scholarly journals ANALISIS VECTOR AUTOREGRESSION (VAR) TERHADAP INTERRELATIONSHIP ANTARA FINANCING DEPOSIT RATIO (FDR) DAN RETURN ON ASSET (ROA) PADA BANK SYARIAH DI INDONESIA

2019 ◽  
Vol 3 (2) ◽  
pp. 19-39
Author(s):  
Iskandar Iskandar
Keyword(s):  
Analytical Tool ◽  
Coefficient Of Determination ◽  
Var Model ◽  
Small Contribution ◽  
Islamic Banks ◽  
Test Results ◽  
Vector Autoregressive Model ◽  
Vector Autoregressive ◽  
Positive Effect

The Vector Autoregressive Model (VAR) is a very useful analytical tool in understanding the existence of interrelationships between economic variables and in the formation of a structured economy. This study aims to explain the analysis of the Vector Autoregressive (VAR) model and explain the application of the Vector Autoregressive (VAR) model for influence analysis. The FDR ratio in the Sharia Commercial banks tends to be stable. This is illustrated from the coefficient of determination which is almost close to 100%, namely 91.55%. Cointegration test results show there is no long-term balance relationship between FDR variables with ROA of Islamic banks in Indonesia. ROA has a positive effect on ROA while ROA on FDR is negative, meaning that FDR makes a small contribution to ROA.

scholarly journals Islamic Corporate Social Responsibility (ICSR) disclosure and Islamic Banks (IBs) performance: The application of stakeholder theory from Islamic perspective

2021 ◽  
Vol 25 (1) ◽  
pp. 76-86
Author(s):  
Ichsan Setiyo Budi
Keyword(s):  
Ethical Behavior ◽  
Behavior Management ◽  
Islamic Banks ◽  
Test Results ◽  
Services Research ◽  
The Public ◽  
Corporate Social ◽  
Positive Effect ◽  
And Training

This study aims to examine the effect of ICSR disclosure on the performance of IBs in Indonesia. Disclosures are prepared based on AAOIFI standards and previous researches then formed a disclosure index, while the performance of IBs is compiled from financial performances: ROA, ROE, and productivity performances which are formed into variables are formed by factor analysis. The samples of this research are 12 IBs from 2008 until 2019. Several IBs that had not yet been established in 2008 had been observed since the establishment of the banks until 2019, from this, it is obtained 121 observations. The test results show that all indicators of ICSR disclosure consisting of eight indicators: sharia compliance, ethical behavior, management, human resources, environment, social activities, products and services, research and development, and training have a positive effect on the performance of IBs. This provides an understanding that all of the disclosure indicators provide a good image or reputation to the public, thereby generating trust and in the long-term improving the performance of IBs.

scholarly journals The Relationship Between Foreign Direct Investment Oriented Economic Growth in Uganda: An Empirical Study Based on VAR Model

2021 ◽  
Author(s):  
Nabyonga Barbra ◽  
Hina Nawaz
Keyword(s):  
Economic Growth ◽  
Foreign Direct Investment ◽  
Direct Investment ◽  
Var Model ◽  
Vector Autoregressive Model ◽  
Causality Test ◽  
Vector Autoregressive ◽  
Long Run ◽  
The Relationship

The purpose of this paper is to investigate the relationship between Foreign Direct Investment (FDI) and Economic growth as measured by Gross Domestic Product (GDP) over Uganda, from 1980-2018. Vector Autoregressive Model (VAR) and Granger Causality test were used. The results show thatlag 1 is the optimal lag hence bivariate VAR (1) model was used. GDP and FDI exhibits long-term equilibrium since the two-time series are cointegrated in long run. The causality test indicates that there exists a unilateral relationship between FDI and GDP, and FDI causes GDP growth and not vice versa. Understanding these causality links can help in future forecasting of Uganda's economic growth.

scholarly journals The Relationship Between Foreign Direct Investment Oriented Economic Growth in Uganda: An Empirical Study Based on VAR Model

