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Jurnal Ekonomi Kuantitatif Terapan
Published by Universitas Udayana
ISSN : 23018968     EISSN : 23030186     DOI : https://doi.org/10.24843/JEKT.2025.v18.i01
Core Subject : Economy,
Economics, Econometrics & Finance
Jurnal Ekonomi Kuantitatif Terapan is an academic journal focused on publishing empirical research papers, with a particular emphasis on the use of quantitative analysis tools—such as econometrics, parametric and non-parametric statistics, descriptive statistics, input-output analysis, computable general equilibrium (CGE) models, and others—in the study of economic and social issues
Arjuna Subject : Ilmu Ekonomi, Ekonometrika dan Keuangan (semua kategori) - Ilmu Ekonomi, Ekonometrika dan Keuangan (Lain-Lain)
Articles 255 Documents
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Volatilitas Kurs dan Saham Mengikuti Model EGARCH(1,1) Berdistribusi Versi Skew Normal dan Student-t Didit Budi Nugroho; Anggita M Kusumawati; Leopoldus R Sasongko
Jurnal Ekonomi Kuantitatif Terapan 2020: Vol. 13, No.2, Agustus 2020 (pp.211-356)
Publisher : Universitas Udayana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JEKT.2020.v13.i02.p04

Abstract

Studi ini membandingkan kinerja pencocokan model volatilitas GARCH(1,1) dan EGARCH(1,1) pada return kurs dan saham. Model mengasumsikan empat distribusi berbeda untuk error dari return: Normal, Skew-Normal (SN), Alpha-Skew Normal (ASN), dan Student-t. Data aset keuangan yang digunakan sebagai analisis perbandingan yaitu data kurs beli US Dollar (USD) dalam periode harian dari Januari 2010 sampai Desember 2017 dan data indeks saham FTSE100 dalam periode harian dari Januari 2000 sampai Desember 2013. Studi ini membandingkan metode Generalized Reduced Gradient (GRG) Non-Linier di Solver Excel dan metode Adaptive Random Walk Metropolis (ARWM) untuk mengestimasi model. Hasil menunjukkan bahwa metode GRG Non Linear Solver Excel memberikan estimasi yang serupa dengan metode ARWM dan tidak melanggar kendala model. Lebih lanjut, berdasarkan nilai Akaike Information Criterion (AIC), kedua data pengamatan menyediakan bukti bahwa model dengan distribusi Student-t adalah yang terbaik, diikuti oleh distribusi SN yang lebih baik daripada model dengan distribusi ASN dan Normal. Nilai AIC telah menyarankan model EGARCH(1,1) berdistribusi Student-t sebagai model pencocokan terbaik untuk kedua data pengamatan.
Analisis Pengerluaran Rumah Tangga Dalam Bidang Pendidikan, Kesehatan dan, Adat di Kecamatan Tembuku Kabupaten Bangli wayan wenagama
Jurnal Ekonomi Kuantitatif Terapan 2020: Vol. 13, No.2, Agustus 2020 (pp.211-356)
Publisher : Universitas Udayana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JEKT.2020.v13.i02.p09

Abstract

Jumlah pengeluaran untuk pendidikan, kesehatan, dan adat merupakan hal yang sangat penting dalam meningkatkan kualitas sumber daya manusia dan menjaga kebudayaan Bali. Kebudayaan merupakan faktor utama dalam mendukung pariwisata di Bali secara umum.Penelitian ini mencoba mengetahui faktor apa saja yang mempengaruhi konsumsi rumah tangga di bidang pendidikan,kesehatan dan adat di Kecamatan Tembuku Kabupaten Bangli. Penelitian ini bertujuan untuk mengetahui dan menganalisis pengeluaran pendidikan, kesehatan, dan adat. Rata-rata pengeluaran konsumsi di bidang kesehatan dalam sebulan hanya mencapai Rp.65.920.-, rata-rata pengeluaran konsumsi di bidang pendidikan mencapai Rp,350.000.-., dan rata-rata pengeluaran konsumsi di bidangadat mencapai Rp.305.681 per bulan. Untuk setiap model pengeluaran, jumlah anggota keluarga berpengaruh terhadap pengeluaran rumah tangga pada bidang kesehatan, pendidikan, adat.
Benarkan Prempuan Bekerja dan Berpendidikan Mmpengaruhi Tingkat Perceraian? Kasus Jawa Barat Nenny Hendajany; Ae Suaesih
Jurnal Ekonomi Kuantitatif Terapan 2020: Vol. 13, No.2, Agustus 2020 (pp.211-356)
Publisher : Universitas Udayana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JEKT.2020.v13.i02.p05

