This study aims to analyze in depth the influence of Third Party Funds (DPK), Non Performing Financing (NPF), Capital Adequacy Ratio (CAR), Deposit (FDR), and Inflation Rate on Profit Sharing at Islamic Commercial Banks Indonesia . uses secondary data. a quantitative descriptive approach using Vector Error Correction Model (VECM). The results this research data processing indicate that Granger ...

T he main purpose of this article is to analyze exchange rate behavior based on monetary fundamentals in the context of Iranian economy over the period 1990:2 to 2014:3. To do so, two monetary exchange rate models is investigated, the first by regarding interest rate differential as a monetary variable, and the second one regardless of interest rate differential as a monetary variabl...

This study aims to analyze the influence of macroeconomic factors on Indonesia's international trade. The variables in this are trade values, exchange rates, exports, imports, Gross Fixed Capital Formation (GFCF), Domestic Income (GDP), and foreign investment (FDI). method used is Vector Error Correction Model (VECM). VECM analysis long- short-term relationships. relationship studied between in...

This study proposed an optimal model to examine the relationship between Bitcoin price and six macroeconomic variables – price, Standard Poor's 500 volatility index, US treasury 10-year yield, consumer gold dollar index. It also examined effectiveness of vector error correction (VECM) in analyzing interrelationship among these variables. The authors employed following approach: first, sampled p...

Current integration and co-movement among international stock markets has been boosted by increased globalization of the world economy, and profit-chasing capital surfing across borders. With a reputation as the fastest growing economy in the world, China’s stock market has continued gaining momentum during recent years and incurred growing attention from academicians, as well as practitioners....

assumption of exchange rate overshooting has significant position in international macroeconomic discussion. this phenomenon is one of the abnormal behaviors of exchange rate that happen in short run. dornbusch (1976) shows that because speed of equilibrium prices is slow relative to asset markets and commodity prices are sticky in the short run, however, over time, commodity prices will rise a...

This quantitative research aims to analyze the long-run relationship and causality between economic development, tourism, other macroeconomic variables in context of Sao Tome Principe (STP). First, Augmented Dickey Fuller (ADF) Phillips Perron (PP) unit root test is applied, followed by Johansen cointegration Vector Error Correction Model (VECM). Gross domestic product (GDP), tourism receipts (...

Chicken eggs are one of the primary sources protein for people in West Sumatra. The level consumption continues to increase every year, while availability broiler is not stable. This condition illustrates problems faced by consumers and producers, namely price instability. Market integration a metric that demonstrates how changes reference market affect follower market. objective this research ...

The purpose of this research is to find out the implications Islamic Money Instead based on macroeconomic and social variables value in Indonesia. used data secondary 2010-2019 time series. method using Vector Autoregressive Error Correction Model (VECM). E-views 9 program for processing data. result indicates that there are a variety Indonesia 1st model. GDP inflation as variable have positive...