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All Journal Jurnal Minds: Manajemen Ide dan Inspirasi Jurnal Akuntansi dan Pajak Jurnal Ilmiah Ekonomi Islam Perspektif : Jurnal Ekonomi dan Manajemen Universitas Bina Sarana Informatika JURNAL MANAJEMEN MOTIVASI Indonesian Journal of Strategic Management Indonesian Journal Of Business And Economics Jurnal Ilmiah Administrasi Bisnis dan Inovasi Valid Jurnal Ilmiah International Journal of Economics, Business and Accounting Research (IJEBAR) BERNAS: Jurnal Pengabdian Kepada Masyarakat Bussman Journal : Indonesian Journal of Business and Management International Journal Administration, Business & Organization Jurnal Ilmiah MEA (Manajemen, Ekonomi, dan Akuntansi) JURNAL ABDIMAS PLJ House of Management and Business Journal E-Prosiding Seminar Nasional Manajemen dan Akuntansi STIE Semarang (SENMAS) DIGIBE: Digital Business and Entrepreneurship Journal Jurnal Manajemen Maranatha
Wely Hadi Gunawan
Universitas Kuningan
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Journal : Jurnal Akuntansi dan Pajak

 1 
ANALYSIS OF MONETARY AGGREGATE RESPONSE: COMPARATIVE STUDY BETWEEN ISLAMIC AND CONVENTIONAL BANKING SYSTEMS IN INDONESIA Rina Masruroh; Dadang Suhardi; Munir Nur Komarudin; Wely Hadi Gunawan
Jurnal Akuntansi dan Pajak Vol 22, No 2 (2022): JAP : Vol. 22, No. 2, Agustus 2021 - Januari 2022
Publisher : ITB AAS INDONESIA

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29040/jap.v22i2.3913

Abstract

This research aims to examine which variables most influence the demand for money, and look at the stability of money demand, Islamic and conventional, in response to the shocks of other variables. The analysis method used using Vector Autoregression (VAR), if the data used is stationary at the first difference then the VAR model will be combined with the error correction model into the Vector Error Correction Model (VECM). Impulse response function analysis is also done to see the response of an endogenous variable to the shocks of other variables in the model. The results of this study explained that the shock of the inflation rate responded negatively to the request until the 8th day on sharia demand, while conventionally The shock of the sharia inflation reward rate responded negatively on the 16th day while conventionally there was no response. The shock of the interest rate lift responded negatively on the 11th day on the conventional system while sharia did not respond. While GDP responded positively and stable on day 2 for the Sharia system, while the conventional system responded negatively until the 24th day. . Keywords: inflation rate, inflation reward rate, interest rate, GDP.
Financial Market Integration Between Stock Market From North American Free Trade Agreement (NAFTA) Member Yasir Maulana; Wely Hadi Gunawan
Jurnal Akuntansi dan Pajak Vol 21, No 2 (2021): JAP VOL. 21 No. 02, Agustus 2020 - Januari 2021
Publisher : ITB AAS INDONESIA

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29040/jap.v21i02.1518

Abstract

Economic recession or crisis could show a higher possibility of financial crisis transmission in an integrated stock market. Integration between financial markets is a channel of spreading the devastating effects of the crisis. The objective of this study is to detect significant interactions among the stock markets of countries that are members of the North American Free Trade Agreement (NAFTA). NAFTA is a regional partnership with members from the United States, Canada and Mexico that are committed to reducing trade and investment barriers between member countries. The methodology of this research with VAR VECM model consists of three stages, the first analysis of the presence impact of the stock market index using the Granger Causality Test. Second, analyze the speed of response of an index to a change / shock in another index using the Impulse Response Function (IRF). The third stage analyzes the impact of changes / shocks from one index to other indices by using Variance Decomposition. From the 5 sets of stock market data for NAFTA countries, the results of the study show that there is only one cointegration. When viewed in the cointegration process of each of the two data series, cointegration occurs between the Nasdaq index with TSE and Nasdaq with MSE. Whereas TSE and MSE did not find any cointegration.
Co-Authors . Wachjuni Alawiyah, Widi Suci Ariwibawa, Yopani Ayus Ahmad Yusuf Dadang Suhardi Dewi Fatmasari Fahmi, Anggito Hairul Hardiansyah, Indra Hardjadi, Dikdik Harjadi, Dikdik Hendrick Hernando Hendriyadi, Resnu Indriyani Indriyani Indriyani Indriyani Iqbal Arraniri Iqbal Arraniri Iskandar Iskandar Kartikasari, Dea Komarudin, Munir Nur Miyasto Miyasto Munir Nur Komarudin Munir Nur Komarudin Neng Evi Kartika Nur Komarudin, Munir Oktaviani, Winda Pratama, Widy Nur Rina Masruroh Setyanto, Refius Pradipta Susilo, Rahardjo Toto Syifa Fauziah Ulhaq, Virgina Dhia Wachyuni Wachyuni Wachyuni Wachyuni Watulandi, Micki Weni Novandari Wijaya, Tri Sukma Wijaya Yasir Maulana Yasir Maulana, Yasir