Abstract

Tingginya tingkat perceraian menjadi sesuatu yang berdampak besar. Fenomena perempuan bekerja dan berpendidikan tinggi disinyalir sebagai pemicu tingginya perceraian. Penelitian ini bertujuan untuk melihat dampak perempuan bekerja dan berpendidikan tinggi terhadap tingkat perceraian yang terjadi di Jawa Barat. Data diambil dari Susenas 2018 dengan memilih responden adalah wanita yang telah menikah. Variable dependen dalam bentuk dummy, dimana 1 untuk wanita yang bercerai dan 0 untuk wanita yang tidak. Kategori cerai yang dimaksud dalam penelitian ini adalah cerai hidup. Variabel independen yang diambil adalah pendidikan, status pekerjaan, dan usia pernikahan pertama. Pendidikan dibuat dalam bentuk variabel dummy, 1 untuk pendidikan SMP ke bawah. Status pekerjaan dibuat dalam bentuk dummy, 1 untuk wanita karir (bekerja). Sedangkan variabel perkotaan diambil sebagai kontrol dalam model. Metode analisis yang digunakan selain OLS (Ordinary Least Square) adalah Probit dan Logit. Hasil menunjukkan bahwa perempuan yang bekerja memberi kecenderungan meningkatkan kemungkinan terjadinya perceraian, juga wanita dengan pendidikan yang lebih rendah cenderung menurunkan kemungkinan terjadinya perceraian. Usia pernikahan dini memperlihatkan meningkatnya kecenderungan terjadinya perceraian.
Integrasi Perdagangan dan Keselarasan Siklus Bisnis di ASEAN Aloysius Deno Hervino
Jurnal Ekonomi Kuantitatif Terapan 2020: Vol. 13, No.2, Agustus 2020 (pp.211-356)
Publisher : Universitas Udayana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JEKT.2020.v13.i02.p10

Abstract

This research aims to analyze the impact of trade integration in term of demand spillover (export, import, and both) on business cycle co-movement which measured by Gross Domestic Product Real. Using data from World Integrated Trade Solution (WITS) and Fixed Effect Model (FEM), the results of this research explain that trade integration from import side among ASEAN countries has a positive impact on business cycle co-movement, but from export-side the impact is negative. Otherwise, this research didn’t found a significant impact from both export and import side to business cycle co-movement among ASEAN member countries.
Status Ibu dan Prevalensi Kebiasaan Merokok Remaja : Sebuah Survey di Kota Pontianak Restiatun Massardi
Jurnal Ekonomi Kuantitatif Terapan 2020: Vol. 13, No.2, Agustus 2020 (pp.211-356)
Publisher : Universitas Udayana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JEKT.2020.v13.i02.p02

Abstract

The smoking rate of adolescent continues to increase in Indonesia. It is necessary to involve all parties in the anti-smoking campaign, including mothers.This research aims to find out about the influences of mother’s status on the prevalence of smoking habits among adolescent. Mother’s status in this research referred to education level and occupation status. This research data was obtained from a survey questionnaire with 998 adolescent respondents in Pontianak City, Indonesia. The research findings showed that only mother’s occupation status significantly influences the probability for mothers to give some suggestions to their children about the danger of smoking. However, mother’s suggestion variable did not significantly influence their children’s decision to smoke. But the significant variables to influence adolescents’ decision to smoke were smoking parents and father’s suggestions about the danger of smoking.This is due to the culture of Indonesian society, children tend to more obey their fathers’ advice than their mothers’ ones. Keywords: Adolescent; Smoking Habit; Mother’s status, Education level, Occupation status.
Evaluasi Dampak Program Keluarga Harapan (PKH) terhadap Pengeluaran Rumah Tangga untuk Pendidikan di Pulau Jawa Yunindyo Sasmito; Eny Sulistyanigrum
Jurnal Ekonomi Kuantitatif Terapan 2021: Vol. 14, No. 1, Februari 2021 (pp.1-241)
Publisher : Universitas Udayana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JEKT.2021.v14.i01.p05

Abstract

Poverty becomes a global problem including developing countries and developed countries. To overcome the problem of poverty, various countries have implemented poverty alleviation programs in the form of a Conditional Cash Transfer (CCT) policy package. In Indonesia, the CCT program is named PKH. This program requires prerequisites (health and education) to program recipients to get out of the cycle of poverty. This study aims to determine the impact of PKH on household spending on education in Java using IFLS 5 data in 2014. This study uses the Propensity Score Matching analysis method. Previous research shows that PKH in Indonesia has no significant impact on total household expenditure on education. By dividing the components of education expenditure, this paper has successfully demonstrated the significant impact of increasing total education expenditure in the household by IDR 1,031,963.53 per year. The increase also occurred in the total transportation costs of IDR 603,085.86. While the total education expenditure outside the household for PKH recipients declined by IDR 277,475.49 per year.
ANALYSIS OF FACTORS INFLUENCING THE INTEREST OF FOREIGN TOURISTS TO REVISIT BALI Agung Widanta
Jurnal Ekonomi Kuantitatif Terapan 2021: Vol. 14, No. 1, Februari 2021 (pp.1-241)
Publisher : Universitas Udayana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JEKT.2021.v14.i01.p10

