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 PENGARUH SUBSIDI BBM TERHADAP IMPOR MINYAK BUMI PERIODE 1980 – 2013

2017 ◽  
Vol 18 (1) ◽  
pp. 30
Author(s):  
Riwi Sumantyo ◽  
Puji Lestari
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Time Series Data ◽  
Data Use ◽  
Series Data ◽  
Foreign Exchange Reserves ◽  
Independent Variables ◽  
Fuel Subsidies ◽  
The Exchange Rate ◽  
The Government

The study on the effect of fuel subsidies toward oil import is a controversial topicdiscussions. This study will explore the effect of fuel subsidies on oil import by addingseveral independent variables, consist of; the number of vehichles, the exchange rateand inflation. Data use time series data from 1980-2013. The tool of analyze is OrdinaryLeast Squares Method (OLS).Based on the results show that the simultaneous testexplains that the fuel subsidies, the number of vehichles, the exchange rate, and inflationhave a significant effect on oil import. However partially, the variables of fuel subsidies,the number of vehichles, and the exchange rate have a positive and significant effecton oil import. Inflation does not affect on oil import. The coefficient of determinationuses Adjusted R-square test is about 98%. The implication of this study is governmentscan increase oil production Indonesia. The government should facilitate the licensing ofinvestment and rejuvenate the old oil wells. It aims to reduce Indonesia dependence onoil import so that it can save foreign exchange reserves.

scholarly journals Produk Domestik Bruto dan Kurs Sebagai Determinan Impor Pupuk Indonesia

SOROT ◽  
2021 ◽  
Vol 16 (1) ◽  
pp. 35
Author(s):  
Mardiana Mardiana ◽  
Siti Nelva Anisa ◽  
Darma Yuda
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Time Series Data ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Financial Economic ◽  
Least Square ◽  
Series Data ◽  
Ordinary Least Square ◽  
The Exchange Rate

Impor pupuk dilakukan untuk memenuhi kebutuhan kebutuhan pupuk. Penelitian ini bertujuan untuk menganalisis pengaruh PDB dan nilai tukar sebagai determinan impor pupuk di Indonesia. Lokasinya berada di Indonesia, dengan periode penelitian 2004 hingga 2018. Data yang digunakan adalah data time series yang terdiri dari data nilai tukar, PDB, dan impor pupuk. Sumber data dalam penelitian ini adalah data yang dipublikasikan pada Statistik Ekonomi Keuangan Indonesia (SEKI). Laporan Statistik Kementerian Perdagangan dan laporan statistik perdagangan luar negeri untuk impor Indonesia dari publikasi Badan Pusat Statistik (BPS). Penelitian ini menggunakan metode ordinary least square (OLS) dengan analisis regresi linier berganda sebagai persamaannya. Kondisi impor pupuk di Indonesia cenderung menunjukkan fluktuatif. Namun, dalam beberapa tahun terakhir telah menunjukkan peningkatan. Secara bersamaan, PDB Indonesia dan nilai tukar mempengaruhi impor pupuk Indonesia. Namun secara parsial, impor pupuk Indonesia dipengaruhi secara positif dan signifikan oleh PDB. Sedangkan nilai tukar tidak berpengaruh signifikan terhadap impor pupuk Indonesia. Fertilizer imports are carried out to meet fertilizer needs. This study analyzes the effect of GDP and the exchange rate as determinants of fertilizer imports in Indonesia. The location is in Indonesia, with a research period from 2004 to 2018. The data used is time series data consisting of data on exchange rates, GDP, and fertilizer imports. The data source in this study is the data published in the Indonesian Financial Economic Statistics (SEKI). The Ministry of Trade's Statistical Report and foreign trade statistical reports for Indonesian imports from the publication of the Central Statistics Agency (BPS). This study uses the Ordinary Least Square (OLS) method with multiple linear regression analysis as the equation. Fertilizer import conditions in Indonesia tend to fluctuate. However, in recent years it has shown improvement. Simultaneously, Indonesia's GDP and the exchange rate affect Indonesia's fertilizer imports. However, partially, Indonesia's fertilizer imports are positively and significantly affected by GDP. Meanwhile, the exchange rate does not have a significant effect on Indonesia's fertilizer imports.

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 The Effect of USD/IDR Exchange Rate, Interest Rate, and World Oil Price To Jakarta Composite Index (JCI)

2019 ◽  
Vol 3 (2) ◽  
pp. 191
Author(s):  
Ummu Salma Al-Azizah ◽  
Yusdi Daulay ◽  
Naufal Krisnanto
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Interest Rate ◽  
Time Series Data ◽  
Stock Exchange ◽  
Composite Index ◽  
Oil Price ◽  
Series Data ◽  
Macroeconomic Variables ◽  
The Exchange Rate

This research aims to investigate effect of selected macroeconomic variables, i.e., USD/IDR exchange rate, interest rate, and world oil price to indonesia composite index at the indonesia stock exchange (IDX). This paper examine the direct effect of selected macroecomonic variable on Indonesia Composite Index. The study used time series data from the 2012-2017. By using an regression technique analysis, the result from showed that simultaneously the exchange rate, interest rate, and world oil price have a significant effect on Indonesia Composite Index. Partially, only the exchange rate has a significant effect on Indonesia Composite Index, interest rate and world oil price have no significant effect on Indonesia Composite Iindex. The amount of influece caused by the three variables is 58% and the rest is explained by other variables.

