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All Journal Jurnal Iqtisad Economic Journal of Emerging Markets Jurnal Keuangan dan Perbankan Kinerja JEJAK Journal of Economics, Business, & Accountancy Ventura Journal of Indonesian Economy and Business Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan Jurnal Ekonomi Syariah Teori dan Terapan Global Review of Islamic Economics and Business Jurnal Ekonomi dan Bisnis Islam Economica: Jurnal Ekonomi Islam Jurnal Ekonomi & Keuangan Islam Muqtasid: Jurnal Ekonomi dan Perbankan Syariah Shirkah: Journal of Economics and Business International Journal of Islamic Business and Economics (IJIBEC) EkBis: Jurnal Ekonomi dan Bisnis Share: Jurnal Ekonomi dan Keuangan Islam WELFARE Jurnal Ilmu Ekonomi Unisia Jurnal Keuangan dan Perbankan Jurnal Kebijakan Ekonomi dan Keuangan International Journal of Islamic Business and Economics (IJIBEC)
Agus Widarjono
Department Of Economics, Faculty Of Business And Economics, Universitas Islam Indonesia
Religion Humanities Economics, Econometrics & Finance Education Environmental Science Social Sciences Other

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Aplikasi Model Arch Kasus Tingkat Inflasi Di Indonesia Agus Widarjono
Economic Journal of Emerging Markets Vol. 7 No. 1 (2002)
Publisher : Universitas Islam Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20885/vol7iss1aa664

Abstract

In forecasting financial time series such as inflation, there is a reason to believe that variance of error term is volatile. Reseachers are likely to find periode of high volatility with large errors, then it is followed by periode of low volatilty with smaller errors. The variability could occur because the financial market is very sensitive to changes in government monetary and fiscal policies, even non economic factor such as political upheavals, rumors etc. The variance of errors is not constant but varies from one period to another period. It contains some kind of outocorrelation in the variance of errors. This  model is so-called autoregressive conditional heterscedasticity (ARCH).The goal of this study is to apply ARCH model in estimating financial time series in Indonesia with montly data of inflation  during 1994.1-2002.4 period and to compare it with OLS model. The inflation data exhibit volatility, suggesting that variance of inflation varies over time. By using the ARCH model, the results prove that ARCH-M model with maximum likelihood estimation gives better results than the OLS one.
AN ANALYSIS OF PROTEIN AND CALORIE CONSUMPTION IN CENTRAL JAVA Agus Widarjono
Economic Journal of Emerging Markets Volume 4 Issue 2, 2012
Publisher : Universitas Islam Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20885/ejem.v4i2.3314

Abstract

AbstractThis study analyses calorie and protein consumption in Central Java Province. The calorie and protein elasticity are derived from demand elasticity of the ten food groups encompassing cereals, fish, meats, eggs and milk, vegetables, fruits, oil and fats, prepared foods and drinks, other foods and tobacco products. Most of calorie and protein-price elasticity of the ten food group are negative. Consumption of calorie and protein are most responsive to prices of eggs and milk. Protein -price elasticities are less elastic than calorie-price elasticities. Calorie and protein-income elasticity are positive and become lesselastic in moving from lower to higher income households but protein is less responsive to income change than calorie. Keywords: QUAIDS, demand elasticity, nutrient elasticity, Central Java ProvinceJEL Classification numbers: D12, O12AbstrakStudi ini menganlisis konsumsi kalori dan protein di Jawa Tengah. Elastisitas kalori dan protein dihitung dari elastisitas permintaan dari 10 kelompok komoditi makanan yang terdiri dari padi-padian, ikan, daging, telur dan susu, sayur-sayuran, buah-buahan, minyak dan lemak, makanan dan minumun jadi, makanan lainnya dan tembakau dan hasilnya. Sebagian besar elastisitas harga kalori dan protein adalah negatif. Konsumsi kalori dan protein adalah kelompok makanan yang paling responsif terhadap perubahan harga telur dan susu. Elastisitas pendapatan kalori dan protein adalah positif tetapi menjadi lebih elastis untuk rumah tangga berpenghasilan lebih tinggi tetapi protein kurang responsif terhadap perubahan pendapatan daripada kalori.Keywords: QUAIDS, elastisitas permintaan, elastisitas nutrisi, Jawa TengahJEL Classification numbers: D12, O12
Ketidakstabilan ekspor dan ekonomi Indonesia Agus Widarjono
Economic Journal of Emerging Markets Volume 8, 1996
Publisher : Universitas Islam Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20885/ejem.v8i2.6757

