Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan
Vol 4, No 2 (2003) : JEP Desember 2003

ANALISIS PERMINTAAN DEPOSITO DALAM VALUTA ASING PADA BANK SWASTA NASIONAL DI INDONESIA

Nurhayati, Siti Fatimah (Unknown)
Niladewi, Kurniawati (Unknown)



Article Info

Publish Date
02 May 2017

Abstract

High demand for foreign currency deposit is the background of this research with purpose to analyze influence Gross Domestic Product (GDP) per capita, Rupiah deposit interest rate, exchange rate Rupiah to America Dollar, and London Interbank Offer Rate (LIBOR) international interest rate for deposit demand in foreign currency in National Private Bank in Indonesia. To analyze that influence quadratic linear regression analysis used with Partial Adjustment Methods (PAM). From classic assumption test, theres no multicollinearity, heteroscedasticity, and autocorrelation. From statistical test resulted (test-t) that foreign currency savings from previous period, Rupiah deposit interest rate and LIBOR international interest rate have effect to deposit demand in foreign currency, with different validity rate such as: a = 1%, a ~ 5% and a = 10%, meanwhile GDP per capita and exchange rate have no affect to deposit demand in foreign currency. F-Test result that with validity level 99%, independent variables concurrently have effect to dependent variable. R2 result shows that 98% variance foreign currency deposit effect can be explained by variance in model, the other 2% explained by other variable excluded from applied model. However, long term adjustment value (d) amount

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Journal Info

Abbrev

JEP

Publisher

Subject

Economics, Econometrics & Finance

Description

Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan is a scientific journal that contains the results of theoretical research and studies on economic and development issues. Managed by Department of Development Economics, Faculty of Economics and Business Universitas Muhammadiyah ...