Abstract

Bali Province is not endowed with natural resources to drive its economy, but rather relies heavily on tourism as its leading sector in achieving economic growth. Against the backdrop of Bali's heavy dependence on tourism, it is necessary to conduct an analysis on how to survive the fierce tourism competition. There are mainly four strategies for attracting investments, tourists and industries into a region, namely: image, which is a set of beliefs, ideas and expressions that a person has towards a region; attraction marketing, which is attraction of a tourist destination; infrastructure marketing, which is the availability of facilities and infrastructures that can attract people, investments and capital; and people marketing, which is a strategy to market a region by marketing the attitudes of its people: how open the local community is to foreign influences (people, investments, industries and products). This study finds that image, infrastructure marketing, attraction marketing and people marketing have positive and significant effects on the interest of foreign tourists to revisit Bali. The results of this study provide a comprehensive picture for the government and related parties in formulating tour packages to attract foreign tourists to revisit Bali.
Apakah Cryptocurrency, Emas dan Obligasi Dapat Berperan Menjadi Safe Haven Bagi Pasar Modal Indonesia? Paulus Hartono; Robiyanto Robiyanto
Jurnal Ekonomi Kuantitatif Terapan 2021: Vol. 14, No. 1, Februari 2021 (pp.1-241)
Publisher : Universitas Udayana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JEKT.2021.v14.i01.p01

Abstract

The purpose of this research to test the cryptocurrency, gold and bonds as safe haven assets to Indonesian capital market. The data used in this study is the daily closing data of cryptocurrency, gold (GOLDIDR) and the Indonesian Government Bond Index (IGBI) during the period on August 2015 to December 2018 obtained from Investing, Yahoo Finance, and Spindices. The analysis of the data is used Ordinary Least Square (OLS) and Quantile Regression (QREG). The results found that ethereum can be a safe haven. While bitcoin, ripple, gold, and the Indonesian Government Bond Index (IGBI) cannot be a safe haven for the Indonesian capital market.
Apakah Orang yang Lebih Kaya Lebih Sehat? Axellina Muara Setyanti; Nayaka Artha Wicesa
Jurnal Ekonomi Kuantitatif Terapan 2021: Vol. 14, No. 1, Februari 2021 (pp.1-241)
Publisher : Universitas Udayana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JEKT.2021.v14.i01.p06

Abstract

The elderly population in Indonesia has doubled in the last five decades, along with an increase in life expectancy and mortality. Those who were born in the 1940s to 1960s or the baby boomer generation are those who are in old age now. There are many studies that analyze the relationship of wealth to one's health level, but not many have looked specifically at the elderly population. The objective of this study is to determine the effect of wealth on elderly’s health condition. Using binomial logistic regression, this study found that the highest average health probability of the elderly was 78.96 percent, i.e. those with working status, above average income and no expenditure on unhealthy commodities such as cigarettes, while the average health probability the lowest was 52.44 percent, i.e. those with non-work status, below-average income, and having expenditures for unhealthy commodities. This study found that wealth affects the health level of the elderly. These conclusions, accompanied by aging conditions in a country have policy implications that must consistently implement efforts to improve social welfare for the elderly, thereby creating healthy and active aging.
TAPPING BOX APPLICATION, QUALITY SERVICE, TAX KNOWLEDGE, TAX PAYER’S OBEDIENCE WITH TAX PENALTY AS MODERATING VARIABLE Ni Ketut Rasmini; Sri Harta Mimba
Jurnal Ekonomi Kuantitatif Terapan 2021: Vol. 14, No. 1, Februari 2021 (pp.1-241)
Publisher : Universitas Udayana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JEKT.2021.v14.i01.p11

Abstract

Penelitian ini bertujuan untuk menguji pengaruh penerapan tapping box, kualitas pelayanan, dan pengetahuan perpajakan terhadap kepatuhan Wajib Pajak Hotel dan Restoran dengan variabel pemoderasi sanksi pajak pada Badan Pendapatan Daerah Denpasar. Penelitian ini dilakukan pada seluruh Hotel dan Restoran yang memiliki aplikasi tapping box di Denpasar (141 unit). Pengumpulan data dilakukan dengan metode survei dan hanya 100 kuesioner yang digunakan dalam penelitian ini. Data diuji dengan menggunakan analisis regresi yang dimoderasi. Hasil penelitian menunjukkan bahwa penerapan tapping box, kualitas pelayanan, dan pengetahuan perpajakan berpengaruh positif terhadap kepatuhan Wajib Pajak Hotel dan Restoran. Sanksi pajak semakin memperkuat dampak penerapan kotak sadap, kualitas pelayanan, dan pengetahuan perpajakan terhadap kepatuhan Wajib Pajak Hotel dan Restoran. Penelitian ini memberikan kontribusi tentang pentingnya penerapan kotak sadap, memberikan pelayanan yang baik, pengetahuan tentang pajak daerah, dan sanksi perpajakan yang dapat meningkatkan kepatuhan wajib pajak.

Page 17 of 26 | Total Record : 255

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