2021 ◽  
Vol 4 (3) ◽  
Author(s):  
Nabyonga Barbra ◽  
◽  
Hina Nawaz
Keyword(s):  
Economic Growth ◽  
Foreign Direct Investment ◽  
Direct Investment ◽  
Var Model ◽  
Vector Autoregressive Model ◽  
Causality Test ◽  
Vector Autoregressive ◽  
Long Run ◽  
The Relationship

The purpose of this paper is to investigate the relationship between Foreign Direct Investment (FDI) and Economic growth as measured by Gross Domestic Product (GDP) over Uganda, from 1980-2018. Vector Autoregressive Model (VAR) and Granger Causality test were used. The results show thatlag 1 is the optimal lag hence bivariate VAR (1) model was used. GDP and FDI exhibits long-term equilibrium since the two-time series are cointegrated in long run. The causality test indicates that there exists a unilateral relationship between FDI and GDP, and FDI causes GDP growth and not vice versa. Understanding these causality links can help in future forecasting of Uganda's economic growth.

Yet more on a stochastic economic model: Part 5: a vector autoregressive (VAR) Model for retail prices and wages

2018 ◽  
Vol 13 (1) ◽  
pp. 92-108 ◽  
Author(s):  
A. D. Wilkie ◽  
Şule Şahin
Keyword(s):  
Economic Model ◽  
Autoregressive Model ◽  
Original Model ◽  
Var Model ◽  
Vector Autoregressive Model ◽  
Slight Improvement ◽  
Vector Autoregressive ◽  
Retail Prices

AbstractIn this paper we develop a vector autoregressive model for retail prices and wages within the Wilkie model. The results turn out to be a slight improvement over the original model, but the simulated results are not very different.

scholarly journals The Factors Affecting Islamic Financing for Homeownership

2021 ◽  
pp. 48-54
Author(s):  
Neva Sunba Dena ◽  
◽  
Suhel Suhel ◽  
Imam Asngari ◽  
◽  
...  
Keyword(s):  
Household Income ◽  
Negative Impact ◽  
Least Square ◽  
Islamic Banks ◽  
Significant Positive Effect ◽  
Short Term ◽  
Ordinary Least Square ◽  
Study Results ◽  
Positive Effect

Indonesia has a significant and growing shortfall of housing. Existing supply is in poor condition and demand is rising for new units. Meanwhile, people's purchasing power to buy a house is still relatively low. Government overcomes added stock housing availability by collaborating with private developers to help meet the demand for housing needs. Islamic banks can provide funds to buy houses for the community. This study analyzes the effect of third-party fund (TPF), margin of homeownership financing (PPR), inflation, and household income on Islamic financing for homeownership. The analytical model used in this research is the ordinary least square with the Error Correction Model (ECM) method. The Ordinary Least Square (OLS) method in this study is used to see the relationship between the short-term and long-term effects of the independent variables on the dependent variable. The analytical tool used in this research is Econometric Views (EViews 10 Standard Edition for Windows). The study results show that in the short term, the TPF, PPR margin, inflation, and household income variables have a significant positive effect on homeownership financing in Islamic banks in Indonesia. The long term TPF, inflation, and household income variables have a significant positive effect on homeownership financing in Islamic banks in Indonesia, but the variable of PPR margin has a significant negative impact on sharia financing for homeownership.

scholarly journals ANALISIS PENGARUH PROMOSI YANG TERINTEGRASI DAN KEUNGGULAN POSITIONING TERHADAP KEPUTUSAN PEMBELIAN SABUN MANDI LUX DI KOTA AMBON

Jurnal Soso-Q ◽  
2020 ◽  
Vol 8 (1) ◽  
Author(s):  
Anggrainy Chaniago ◽  
Merry M. Pelupessy ◽  
Sarifuddin Sarifuddin ◽  
Yulianty S. Ginting
Keyword(s):  
Coefficient Of Determination ◽  
Test Results ◽  
Significant Positive Effect ◽  
Analysis Method ◽  
Purchasing Decisions ◽  
Independent Variables ◽  
Independent Variable ◽  
The City ◽  
Positive Effect

