a development technique of multiple linear regression. This technique is used to test the amount of contribution shown by the path coefficient on each path diagram of the causal relationship between cariables X1, X2, and X3 on and its impact on Z. The results of this study indicate that the effect of inflation, interest rates and worl oil prices on exchange rates individually has very little effect. The effect of inflation, interest rates, world oil prices and the exchange rate on gold prices individually shows a negative value for inflation and interest rates means that the effect is small, while for the world oil price and the dollar exchange rates shows a positive value which means that it has a large effect on the price of gold. The effect of inflation, interest rates and world oil prices on gold prices through the exchange rate, all variable show a negative value, this indicates that the effect is very small.

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 FAKTOR-FAKTOR YANG MEMPENGARUHI JUMLAH KUNJUNGAN WISATAWAN DI PROPINSI SUMATERA UTARA

2021 ◽  
Vol 4 (1) ◽  
pp. 1-10
Author(s):  
Enita Rosmika
Keyword(s):  
Exchange Rate ◽  
General Knowledge ◽  
Product Knowledge ◽  
Climate History ◽  
Dollar Exchange Rate ◽  
Factors Affecting ◽  
Independent Variables ◽  
Tourism Product ◽  
The Us ◽  
Us Dollar

Tourism Product Knowledge is regarding the general knowledge of all regions in Indonesia which includes the location of the region / geography, climate, history, politics, culture, and particularly object - attractions and facilities and attractions which support it. In this study, entitled Factors Affecting Total tourist arrivals in Sumut Province Year Period 2014 -2019. The purpose of this study was to determine the number of rooms and the dollar exchange rate partially and simultaneously inuence the number of tourist arrivals in Sumut, in order to obtain a result the number of hotel rooms inuential not evident partially on the number of tourists visiting the province of Sumut, because t smaller than t table or -1.651 <1.761 while the dollar exchange rate has a signicant effect on the number of tourists visiting the province of Sumut, because t is greater than t table or 2.236> 1.740 and Total Room and the US dollar exchange rate simultaneously or together of the number of tourists visiting Sumut Province since F count> F table or 13.288> 3.59. The magnitude of the effect of independent variables on the dependent variable simultaneously can be known from the value of the coefcient of determination (R2) is equal to 0.639. This means that both variables jointly contribute to or inuence amounted to 63.9 percent of the number of tourists visiting the province of Sumut, while the remaining 36.1 percent is inuenced by other variables that are not described in the model, such as safety, service, facilities.

Optimistic and pessimistic economic sentiments and US Dollar exchange rate

2021 ◽  
Author(s):  
Sonia Kumari ◽  
Suresh Kumar Oad Rajput ◽  
Rana Yassir Hussain ◽  
Jahanzeb Marwat ◽  
Haroon Hussain
Keyword(s):  
Exchange Rate ◽  
Foreign Exchange ◽  
Foreign Exchange Market ◽  
Ordinary Least Squares ◽  
Exchange Market ◽  
Dollar Exchange Rate ◽  
The Us ◽  
Short Run ◽  
Us Dollar ◽  
The Exchange Rate

This study investigates the affiliation of various proxies of economic sentiments and the US Dollar exchange rate, mainly focusing on the real effective exchange rate of USD pairing with three other major currencies (USDEUR, USDGBP, and USDCAD). The study has employed Google Trends data of economy optimistic and pessimistic sentiments index and survey-based economy sentiments data on monthly basis from January 2004 to December 2018. The study engaged Ordinary Least Squares (OLS) and Auto-Regressive Distributed Lag (ARDL) estimation techniques to evaluate the short-run and long-run effects of economy-related sentiments and macroeconomic variables on the exchange rate. The results from the study found that Economy Optimistic Sentiments Index (EOSI) and Economy Pessimistic Sentiments Index (EPSI) appreciate and depreciate the US Dollar exchange rate in the short-run, respectively. Our sentiment measures are robust to survey-based Michigan Consumer Sentiment Index (MSCI), Consumer Confidence Index (CCI), and various macroeconomic factors. The MSCI and CCI sentiments show a long-term impact on the foreign exchange market. This study implies that economic sentiments play a vital role in the foreign exchange market and it is essential to consider behavioral aspects when modeling the exchange rate movements.

The Effect of Covid-19, Rupiah Exchange Rate, and Inflation on the Indonesia Sharia Stock Index during the Covid-19 Pandemic

2021 ◽  
Vol 4 (1) ◽  
pp. 313-336
Author(s):  
Achmad Agus Priyono ◽  
Ari Kartiko
Keyword(s):  
Exchange Rate ◽  
Time Series Data ◽  
Negative Impact ◽  
Stock Index ◽  
Series Data ◽  
Stock Market Index ◽  
Short Term ◽  
The Us ◽  
Us Dollar

Purpose of this study is to clarify the effect of the number of daily cases reported to have contracted the Covid-19 virus, the exchange rate of the rupiah against the US dollar and inflation on the movement of the Indonesian Sharia stock index (ISSI) during the Pandemic Covid 19 in the short term and long term. Data analysis methods that used is analysis Error Correction Mechanism (ECM) using Eviews software 10. The data collected is daily time series data starting from March 2, 2020 to May 31, 2021 so that the number of samples collected obtained as many as 283 samples . The results of the study stated that the addition of the daily number of reported cases of contracting the Covid-19 virus has a negative impact on The Indonesian Sharia Stock Market Index (ISSI) during the Covid-19 pandemic, so that encourage the weakening of the Stock Index both in the long and long term short. Likewise, the weakening of the rupiah against the US dollar will caused the fall of the sharia index during the Covid 19 pandemic, both in the long term and long and short term. However, the study found no effect inflation on the Indonesian Sharia Stock Index (ISSI) during the Covid19 pandemic, good long term and short term

scholarly journals ANALISIS DETERMINAN IMPOR DAGING SAPI DI INDONESIA PADA TAHUN 1990 – 2015

2019 ◽  
pp. 201
Author(s):  
Linanda Aninditha Chisilia ◽  
A.A Bagus Putu Widanta
Keyword(s):  
Exchange Rate ◽  
Linear Regression Analysis ◽  
Import Price ◽  
The United States ◽  
Tourism Industry ◽  
Dominant Factor ◽  
Dollar Exchange Rate ◽  
United States Dollar ◽  
The Us ◽  
Us Dollar

Abstract: Determinant Analysis of Beef Import in Indonesia On Year 1990-2015. The purpose ofthis study is to determine the effect of the amount of production, consumption, prices of importedand local beef and the US dollar exchange rate simultaneously on beef imports in Indonesia. Todetermine the effect of the amount of production, consumption, prices of imported and local beef and partially the US dollar exchange rate on beef imports in Indonesia. To find out the dominant variable between the amount of production, consumption, the price of imported and local beef andthe exchange rate of the United States dollar towards Indonesian beef imports. The data used inthis study are secondary using multiple linear regression analysis techniques. The results showsimultaneously a significant effect on beef imports in Indonesia. Partially the amount of productionand the US dollar exchange rate does not have a significant effect on beef imports in Indonesia.While the variable local prices and consumption partially have a positive and significant effect onbeef imports in Indonesia and the import price variable partially has a negative and significanteffect on beef imports in Indonesia. The dominant factor affecting beef imports in Indonesia isconsumption variable.Keywords: tourism industry; investment; employment opportunities; tourism sector GRDP.

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