Abstract

Perekonomian Indonesia adalah perekonomian yang menganut sistem ekonomi terbuka. Di dalam sistem ini lalu lintas ekonomi internasional mengambil peranan yang penting di dalam perekonomian dan pembangunan suatu negara. Pentingnya lalu lintas ekonomi internasional bagi Indonesia dapat dilihat dari rasio perdagangan luar negeri terhadap Produk Domestik Bruto (PDB).
Produktivitas dan pertumbuhan industri di Indonesia Agus Widarjono
Economic Journal of Emerging Markets Vol. 2 No. 3 (1997)
Publisher : Universitas Islam Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20885/ejem.v2i3.6839

Abstract

An industrilization is a strategic effort to restructure economy and to change society's life because it can transform an agricultural society that is static to become an industrial society that is dinamic.
Penduduk dan pertumbuhan ekonomi di Indonesia: Analisis kausalitas Agus Widarjono
Economic Journal of Emerging Markets Vol 4, No 2 (1999)
Publisher : Universitas Islam Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20885/ejem.v4i2.6882

Abstract

Impact of population on economic growth had been questioned a long time ago, Classical economist, Adam Smith, emphasizes that high rate of population growth would support economic growth through specialization and division of labor. In other hand, Thomas R. Mathus, another classical economist, emphasizes the negatives effect of population investment rate and in turn results in a lower of economic growth.
Indonesian Islamic Banks and Financial Stability: An Empirical Analysis Firna Hayyu Nindya Maritsa; Agus Widarjono
EkBis: Jurnal Ekonomi dan Bisnis Vol 5, No 1 (2021): EkBis: Jurnal Ekonomi dan Bisnis
Publisher : Fakultas Ekonomi dan Bisnis Islam, UIN Sunan Kalijaga Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14421/EkBis.2021.5.1.1279

Abstract

Islamic banking in Indonesia is very vulnerable to volatility in their business processes due to its small market share. Compared to conventional banks, seen from their financial performance, Islamic banks have a worse performance because of lower profit (ROA). This study examines the stability of Islamic banking in Indonesia. Stability is measured using the Z Score. The data in this study are aggregate data for Islamic commercial banks. The data used are monthly data from January 2015 to December 2019. This study uses the ARDL (Autoregressive Distributed Lag) method. The results of this study are that all independent variables OER, NPF, inflation, IPI, exchange rates have an effect on the stability of Islamic banking, except FDR. Lower efficiency and problematic financing increases the stability of Islamic banking. Meanwhile, macroeconomic factors, inflation and exchange rates, have a negative effect on the stability of Islamic banking. The economic downturn due to inflation and rupiah depreciation will increase the instability of Islamic banks.
Does market structure matter for Islamic rural banks' profitability? Agus Widarjono; M. B. Hendrie Anto
Jurnal Keuangan dan Perbankan Vol 24, No 4 (2020): October 2020
Publisher : University of Merdeka Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26905/jkdp.v24i4.4810

Abstract

This study investigates the impact of the market structure including bank-specific factor and macroeconomic conditions on profitability of Islamic rural banks in Yogyakarta and Central Java provinces. We employ the Structure Conduct Performance (SCP) and Relative Market Power (MRP) hypothesis using static and dynamic panel data regression over the periods 2013Q1- 2018Q4. Diagnostic tests obviously confirm that the dynamic panel regression is more appropriate in estimating profitability because of the dynamic behavior of profitability, instead of the static panel regression.  Based on the Concentration Ratio (CR) and the Herfindahl-Hirschman Index (HHI), both provinces face imperfect competition market. Market share positively affect profitability but market concentration has no impact on profitability. The results clearly show that our study supports the RMP hypothesis but fail to confirm the SCP hypothesis. Some control variables such as the level of efficiency and financing rate also affect profitability. A high level of operating efficiency increases more profits and low non-performing financing produce more profits. Our findings suggest that improving operating cost eventually is the key in capitalizing the power of market share. JEL Classification: G21, G24DOI: https://doi.org/10.26905/jkdp.v24i4.4810
Stability of Islamic banks in Indonesia: Autoregressive Distributed Lag Approach Agus Widarjono
Jurnal Keuangan dan Perbankan Vol 24, No 1 (2020): January 2020
Publisher : University of Merdeka Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (633.875 KB) | DOI: 10.26905/jkdp.v24i1.3932