The bath soap market is constantly changing and competition is getting tougher with the emergence of bath soaps that have a clearer positioning, such as beauty soap, whitening soap, family soap to health soap. Increasing lifestyles of people in Indonesia and changing habits where bathing is no longer just using soap, but by adding fragrance and comfort when wearing it. The higher purchasing power of consumers for a product encourages companies to further improve the quality of their products. The purpose of this study is to analyze the effect of Integrated Promotion and Positioning Excellence on Purchasing Decisions in Lux Bath Soap. The population in this study are consumers in the city of Ambon who use Lux bath soap. The sample in this studywere 100 people who bought lux bath soap taken by purposive sampling. The data collection is done by using a questionnaire. The data analysis method used is SPSS version 16.The results of multiple regression analysis namely Y = 0.501 X1 + 0.218 X2 The most influential independent variable on the dependent variable is the integrated Promotion variable (0.501), followed by the Positioning Excellence variable (0.218). T test results show that all independent variables, namely (integrated promotion and positioning superiority) have a significant positive effect on the dependent variable (purchasing decisions) where all independent variables obtain a t value greater than t table with a sig level of less than 0.05. And the coefficient of determination (R Square) obtained by 0.309 this means that 30.9% of purchasing decisions can be explained by integrated promotion variables and positioning excellence, while the remaining 69.1% is influenced by other variables not examined in this study. Keywords: Integrated Promotion, Positioning Excellence, Purchasing Decisions

scholarly journals DETERMINAN PEMBIAYAAN YANG DIBERIKAN (STUDI PADA BANK UMUM SYARIAH DI INDONESIA PERIODE 2018-2020)

2021 ◽  
Vol 9 (2) ◽  
pp. 1-10
Author(s):  
Herawati Khotmi ◽  
Muhammad Wahyullah ◽  
Fachrozi
Keyword(s):  
Data Analysis ◽  
Quantitative Research ◽  
Secondary Data ◽  
T Test ◽  
Third Party ◽  
Coefficient Of Determination ◽  
Islamic Banks ◽  
Test Results ◽  
Close Relationship ◽  
Asset Growth

This study aims to analyze the effect of Financing to Deposit Ratio (FDR), Non Performing Financing (NPF), Third Party Funds (TPF), Asset Growth on Financing Provided (PYD).  The update in this study is the Asset Growth variable which is thought to have a close relationship with PYD. This study is a quantitative research with SPSS statistical test.The sample of this study are the Islamic banks in Indonesia, which were taken based on the number of provinces in Indonesia which is 33 (thirty three) provinces throughout 2018-2020. The source of data used in this study is from the secondary data taken from the website www.ojk.go.id. The data analysis used in this study is from conducting the classical assumptions test then followed by multiple regression which are the determination test  and T test. While the results of the t test showed that TPF had a positive and significant effect on PYD, while FDR had no effect on PYD. The same as Asset Growth no effect on PYD. Also NPF had a negative and significant effect on PYD. The coefficient of determination test results show the Adjusted R Square value of 0.173, this indicates that only 17.3% of the PYD financing variables are influenced by NPF, PYD, and FDR while the remaining 82.7% is influenced by other factors Keywords: NPF; TPF; FDR; PYD; Asset Growth; ABSTRAK Tujuan penelitian  untuk menguji pengaruh Financing to Deposit Ratio (FDR), Dana Pihak Ketiga (DPK), Non Performing Financing (NPF), Pertumbuhan Aset terhadap Pembiayaan Yang Diberikan (PYD). Perbaharuan dalam penelitian ini yaitu variabel Pertumbuhan Aset yang diduga memiliki kaitan yang erat terhadap PYD. Jenis penelitian kuantitatif dengan uji statistik SPSS. Sampel penelitian  yaitu bank syariah yang ada di Indonesia diambil berdasarkan jumlah provinsi sebanyak 33 (tiga puluh tiga) provinsi periode 2018 - 2020. Data yang digunakan bersumber dari data sekunder yang diperoleh dari situs www.ojk.go.id. Analisis data yang digunakan yaitu dengan melakukan uji asumsi klasik kemudian dilanjutkan dengan regresi berganda yaitu uji determinasi dan Uji t.  Sedangkan hasil uji t menunjukkan DPK berpengaruh positif dan signifikan terhadap PYD, FDR tidak berpengaruh terhadap PYD, Pertumbuhan asset tidak berpengaruh terhadap PYD dan NPF berpengaruh negatif dan signifikan terhadap PYD. Hasil uji koefisien determinasi menunjukkan nilai Adjusted R Square 0,173,  hal ini menunjukkan bahwa hanya 17,3% variabel pembiayaan PYD  dipengaruhi oleh NPF, DPK, dan FDR sedangkan sisanya 82,7% dipengaruhi oleh faktor lain. Kata kunci : NPF; DPK; FDR; PYD; Pertumbuhan Aset;

