scholarly journals PENGARUH FAKTOR – FAKTOR EKONOMI TERHADAP INFLASI DI INDONESIA PASCA-KRISIS KEUANGAN

2017 ◽  
Vol 21 (2) ◽  
pp. 73-84
Author(s):  
Jechlien Melinda Reawaruw
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Financial Crisis ◽  
Money Supply ◽  
Time Series Data ◽  
Least Square ◽  
Series Data ◽  
Negative Effect ◽  
The Government ◽  
Positive Effect

This study aimed to identify the influenceof Interest Rate, Money Supply, and Exchange Rate to inflationin Indonesia after Financial Crisis 2008 with quantitative approach and analyzed using OLS (Ordinary Least Square). Data Methods in this research used time series data in the period 2008:1 until 2015:2. The result of this research indicate that Interest Rate, Money Supply, and Exchange Rate simultaneously effect the inflationin Indonesia after Financial Crisis 2008. Interest Rate has a positive effect 2.755885%, Money Supply has a positive effect 1.28E-06%, and Exchange Rate have a negative effect 0.000841%. Bank Indonesia as an institution that is responsible for determining the inflatin target has a very important role and coordinate with the government in implementing fiscal policy and monetary policy appopriately.

scholarly journals EFFECT OF MONETARY POLICY ON ECONOMIC GROWTH IN NIGERIA: AN EMPIRICAL INVESTIGATION

10.26458/1815 ◽  
2018 ◽  
Vol 18 (1) ◽  
pp. 123-140 ◽  
Author(s):  
Lawrence Olisaemeka UFOEZE ◽  
J. C ODIMGBE ◽  
V. N. EZEABALISI ◽  
Udoka Bernard ALAJEKWU
Keyword(s):  
Economic Growth ◽  
Monetary Policy ◽  
Exchange Rate ◽  
Interest Rate ◽  
Money Supply ◽  
Time Series Data ◽  
Series Data ◽  
Long Run ◽  
Effect Of Monetary Policy ◽  
Positive Effect

The study investigated effect of monetary policy on economic growth in Nigeria. The natural log of the GDP was used as the dependent variables against the explanatory monetary policy variables: monetary policy rate, money supply, exchange rate, lending rate and investment. The time series data is the market controlled period covering 1986 to 2016. The study adopted an Ordinary Least Squared technique and also conducted the unit root and co-integration tests. The study showed that long run relationship exists among the variables. Also, the core finding of this study showed that monetary policy rate, interest rate, and investment have insignificant positive effect on economic growth in Nigeria. Money supply however has significant positive effect on growth in Nigeria. Exchange rate has significant negative effect on GDP in Nigeria. Money supply and investment granger cause economic growth, while economic growth causes interest rate in Nigeria. On the overall, monetary policy explain 98% of the changes in economic growth in Nigeria. Thus, the study concluded that monetary policy can be effectively used to control Nigerian economy and thus a veritable tool for price stability and improve output.

scholarly journals Pengaruh Variabel Moneter terhadap Variabel Internal Bank Konvensional di Indonesia

2019 ◽  
Vol 3 (2) ◽  
pp. 202
Author(s):  
Ali Akbar
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Money Supply ◽  
Time Series Data ◽  
Partial Least Square ◽  
Least Square ◽  
Series Data ◽  
Internal Variables ◽  
Operating Income ◽  
Conventional Banks

This research is to know the influence of monetary variables ((interest rate, exchange rate and amount of money supply) on the internal variables of conventional banks (amount of credit and operational expense than operating income (BOPO)). The population in this research is the whole of conventional banks in Indonesia year of 2010-2017. The sampel is the conventional banks by as much as 14 banks, with time series data. The method used is the analysis of partial least square (PLS). The results showed that monetary variables ((interest rate, exchange rate and amount of money supply) have a positive and significant influence on the internal variables of conventional banks (amount of credit and BOPO), where excange rate (rupiah on dollar AS) is the most influential variable on amount of credit and BOPO of conventional banks compared to the interest rate and amount of money supply variable.

scholarly journals Determinant of Mudharabah Financing: A Study at Indonesian Islamic Rural Banking

ETIKONOMI ◽  
2017 ◽  
Vol 16 (1) ◽  
pp. 43-52 ◽  
Author(s):  
Erika Amelia ◽  
Eva Fauziah Hardini
Keyword(s):  
Exchange Rate ◽  
Time Series Data ◽  
Revenue Sharing ◽  
Financial Statements ◽  
Capital Adequacy ◽  
Series Data ◽  
Capital Adequacy Ratio ◽  
Negative Effect ◽  
Positive Effect ◽  
Linear Regressions

