Garuda - Garba Rujukan Digital

p-Index From 2021 - 2026

0.562

P-Index

This Author published in this journals

All Journal Jurnal Ekonomi Kuantitatif Terapan MATRIK: JURNAL MANAJEMEN, STRATEGI BISNIS, DAN KEWIRAUSAHAAN E-Jurnal Ekonomi Pembangunan Journal of Indonesian Economy and Business

I Wayan Sudirman

Fakultas Ekonomi Dan Bisnis Universitas Udayana

Author-ID : 388174

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

Published : 23 Documents Claim Missing Document

Claim Missing Document

Articles

1 2 3

Kajian Terhadap Faktor – Faktor Yang Mempengaruhi Subsidi Bahan Bakar Minyak (BBM) Indonesia Putu Ari Mulyani; I Wayan Sudirman; Ni Nyoman Yuliarmi
Jurnal Ekonomi Kuantitatif Terapan 2015: Vol. 8, No. 1, Februari 2015 (pp. 1-112)
Publisher : Universitas Udayana

This study aims to find out and to analyze the factors that affecting the fuel subsidy (BBM) which written in the state budget. The data has been used in this study as follows secondary data obtained from the records and reports from various agencies such as statistic bureau (BPS), Ministry of Finance, Indonesia bank, the US. Energy Information Administration (EIA), the Ministry of Energy and Mineral Resources, Directorate General of oil and Gas, previous journals and the results of studies. Variables has been analyzed by using path analysis to find out direct and indirect effect as well as Sobel test to find out the level of significance of intervening variable as moderator variable. Test of model validity by using the coefficient of total determination and trimming theory to find out the variation of fuel subsidy (BBM) in Indonesia that it can be explained by the exogen variable. Based on the regression results found the coefficient of total determination 0.998 its means 99.8 percent explained by the model while the remaining 0.2 percent explained by other variables outside of the model. Variable of dollar rate is the dominant variable which directly affects on the fuel subsidy. While the fuel subsidized consumption variable is the dominant variable which indirect effect on fuel subsidies through fuel import. To reduce the burden of fuel subsidy in the future state budget hence the government needs to increase oil lifting to reduce fuel imports by way of exploring new wells to replace the old wells which its lifting is declining and increasing investment in the construction of oil refineries in Indonesia to maintain national energy security as well as trying to develop renewable energy instead of oil as fuel because someday oil as a source of un-renewable energy surely be depleted in number while the man and all their needs would increase from year to year. The government should provide adequate public transportation, thereby reducing private vehicle mobility and most importantly is the government more serious in the implementation of the program of conversion fule to liquid gas for vehicles both in terms of conversion technology and security guarantees for each user of liquid gas.

PENGUJIAN LEVERAGE EFFECT HYPOTHESIS PADA BERBAGAI TINGKAT INFLASI DI PASAR MODAL INDONESIA I Made Surya Negara Sudirman; I Wayan Sudirman
Matrik : Jurnal Manajemen, Strategi Bisnis, dan Kewirausahaan Volume 13 Nomor 1 Tahun 2019
Publisher : Faculty of Economics and Business Udayana University

Penelitian ini bertujuan untuk menguji dan menganalisis Leverage Effect Hypothesis pada berbagai tingkat inflasi di Bursa Efek Indonesia. Black (1976) dalam seminal paper-nya menyatakan Leverage Effect Hypothesis merupakan kondisi saat terjadi penurunan return saham akan diikuti oleh peningkatan volatilitas harga saham. Peningkatan volatilitas harga saham merupakan refleksi terjadinya peningkatan risiko saham tersebut. Risiko merupakan hal utama yang dipertimbangkan oleh investor dalam mengambil keputusan investasi saham selain return saham. Metode yang digunakan untuk menguji dan menganalisis Leverage Effect Hypothesis pada penelitian ini adalah TARCH dan EGARCH. Metode penentuan sampel dalam penelitian ini adalah purposive sampling, dimana periode penelitian dipilih berdasarkan tingkat inflasi. Terdapat tiga periode penelitian yaitu, periode tingkat inflasi rendah (Januari 2016- Agustus 2018), periode tingkat inflasi sedang (Januari 2012- Desember 2015), dan periode tingkat inflasi tinggi (Januari 2005 Desember 2006). Sumber data dalam penelitian ini adalah Bursa Efek Indonesia dan Bank Indonesia. Kebaruan penelitian ini adalah pada pengujian Leverage Effect Hypothesis yang dilakukan pada berbagai periode dengan tingkat inflasi yang berbeda. Perbedaan tingkat inflasi pada masing-masing periode yang memberikan tekanan yang berbeda terhadap risiko dalam investasi saham belum pernah diteliti selama ini. Hasil pengujian dan analisis menunjukkan terdapat Leverage Effect pada setiap periode pengujian. Terdapat kecenderungan semakin tinggi tingkat inflasi, Leverage Effect semakin besar. Hal ini menunjukkan semakin tinggi tingkat inflasi, semakin besar risiko yang dalam investasi saham. Temuan dalam penelitian ini memberikan kontribusi yang signifikan pada perluasan Leverage Effect Hypotesis dalam berbagai tingkat inflasi.Kata Kunci: EGARCH, inflasi, leverage effect, risiko, TARCH