scholarly journals PENGARUH FREE CASH FLOW DAN PROFITABILITAS TERHADAP KEBIJAKAN HUTANG PADA PERUSAHAAN SUB SEKTOR MAKANAN DAN MINUMAN YANG TERDAFTAR DI BURSA EFEK INDONESIA

2019 ◽  
Vol 4 (2) ◽  
pp. 62-69
Author(s):  
Santa Mariana Silalahi ◽  
Yansen Siahaan ◽  
Elly Susanti ◽  
Supitriyani Supitriyani
Keyword(s):  
Cash Flow ◽  
Free Cash Flow ◽  
Coefficient Of Determination ◽  
Test Results ◽  
F Test ◽  
Average Value ◽  
Food And Beverage ◽  
Debt Policy ◽  
Positive Effect ◽  
Regression Correlation

AbstrakTujuan dari penelitian ini adalah untuk mengetahui gambaran free cash flow, profitabilitas, dan kebijakan hutang serta pengaruh free cash flow, dan profitabilitas terhadap kebijakan hutang pada Perusahaan Sub Sektor Makanan dan Minuman yang Terdaftar di Bursa Efek Indonesia. Penelitian ini dilakukan dengan metode analisis deskriptif kualitatif  dan analisis deskriptif kuantitatif. Pengumpulan data digunakan dengan metode dokumentasi. Teknik analisis yang digunakan adalah regresi linier berganda, koefisien korelasi, koefisien determinasi, uji hipotesis.Hasil penelitian ini dapat disimpulkan sebagai berikut: Hasil pengujian diperoleh nilai rata-rata free cash flow berfluktuasi dan cenderung meningkat. Nilai rata-rata profitabilitas berfluktuasi dan cenderung menurun. Nilai rata-rata kebijakan hutang berfluktuasi dan cenderung menurun. Hasil regresi linier berganda diperoleh hasil free cash flow dan profitabilitas berpengaruh positif terhadap kebijakan hutang. Hasil  pengujian koefisien korelasi dan determinasi terdapat hubungan yang sedang antara variabel independen free cash flow dan profitabilitas dengan variabel dependen kebijakan hutang dan sisanya dipengaruhi oleh faktor lainnya. Berdasarkan hasil uji F, free cash flow dan profitabilitas berpengaruh tidak signifikan terhadap kebijakan hutang secara simultan. Berdasarkan hasil uji t, Free Cash Flow berpengaruh signifikan terhadap Kebijakan Hutang dan Profitabilitas berpengaruh tidak signifikan terhadap Kebijakan Hutang.Hasil penelitian ini menyarankan manajemen perusahaan sebaiknya meningkatkan volume penjualan sehingga laba dan free cash flow yang diperoleh maksimal agar dapat mengurangi hutang atau melunasi kewajiban perusahaan. Dengan demikian para investor akan tertarik melakukan investasi di perusahaan tersebut. Kata Kunci : Free Cash Flow, Profitabilitas dan Kebijakan HutangAbstractThe Purpose of this research is to describe free cash flow, profitability and debt policy, and to know influence of free cash flow and profitability to debt policy in Food and Beverage Sub Sector Companies Listed on the Bursa Efek Indonesia. The research was using qualitative and quantitative desriptive analysis. The data collection was using documentation. The analysis techniques used are multiple linear regression, correlation coeffient, coefficient of determination, F test and t test.The results of this research can be summarized as follows: The test results obtained the average value of Free Cash Flow fluctuated and tended increase. The average value Profitability fluctuated and tended decrease. The average value Debt Policy fluctuated and tended decrease. The result of multiple linier regression obtained result of Free Cash Flow dan Profitability have a positive effect on Debt Policy. The results of testing the correlation and determination coefficients have a medium between the independent variables of Free Cash Flow and Profitability with the dependent variable Debt Policy, and the rest is influenced by other factors. Based on the result of the F test, Free Cash Flow and Profitability have no significant effect on Debt Policy simultaneously. Based on the result of the test t, Free Cash Flow has a significant effect on Debt Policy, and Profitability has no significant effect on Debt Policy.The results of the research suggest that companies management should increase volume of sales so that the maximum profit and free cash flow obtained can reduce debt or pay off the company’s obligations. Thus investors will be interested in investing in the company. Keywords: Free Cash Flow,  Profitability, and Debt Policy