Abstract

Islamic banks in Indonesia are very vulnerable to the instability of their business processes because of their small market share. Moreover, based on their financial performances, Islamic banks are worse than those of conventional banks due to lower profits (ROA) and higher Non-performing financing (NPF).  Our study investigates the stability of Islamic banks. We measure the stability using Z-score and NPF. Instead of an individual bank, the study applies an aggregate data of Islamic banks encompassing Islamic commercial banks along with Islamic business units. Monthly time series data, covering January 2010 to December 2018 are selected. We apply the Autoregressive Distributed Lag (ARDL) model. The findings document that the Islamic bank's specific variables affecting stability are size, CAR, and efficiency. The larger size and CAR support the Islamic bank's stability. Lower efficiency increases the Islamic bank's instability. Meanwhile, Inflation and exchange rates affect the Islamic bank's stability. Economic downturns due to inflation and depreciation of rupiah increase the instability of Islamic banks.JEL Classification: G21, G24 How to Cite:Widarjono, A. (2020). Stability of Islamic banks in Indonesia: Autoregressive Distributed Lag Approach. Jurnal Keuangan dan Perbankan, 24(1), 40-52.DOI: https://doi.org/10.26905/jkdp.v24i1.3932
FOOD DEMAND IN YOGYAKARTA: SUSENAS 2011 Agus Widarjono
KINERJA Vol. 17 No. 2 (2013): Kinerja
Publisher : Faculty of Business and Economics Universitas Atma Jaya Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24002/kinerja.v17i2.374

Abstract

The impacts of economic and demographic variables on food demand in Yogyakarta are estimated usingthe Almost Ideal Demand System (AIDS). Data from the national social and economic survey of households(SUSENAS) in 2011 are used to accomplish the goal of this study. Food demand consists of cereals, sh,meats, eggs and milk, vegetables, fruits, oil and fats, prepared foods and drinks, other foods and tobaccoproducts. Results show that except for meat and tobacco products, demand elasticities for the rest of foods areinelastic and cereals is the least responsive to price change. All ten studied foods are normal good, but theirincome elasticities are very inelastic.Keyword: Almost Ideal Demand System (AIDS), price and income elasticity, Yogyakarta.
How Sensitivity of Energy Intake to Fuel Price Change: Evidence from Central Java Agus Widarjono
Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan Vol 19, No 1 (2018): JEP 2018
Publisher : Muhammadiyah University Press

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.23917/jep.v19i1.5634

Abstract

Because of high world oil prices during 2008-2013, the government must adjust domestic fuel price several times. One of the fuel price adjustments occurred in 2013. The increase in fuel prices caused high inflation. The purpose of this study is to analyze the impact of rising fuel prices on calorie consumption as a main source of energy intake  in Central Java Province. The results of this study indicate that calorie income elasticity increased both in urban and rural areas after the increase in fuel price. However, urban households are more responsive than rural households. An increase in calorie income elasticity means that households must allocate more expenditure on food consumption in order to fulfill minimum energy intake. These findings imply that cash transfer policies such as direct cash transfer for poor households known as BLT as well as rice policy for poor households as called Raskin are very effective to maintain minimum calorie intake during price crisis.
Co-Authors Akhsyim Afandi, Akhsyim Dityawarman El Aiyubbi Dyah Widhowaty Eko Purnomo Putri Firna Hayyu Nindya Maritsa Hendri, Zul M.Bekti Hendri Anto MB Hendrie Anto Mifrahi, Mustika Muhammad Akhyar Adnan Muhammad Muhammad Munrokhim Misanam, Munrokhim Nabilah Amir Nur Indah Hardianti Qonitat Az-Zahra Rudatin, Ari Sahabuddin Sidiq Sahabudin Sidiq Sidiq Sarastri Mumpuni Rucbha Septiana Indarwati Shuib, Sollehudin Sintarini, Fitriasari Sintia Dewi Nur Ajizah Wiranata, Bagas Zhafira Mardhiyah