FAKTOR-FAKTOR PENGHAMBAT PENINGKATAN LOAN TO DEPOSIT RATIO (LDR) PERBANKAN DI PROPINSI BALI I Wayan Sudirman
Journal of Indonesian Economy and Business (JIEB) Vol 18, No 1 (2003): January
Publisher : Faculty of Economics and Business, Universitas Gadjah Mada

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22146/jieb.6612

The goals of this research are to examine factors affecting the Loan to Deposit Ratio(LDR) raising which is based on supply and demand, to examine the impact the decline ofLDR to small business credit, to identity the appropriate scheme for the small business and then to make recommendation in optimalizing LDR in Bali’s economy.Based on Slovin approach, the sample size of small business chosen as respondent were100 units. To reach the overall perception, 15 commercial banks (Bank Umum) and 16Secondary Banks (Bank Perkreditan Rakyat/BPR) were selected also as respondents.Multiple regression analysis supported by stepwise regression was used to test factorsaffecting LDR. To examine factors affecting LDR based on demand, the tools used wasdescriptive statistics. This is expected to support regression analysis, especially to makeintegrated decision making.This research finding indicated that, first, actors that simultaneously affected LDR-BPRwere core capital, supplementary capital, saving in other bank, saving interest rate, timedeposit in other bank, time deposit interest rate, fund from society at previous period, credit at previous period, PPAP to PPAPWD ratio and cover guarantee. Partially, there wereseven variables significantly contribute to LDR including supplementary capital, savinginterest rate, time deposit in other bank, time deposit interest rate, credit at previousperiod, PPAP to PPAPWD ratio and cover guarantee.Second, factors that simultaneously affected LDR-BU were cash in other bank, clearingaccount interest rate, saving in other bank, saving interest rate, time deposit in other bank, time deposit interest rate, Bank Indonesia Certificat (SBI), SBI interest rate, fund from society at previous period, invested bank fund, credit at previous period, credit interest rate, PPAP to PPAPWD ratio and cover guarantee. Partially, there were nine variables that significantly contribute to LDR-BU including clearing interest rate, saving in other bank, time deposit interest rate, SBI interest rate, invested bank fund, credit at previous period, credit interest rate, PPAP to PPAPWD ratio and cover guaranteee. Third, an average LDR of BPRs in Bali for the five period (quarterly) was 91, 75% which mean BPR were in healty condition from the liquidity point of view. But, for LDR-BU an average LDR was 46, 23% that indicated less healty conditon. Forth, although BPR in good condition, it can be optimalized through four variables. Fifth, for LDR-BU there were six variables that can be optimalized to increase LDR. Sixth, the low average of LDR-BU from demand side point of view were because of lack of information about the opportunity for small business.Another finding, of this research was that an innovative credit scema for small business isnot based on low rate of credit interest, but the small business need a competitive creditscema.Keywords: Loan Deposit Ratio (LDR); small business; Commercial Bank, Secondary Bank.

Co-Authors Anak Agung Gde Putrawan Anak Agung Istri Ngurah Marhaeni Andiany, Ria Munis Bagus Aditya Dewa Nyoman Gede Dewi, Made Ayu Julia Kusuma Djohan, Dhian Aswithary Eka Yanti, Ni Wayan Susi Gede Putu Surya Wisudayana I Dewa Gede Darma Putra I Gede Sudjana Budiasa I Gede Sudjana Budiasa I Made Surya Negara Sudirman I Putu Danendra Putra, I Putu Danendra Ida Ayu Meisthya Pratiwi Made Kembar Sri Budhi Made Wika Sanjaya Muhammad Dedy Firmansyah, Muhammad Ni Luh Mika Trisnawati Ni Nyoman Yuliarmi Ni Putu Inneke Sonia Ni Putu Sri Eka Lestari Ni Wayan Gita Wardani Ni Wayan Mentari Ni Wayan Mentari, Ni Wayan Nyoman Djinar Setiawina Prastika Sari, Ni Luh Indri Putu Ari Mulyani Putu Dewi Mahayanti Saputra, Yohanes Arya Setyapalupi, Nadya Suhartawan, Ketut Ari Tresia Tiodora Sinaga Vita Agustarita Singgih Yenny Verawati

Title

Found 23 Documents
Search

Abstract

Abstract

Abstract

Title Search

Found 23 Documents Search

Abstract

Abstract

Abstract

Title

Found 23 Documents
Search