scholarly journals Urbanization and Economic Growth in China—An Empirical Research Based on VAR Model

2017 ◽  
Vol 9 (3) ◽  
pp. 210 ◽  
Author(s):  
Li Yang Zi
Keyword(s):  
Economic Growth ◽  
Series Data ◽  
Var Model ◽  
Resident Population ◽  
Urbanization Rate ◽  
Population Urbanization ◽  
Positive Effect ◽  
Land Urbanization

This paper takes the relation between urbanization and economic growth in China as the object of study. By using the time series data ranging from 1982 to 2014 and building VAR model, it analyzes, respectively, the dynamic relations between economic growth and the urbanization rate of resident population, the urbanization rate of land and the quality of urbanization. The paper comes up with the following conclusions: there exists a unidirectional causality between resident population urbanization and China’s economic growth, the former promoting the long-term growth of the latter; unidirectional causality also exists between land urbanization rate and China’s economic growth. However, different from resident population urbanization rate, it is the economic growth of China that promotes the increase of land urbanization rate and the increase of land urbanization rate cannot promote China’s economic growth; the relation between the quality of urbanization and China’s economic growth is a two-way causality. The improvement of urbanization quality has a cumulative positive effect on the economic growth of China, while economic growth has a negative effect on the improvement of urbanization quality in the short term and positive effect on economic growth in the long term.

The impact of hurricane strikes on cruise ship and airplane tourist arrivals in the Caribbean

2021 ◽  
pp. 135481662110374
Author(s):  
Pablo Carballo Chanfón ◽  
Preeya Mohan ◽  
Eric Strobl ◽  
Thomas Tveit
Keyword(s):  
Autoregressive Model ◽  
Cruise Ship ◽  
Vector Autoregressive Model ◽  
Dynamic Effects ◽  
Exogenous Shock ◽  
Vector Autoregressive ◽  
Percentage Points ◽  
The Caribbean ◽  
The Impact ◽  
Positive Effect

We investigate the impact of hurricanes on airplane and cruise ship arrivals in the Caribbean. To this end, we construct a monthly panel of airline and cruise ship arrivals and hurricane destruction and employ a panel vector autoregressive model with an exogenous shock (VARX) to quantify the dynamic effects of tourist arrivals after a hurricane for 18 Caribbean countries over the period 2000–2013. The results suggest an immediate decline in the month of a strike and up to one month after on cruise ship (2.33 and 1.21 percentage points) and airplane (0.57 and 0.27 percentage points) arrivals. Moreover, a strong recovery in airplane arrivals in months 3–6 following a hurricane was sufficient to induce a net positive effect of around 2 percentage points of total tourist arrivals into the region.

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