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All Journal JURNAL ECONOMIA Quantitative Economics Journal Panrita Abdi - Jurnal Pengabdian pada Masyarakat JMM (Jurnal Masyarakat Mandiri) EKUITAS (Jurnal Ekonomi dan Keuangan) Jurnal Ekonomi Pembangunan Jurnal Ekonomi Pembangunan Journal of Infrastructure Policy and Management (JIPM) Jurnal Ekonomi Kuantitatif Terapan
Anhar Fauzan Priyono
Departemen Ekonomi, Fakultas Ekonomi Dan Bisnis, Universitas Padjadjaran
Civil Engineering, Building, Construction & Architecture Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Engineering Environmental Science Industrial & Manufacturing Engineering Other

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Journal : quantitative economics journal

 1 
VOLATILITAS INDEKS KOMPOSIT PASAR MODAL ASEAN-3 Anhar Fauzan Priyono
Quantitative Economics Journal Vol 5, No 4 (2016)
Publisher : Universitas Negeri Medan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24114/qej.v5i4.17490

Abstract

Rapid integration between domestic and world economy in the last decade has been a major issue. For Indonesia, the situation has been accelerated by the adoption of floating exchange rate regime in 1997, also with the development of Indonesia stock exchange. One notable financial variable that often exposed to external shocks is stock market index. This research will analyzed the behavior of 3 major stock market indices in ASEAN, those are Jakarta Composite Index (JCI), Kuala Lumpur stock index (KLSE), and Singapore stock index (STI). The employment of volatility model is chosen to figured the behavior of those 3 indices, and to analyze the aggregate investment in each stock market. Observation will be based upon monthly basis, from 2010 until 2015.The findings in this research are (i) similarity in the movement behavior of ASEAN-3 stock market indices, (ii) Indonesia stock market shows the highest aggregate investment return relative to Malaysia and Singapore, (iii) Singapore stock market shows the lowest aggregate investment risk relative to Indonesia and Malaysia, as the representation of more developed stock market.
Transmisi Volatilitas antara Nilai Tukar dan Indeks Harga Saham Gabungan di Pasar Finansial Indonesia: Analisa Setelah Krisis Finansial Asia 1997 Anhar Fauzan Priyono
Quantitative Economics Journal Vol 6, No 3 (2017)
Publisher : Universitas Negeri Medan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24114/qej.v6i3.17543

Abstract

Volatility of Indonesia Rupiah and Jakarta Composite Index remain one of main issues in Indonesia economy after 1997 Asian crisis. The objectives of this research are (1) determining the volatility of Indonesia Rupiah to US Dollar exchange rates and Jakarta Composite Index (JCI) and (2) analysing the dynamic volatility transmission between exchange rates and JCI. Exchange rate and JCI volatility were measured using GARCH(1,1) approach. Estimated using VAR model, this study found that current volatility of exchange rate (ER) respond significantly to the change of volatility of Jakarta Composite Index (JCI) in the previous 2 months. On the other hand, contribution of JCI volatility to ER is greater than ER volatility to JCI, supporting the portfolio balanced theory.
INTERNET DAN INFLASI: CROSS-COUNTRY PANEL ANALYSIS ATAS 5 NEGARA DI ASIA Anhar Fauzan Priyono
Quantitative Economics Journal Vol 5, No 1 (2016)
Publisher : Universitas Negeri Medan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24114/qej.v5i1.17481

Abstract

The objective of this research is to understand the effect of internet utilization,proxied by numbers of internet user to inflation rate. Several other factors are alsobeing considered, which are growth of money supply, exchange rate, and world oilprice. There are China, India, Japan, Indonesia, and South Korea, consecutivelyrepresent top five countries with the biggest internet users in Asia to be observed.Pooled Least Square with Panel Corrected Standard Error has been employed interms of analysing inflation's behavior of those countries. The main finding of this research is that inflation and numbers of internet user are negatively correlated, while the causal effect is statistically not significant. This is most probable, since utilization of internet is still dominated by web surfing, social media, and online games. On the other hand, money supply, exchange rate, and world oil price has a positive relationship with inflation. Those findings are true for all the countries being observed.
KONSTRUKSI INDEKS KESTABILAN SISTEM KEUANGAN INDONESIA Anhar Fauzan Priyono
Quantitative Economics Journal Vol 6, No 1 (2017)
Publisher : Universitas Negeri Medan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24114/qej.v6i1.17535

Abstract

Financial system stability is necessary to ensure a sustainable economic development. It undertakes 3 major functions: (i) payment system, (ii) financial intermediation, and (iii) managing risk. Data showed that the Indonesian economy experienced a negative correction in the event of financial instability, e.g bank panic in 1992, Asian financial crisis (1997), and Sub-prime mortgage crisis (2008). Therefore, it is necessary in having a method of financial stability index measurement, which in turn can be used to predict the direction of future financial stability. This research was conducted in order to provide an option incalculating the index of financial stability of Indonesia by two methods, namelyAggregation with Variance Equal Weight with Principal Component Analysis (PCA). The results show that the trend of Indonesian financial stability index which constructed through these two techniques have similar trend with a different magnitude. PCA method was employed in making reductions on variable dimensions without losing the information on the movement of the variable’s variation. There are four sectors to be included in the index. Those four sectors are banking sector, money market sector, capital market sector,and monetary sector. We found that the contribution of the financial performance of banks in Indonesia and the interest rate is the highest among other sector to the Indonesia financial stability.
THE EFFECT OF HEALTH INFRASTRUCTURE DEVELOPMENT, EDUCATION, AND THE NUMBER OF POPULATIONS ON ECONOMIC GROWTH IN NORTH SUMATERA PROVINCE Mariyatul Kubtiyah Ritonga; Anhar Fauzan Priyonob
Quantitative Economics Journal Vol 8, No 2 (2019)
Publisher : Universitas Negeri Medan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24114/qej.v8i2.23612

Abstract

Economic Growth in North Sumatera priod 2000 until 2012 shows the condition that increases continuously, but the increase did not have an impact on education, health. This study aimed to analyze the influence of the health infrastructure, education infrastructure and population to economic growth in the province of North Sumatra simultaneously and partially. The data used are secondary data from BPS in North Sumatra time series from 2000 till 2012. Data analysis was performed by using OLS (Ordinary Least Square) with a multiple linear regression models estimated with the help of the program Eviews 7. The results of this study showed that simultaneous variable health infrastructure, education infrastructure and population have a significant effect on economic growth in the province North Sumatra. While partially concluded that variable infrastructure and population health positive and significant effect; educational infrastructure but not significant positive effect on economic growth in the province of North Sumatra. The results of this study also showed that the most dominant variables to economic growth in the province of North Sumatra is the total population.
Co-Authors Adi Nurzaman Agustinus Febi Dwi Purnama Budiono Budiono Budiono Budiono Budiono Dewi Purnama Eva Erviani Hasna Fairuz Surachmadi Hasna Nabilah Heriyaldi Heriyaldi Heriyaldi Heriyaldi Indra Maipita Intan Dana Lestari Lita Jowanti Mariyatul Kubtiyah Militcyano Samuel Sapulette Militcyano Samuel Sapulette Nury Effendi Nurzaman, Adi Pamungkas, Eksa Pamungkas, Eksa Pipit Pitriyan Prita Amalia, Prita Sutyastie Soemitro Remi Vera Intanie Dewi Wawan Hermawan Wawan Hermawan Yogi Suprayogi Yogi Suprayogi Sugandi Yudi Azis