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 FAKTOR-FAKTOR YANG MEMPENGARUHI INFLASI DI INDONESIA

2016 ◽  
Vol 5 (2) ◽  
pp. 137
Author(s):  
Chairannisa Arjunita
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Interest Rate ◽  
Linear Regression ◽  
Interest Rates ◽  
Money Supply ◽  
Inflation Targeting ◽  
Time Series Data ◽  
Multiple Linear Regression Model ◽  
Series Data

This study aims to  analyze the effect of interest rate, money supply,exchange rate and inflation targeting framework policy on inflation in Indonesia.The type of this research are descriptive and associative using time series data fromthe first quarter of 1997 until the fourth quarter of 2015 with documentation datacollected technique. Data were analyzed with multiple linear regression model, theprerequisite test (multicolinearity, autocorrelation and heteroscedasticity), t test, andF test. The result shows that (1) Interest Rates has positive and significant effect oninflation in Indonesia. (2) Money Supply has positive and not significant effect oninflation in Indonesia. (3) Exchange rate has negative and not significant effect oninflation in Indonesia.  (4) Inflation Targeting Framewrok Policy has positive andsignificant effect on inflation in Indonesia.

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 Pengaruh Kurs Rupiah, Laju Inflasi, Jumlah Uang Beredar dan Pertumbuhan Ekspor terhadap Total Pembiayaan Perbankan Syariah dengan Dana Pihak Ketiga sebagai Variabel Moderating

2017 ◽  
Vol 8 (1) ◽  
pp. 18
Author(s):  
Syukuri Ahmad Rifai ◽  
Helmi Susanti ◽  
Aisyah Setyaningrum
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Money Supply ◽  
Time Series Data ◽  
Export Growth ◽  
Third Party ◽  
Series Data ◽  
Islamic Banking ◽  
Islamic Banks ◽  
Business Unit

The purpose of this study was to determine the effect of the rupiah exchange rate, inflation, money supply and the growth of exports to total Islamic banking financing by using third party funds as a moderating variable. The population in this study is all Islamic banking in Indonesia both Islamic Banks or Business Unit of Sharia in 2007-2015. The sample is the entire population with time series data as much as 108 of data. The method used is multiple regression analysis. The results of this study showed that simultaneous variable rupiah exchange rate, inflation, the money supply and export growth significantly influence the total financing of Islamic banking in Indonesia. Meanwhile, third-party funds moderating influences the rupiah exchange rate, inflation and export growth to the total financing of Islamic banking in IndonesiaTujuan dari penelitian ini untuk mengetahui pengaruh kurs rupiah, inflasi, jumlah uang beredar dan pertumbuhan ekspor terhadap total pembiayaan perbankan syariah dengan menggunakan dana pihak ketiga sebagai variabel moderasi. Populasi dalam penelitian ini adalah seluruh perbankan syariah di Indonesia baik Bank Umum Syariah atau pun Unit Usaha Syariah tahun 2007-2015. Sampelnya adalah seluruh populasi dengan data time series sejumlah 108. Metode yang digunakan adalah analisis regresi berganda. Hasil penelitian ini menunjukkan bahwa secara simultan variabel kurs rupiah, inflasi, jumlah uang yang beredar dan pertumbuhan ekspor berpengaruh signifikan terhadap total pembiayaan perbankan syariah di Indonesia. Sedangkan, dana pihak ketiga memoderasi pengaruh kurs rupiah, inflasi dan pertumbuhan ekspor terhadap total pembiayaan perbankan syariah di Indonesia 

scholarly journals Analisis Pengaruh Kurs Rupiah, Laju Inflasi, Jumlah Uang Beredar dan Pertumbuhan Ekspor terhadap Total Pembiayaan Perbankan Syariah dengan Dana Pihak Ketiga sebagai Variabel Moderating

2017 ◽  
Vol 8 (1) ◽  
pp. 13 ◽  
Author(s):  
Syukuri Ahmad Rifai ◽  
Helmi Susanti ◽  
Aisyah Setyaningrum
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Money Supply ◽  
Time Series Data ◽  
Export Growth ◽  
Third Party ◽  
Series Data ◽  
Islamic Banking ◽  
Islamic Banks ◽  
Business Unit

The purpose of this study was to determine the effect of the rupiah exchange rate, inflation, money supply and the growth of exports to total Islamic banking financing by using third party funds as a moderating variable. The population in this study is all Islamic banking in Indonesia both Islamic Banks or Business Unit of Sharia in 2007-2015. The sample is the entire population with time series data as much as 108 of data. The method used is multiple regression analysis. The results of this study showed that simultaneous variable rupiah exchange rate, inflation, the money supply and export growth significantly influence the total financing of Islamic banking in Indonesia. Meanwhile, third-party funds moderating influences the rupiah exchange rate, inflation and export growth to the total financing of Islamic banking in IndonesiaTujuan dari penelitian ini untuk mengetahui pengaruh kurs rupiah, inflasi, jumlah uang beredar dan pertumbuhan ekspor terhadap total pembiayaan perbankan syariah dengan menggunakan dana pihak ketiga sebagai variabel moderasi. Populasi dalam penelitian ini adalah seluruh perbankan syariah di Indonesia baik Bank Umum Syariah atau pun Unit Usaha Syariah tahun 2007-2015. Sampelnya adalah seluruh populasi dengan data time series sejumlah 108. Metode yang digunakan adalah analisis regresi berganda. Hasil penelitian ini menunjukkan bahwa secara simultan variabel kurs rupiah, inflasi, jumlah uang yang beredar dan pertumbuhan ekspor berpengaruh signifikan terhadap total pembiayaan perbankan syariah di Indonesia. Sedangkan, dana pihak ketiga memoderasi pengaruh kurs rupiah, inflasi dan pertumbuhan ekspor terhadap total pembiayaan perbankan syariah di Indonesia 

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