This study aims to determine the variables that affect the financing in the Islamic rural banking in Indonesia. The data used in this study is a monthly time series data that is from June 2009 until June 2015 in the monthly financial statements Islamic Banking Statistics published by Bank Indonesia. The analytical method used in this research is multiple linear regressions. The results of data analysis showed that the variables simultaneously deposit fund, capital adequacy ratio, inflation, exchange rate and the level of revenue sharing significantly influence the composition of financing. Partially deposit funds and the exchange rate significant positive effect, while capital adequacy ratio had a negative effect. Variable inflation and the level of revenue sharing do not significantly influence the composition of financing. This result implies that Islamic rural banking should increase the deposit funds to increase the mudaraba financing.DOI: 10.15408/etk.v16i1.4638 

scholarly journals Analisis pengaruh keadaan ekonomi makro terhadap investasi Asuransi Jiwa Syariah di Indonesia tahun 2010 – 2019

2020 ◽  
pp. 37-53
Author(s):  
Khalish Khairina
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Significant Influence ◽  
Life Insurance ◽  
Time Series Data ◽  
Composite Index ◽  
T Test ◽  
Least Square ◽  
Series Data ◽  
Independent Variables

This study aims to analyze the effect of Inflation, Exchange Rate, BI Interest Rate, Indonesia Composite Index on Sharia Insurance Life in Indonesia.  Data used is time series data for 10 years (2010-2019) and analyzed by using Eviews 10. This research using quantitative descriptive method, and to analyze the effect of independent variables toward dependent variables using Ordinary Least Square technique. The result of t – test shows Inflation, Exchange Rate, Indonesia Composite Index have significant influence to Sharia Life Insurance Investment in Indonesia that t –test < 0,05 and Interest Rate doesn’t influence to Sharia Life Insurance Investment in Indonesia with t – test > 0,05. However, independent variables has a significant influence with the result of F test 0,000002 < 0,05 and Adjusted R-Squared test shows that 99,41 %  of Sharia Life Insurance Investment in Indonesia is influenced by independent variables in this research

scholarly journals DINAMIKA PENDUDUK DAN PERTUMBUHAN EKONOMI DI INDONESIA

2020 ◽  
pp. 22
Author(s):  
Adhitya Wardhana ◽  
Bayu Kharisma ◽  
Sarah Annisa Noven
Keyword(s):  
Economic Growth ◽  
Population Dynamics ◽  
Infant Mortality ◽  
Time Series Data ◽  
Government Expenditure ◽  
Negative Influence ◽  
Least Square ◽  
Series Data ◽  
Negative Effect ◽  
Positive Effect

This study aims to see the effect of population dynamics variables on economic growth in Indonesia. This study uses the Ordinary Least Square model with time series data from 1986 to 2016. The data used are population dynamics variables, such as number of fertilities, infant mortality, with the variable control are the amount of labor, savings and government expenditure on economic growth measured through Gross Domestic Product. The results os the study showed that the fertility amount in Indonesia has a negative effect on the amount of economic growth in Indonesia, which means that increasing population will reduce economic growth in Indonesia. then, variable infant mortality has a negative influence on economic growth in Indonesia. Fertility variables and the population of productive age have a positive effect on labor force participation rates. Control variables, like savings and government expenditure, also have a positive effect on economic growth in Indonesia.

scholarly journals MACROECONOMIC DETERMINANTS OF NON-PERFORMING LOANS (NPL): EVIDENCE FROM PAKISTAN

2013 ◽  
Vol 1 (2) ◽  
pp. 59-72
Author(s):  
Altaf Hussain ◽  
Ambar Khalil ◽  
Maryam Nawaz
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Time Series Data ◽  
Negative Relationship ◽  
Secondary Data ◽  
Least Square ◽  
Energy Crisis ◽  
Series Data ◽  
Share Prices ◽  
Independent Variables

This analytical study investigates the determinants of non-performing loan in Pakistan. Secondary data is used in this study. The data is collected through World Bank Databank, international financial statistics and various issues of economic survey of Pakistan. The issue of Non-Performing Loan is one of the clusters of financial problems in Pakistan. No one can deny the importance of financial sector in any economy. In this study we find the macroeconomic factor that surge the NPL. We also suggest some strategies to cutback the non-performing loans. Current study uses the time series data of Pakistan, ranging from 1990 to 2013. Ordinary least square (OLS) method is used to investigate the problem. The dependent variable is non-performing loan and independent variables are exchange rate, interest rate, GDP, share prices, energy crisis, exchange rate and energy crisis. GDP has significant relationship with NPL and interest rate, share prices have insignificant relationships with NPL. A positive link has established between non-performing loans and various independent variables like energy crisis, exchange rate, interest rate, share prices. But on the other hand a negative relationship has been found between dependent variable and GDP.

scholarly journals ANALISIS PENGARUH JUMLAH UANG BEREDAR (M1), SUKU BUNGA SBI, NILAI TUKAR SUKU BUNGA DEPOSITO TERHADAP TINGKAT INFLASI

Media Ekonomi ◽  
2017 ◽  
Vol 19 (3) ◽  
pp. 43
Author(s):  
Fadli Ferdiansyah
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Linear Regression ◽  
Interest Rates ◽  
Money Supply ◽  
Significant Positive Effect ◽  
Significant Negative Effect ◽  
Negative Effect ◽  
Positive Effect

