The purpose of this study was to determine and analyze the impact contribution non-bank financial industry (IKNB) non-Islamic banking on Indonesia's economic growth before during pandemic. variables used in are data total assets Sharia IKNB, Industrial Production Index (IPI) as a measure growth. research method is Vector Error Correction Model (VECM) using monthly time series from 2015 2021. re...

This study primarily focuses on the analysis of contributions foreign exchange reserve to economic growth Nepal by using time series data obtained from year 1975 2018 A.D. In order assess a relationship between these variables, statistical procedure unit root test, cointegration and Vector Error Correction Model (VECM) are applied. addition t-statistics, Wald-test for joint significance coeffic...

The instability of rice prices in Banten Province is relatively large, the factor causing price fluctuations because production still depends on season. distribution information reference market often experiences a large difference from at follower level. This study aims to analyze pattern movements retail level, wholesaler level and producer province Banten; integration that occurs between use...

A common method to study the dynamic behavior of macroeconomic variables is using linear time series models; however, they are unable to explain nonlinear behavior of the series. Given the dependency between stock market and derivatives, the behavior of the underlying asset price can be modeled using Markov switching process properties and the economic regime significance. In this paper, a two-...

Global economic conditions are in turmoil due to the COVID-19 pandemic since 2019. Many policies implemented suppress spread of virus, which then has an impact on activity. It influences investors' attitudes and changes choices investing. This study aims analyze causal relationship between Indonesia Composite Index (ICI) gold prices, oil prices exchange rate (USD/IDR). used monthly data for per...

Throughout history, investors have attempted to determine the future states and prices of instruments that they consider to invest in. Thus, various econometric models have been developed in order to determine the variables influencing the prices of investment instruments, as well as the relationships between such variables. The main aim of the present study was to examine the variables that ma...

The present paper deals with the relationship between FDI, GDP, and DI using a vector error-correction model (VECM). empirical is based on quarterly data for period 2010-2019 in Uzbekistan. Granger causality test indicates positive significant bidirectional GDP causes FDI change indicate advance level of variance decomposition that fluctuations are explained by shocks (55.0 percent) Uzbekistan’...