<p>Inflation is one of the effects of a prolonged economic crisis that hit the country. Inflation is a situation where there is an increase in general prices which continuesover the  long term. The purpose of this study was to determine the effect of the money supply, interrst rate, deposit interest rate and exchange rate (Rp/USD) of the inflation in 2006 – 2011.6 The result of this study suges that the suppy of money have no significant positive effect on inflation. SBI rate have positive and significant effect on inflation. Deposit have rate and no significant negative effect on inflation. Exchange Rate have no significant negative effect on inflation.</p><p>Keywords : Money Supply, Interest Rates, Deposit Interest Rates, Exchange Rate    (IDR /USD), Multiple  Linear Regression, Inflation</p>

scholarly journals Determinants of Equity Share Price Movement: Evidence From the Nigerian Banking Industry (2000 – 2014)

2021 ◽  
Vol 12 (1) ◽  
pp. 319
Author(s):  
Akan David Chucks ◽  
Ighosewe Enaibre Felix ◽  
Sunny Oteteya Temile
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Time Series Data ◽  
Banking Industry ◽  
Market Price ◽  
Share Price ◽  
Series Data ◽  
Price Movement ◽  
Ex Post ◽  
The Government

Profit maximization is the primary focus of investors. The banking industry is a veritable sector for investment, however, understanding the determinants of profitability is paramount as it assists investors to know where their money should go. This study, therefore, investigates the influence that Earnings per share (EPS) and Non-Financial factors namely: inflation, exchange rate, and interest rate have on share price movement. The Ex-post factor was adopted as the research design. The data on EPS was collected from the Central Bank of Nigeria (CBN), Factbook, and the financial reports of the selected banks. The data on the Interest rate, Inflation, and Exchange Rate were collected from the Bulletin of CBN. The time-series data were diagnosed using the Unit root test; they were detrended where necessary to avoid a spurious result. The data were then analyzed using multiple regression. Also, Variance inflation factors (VIF) were engaged to test for the multicollinearity of the selected variables; while a heteroskedasticity test was carried out for a result free of heteroskedasticity. The outcome from the analysis displayed a positive but insignificant relationship between EPS and the market price of shares (MPS;); The study also revealed a negative and significant relationship between Inflation share price; while Interest Rate is insignificantly and negatively influencing the share price. Finally, Exchange Rate showed a significant influence on the share price. The researcher, therefore, recommends among others the need for Nigerian listed Banks to endeavor to improve on their EPS as this will increase their share price even though it won't be significant. Inflation displayed a negative and significant effect on the share prices of the quoted Banks in Nigeria; policies that will reverse the geometric rise in the inflation presently experienced in Nigeria should be enacted by the Government. 

scholarly journals The Effect of Inflation, Rupiah Exchange Rate, Interest Rate, Money Supply, Industry Production Index, Dow Jones Islamic Market Index in Malaysia and Japan on ISSI

2021 ◽  
Vol 1 ◽  
pp. 107-115
Author(s):  
Rizki Nur Gunawan ◽  
Anton Bawono
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Money Supply ◽  
Time Series Data ◽  
Linear Regression Analysis ◽  
Sampling Technique ◽  
Series Data ◽  
Production Index ◽  
Market Index ◽  
Supply Industry

The purpose of this study is to determine the effect of inflation, rupiah exchange rate, interest rate, money supply, industry production index, Dow Jones Islamic Market Index Malaysia and Japan on ISSI. This research used secondary time series data which is accessed from the official website of ISSI. The sampling technique used a saturated sample with 62 observations. The research method uses descriptive statistics and multiple linear regression analysis. The results show that inflation has a negative but not significant effect on ISSI. The Rupiah exchange rate, interest rate, and DJIJP have a negative and significant effect on ISSI. The money supply, industrial production index, and DJMY25D have a positive and significant effect on ISSI.

scholarly journals ANALISIS PENGARUH VARIABEL MAKRO EKONOMI TERHADAP EKSPOR NON MIGAS DI INDONESIA

2017 ◽  
Vol 6 (1) ◽  
pp. 37
Author(s):  
Reni Novianti Sari ◽  
Ali Anis ◽  
Yeniwati Yeniwati
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Money Supply ◽  
Oil And Gas ◽  
Time Series Data ◽  
Descriptive Analysis ◽  
National Income ◽  
Series Data ◽  
The Relationship ◽  
Inductive Analysis

This study aims to determine the effect of Inflation, National Income, Interest Rate and Money Supply through exchange rate moderation variables to non oil and gas exports in Indonesia. The type of research used is descriptive and associative research. The type of data in this study is secondary data and time series data in the form of monthly and quarterly data from 2005 to 2016. Data analysis used is descriptive analysis and inductive analysis. In the inductive analysis there are several tests: Moderated Regression Analysis (MRA), classical assumption test and t test. This result shows that (1) exchange rate has no significant effect to moderate the relationship between inflation to non oil and gas exports in Indonesia (2) Exchange rate has significant effect to moderate the relationship between national income to non-oil exports in Indonesia (3) Interest rate has no significant effect moderate relationship Interest rate on non-oil and gas exports in Indonesia (4) The exchange rate has a significant effect on moderating the relationship between the money supply to non-oil and gas exports in Indonesia.

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