Widyatama University :: Browsing by Author "Amaliawiati, Lia"

Browsing by Author "Amaliawiati, Lia"

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THE ANALYSIS OF PROFITABILITY AND MACROECONOMIC VARIABLES AFFECTING TO THE STOCK PRICES IN INDONESIA: AN APPROACH OF ERROR CORRECTION MODELS (ECM) (A Case Study in the Retail Trade Subsector Listed on the Indonesia Stock Exchange for the 2010-2019 Period)
(Solid State Technology Volume: 63 Issue: 4, 2020) Amaliawiati, Lia; Asyifa, Annisa; Dewi, Sherma May Sara; Ekasari, Veronica Juniar; Dewi, Visara May Sari
This study aims to analyze the effect, both in the short and long term, of profitability and macroeconomic variables on stock prices in the retail trade subsector in Indonesia. Return on equity (ROA) and earning per share (EPS) are proxies for profitability, while exchange rate (ER) and inflation (IFL) are proxies for macroeconomic variables. The data is only stationary in the first difference and has a cointegration relationship between variables so that the short-run balance is seen using Error Correction Model (ECM) analysis. This research uses panel data from 1999 to 2019. The results of the data test show that both in the long term and in the short term the effect on stock prices is earnings per share (EPS). Meanwhile, return on assets (ROA), exchange rate (ER), and inflation (IFL) have no effect on stock prices.
THE ANALYSIS OF PROFITABILITY AND MACROECONOMIC VARIABLES AFFECTING TO THE STOCK PRICES IN INDONESIA: AN APPROACH OF ERROR CORRECTION MODELS (ECM) (A CASE STUDY IN THE RETAIL TRADE SUBSECTOR LISTED ON THE INDONESIA STOCK EXCHANGE FOR THE 2010-2019 PERIOD)
(Solid State Technology, 2020) Amaliawiati, Lia; Asyifa, Annisa; Ekasari, Veronica Juniar; SariDewi, Visara May; SaraDewi, Sherma May
This study aims to analyze the effect, both in the short and long term, of profitability and macroeconomic variables on stock prices in the retail trade subsector in Indonesia. Return on equity (ROA) and earning per share (EPS) are proxies for profitability, while exchange rate (ER) and inflation (IFL) are proxies for macroeconomic variables. The data is only stationary in the first difference and has a cointegration relationship between variables so that the short-run balance is seen using Error Correction Model (ECM) analysis. This research uses panel data from 1999 to 2019. The results of the data test show that both in the long term and in the short term the effect on stock prices is earnings per share (EPS). Meanwhile, return on assets (ROA), exchange rate (ER), and inflation (IFL) have no effect on stock prices.
ANALYSIS THE INFLUENCE OF EFFECTIVENESS INTERMEDIATION FUNCTION BANKS ON EFFICIENCY BANK ( CASE STUDY : CONVENTIONAL BANKS AND ISLAMIC BANKS IN INDONESIA)
(11th International Annual Symposium on Management, Departement of Management Faculty of Business and Economics Universitas Surabaya, 2014-03-15) Amaliawiati, Lia; Lasmanah
Commercial banks can be said to be effective in intermediary function as an institutions intermediaries when followed by a high level of efficiency in their business activities . This study aims to determine: 1 . Is of banks ( measured by LDR or FDR ) influence on the efficiency of Conventional Banks and Islamic Banks ( measured by OEOI ) , 2 . Is there a difference level of effective intermediation function between Conventional Banks and Islamic Banks ? The analysis technique used by multiple regression is to obtain an overall picture of the relationship and influence between the dependent and independent variables , and used different tests to see the difference in the level of efficiency . The object of this research is a conventional banks and Islamic banks operating in Indonesia starting in April of 2010 ( the start time separated financial statements of a conventional bank and Islamic banks ) until September 2013 by using the times series of data monthly . The samples were used together with the population . The analytical method used is multiple regression analysis using secondary data and to determine the accuracy of the model testing of some of the underlying assumptions of classical regression models include test , multicollinearity , and autocorelations heteroscedatis , and use average different test analysis. LDR and FDR has a negative effect on ROA and showed statistically significant, it means that when the effective intermediation functiong of conventional banks and Islamic banks increases, there will be increase in efficiency (because the value OEOI down). Based on the average difference test showed that there were significant differences between the effectiveness of intermediation between Conventional Banks with Islamic Banks.
AUTOREGRESSIVE DISTRIBUTED LAG MODELING OF THE EFFECT MACROECONOMIC VARIABLES ON EXPORT GROWTH (Case Study: Indonesia)
(Solid State Technology Volume: 63 Issue: 3, 2020) Amaliawiati, Lia; Nursjanti, Farida
The purpose of this study is to analyze the short-term influence of macroeconomic variables on the growth of Indonesian exports and to find out how the growth of exports reacts to changes in the value of macroeconomic variables. The export price index, exchange rate, economic growth, inflation and the interest rate are the macroeconomic variables referred to. This research uses data from the time series 1999-2019. The use of the autoregressive distributed lag model shows that the export price index (lag -2) with a negative direction and the interest rate (lag -2) with a positive direction are the macro variables that influence export growth in the short run. In the long run, with a positive directional response to the interest rate and a negative response to the exchange rate, the interest rate and exchange rate variables are the variables that respond most to export growth.
COMPOSITE INDEX AND MACROECONOMIC VURNERABILITIES IN ADVANCED ECONOMIES (Case Study : Indonesia)
(International Journal of Psychosocial Rehabilitation, Vol.24, Issue 02, 2020) Amaliawiati, Lia; Nursjanti, Farida; Saudi, Mohd Haizam Mohd
This study examined the relation between the macroeconomic variables on the Indonesian composite index. The macroeconomic factors in Indonesia are exchange rate, GDP, inflation and interest rates. The study used time series data from 2010.1-2019.4 The results showed that the exchange rate, economic growth, inflation and interest rate did not influence the composite index, but were influenced by the composition of the variable itself (composite index) which lags 1 (1⁄4 aforementioned). There are no two paths, but only one direction, from the performance of the granger causality test. Analysis based on Impulse Response (IR) shows that CI reacts to short-term and stable macroeconomic transition shocks. And the 10-quarter Variance Decompition (VD) forecast, the Composite Index ' variety, firstly with inflation, second with interest rate, third with interest rate, and fourth with economic growth.
DYNAMIC RELATIONS BETWEEN MACROECONOMIC VARIABLES AND THE BANK PERFORMANCE IN INDONESIA: AN APPLICATION OF VECTOR ERROR CORRECTION MODEL
(Journal of Advanced Research in Dynamical & Control Systems, Vol. 11, 03-Special Issue, 2019) Amaliawiati, Lia; Saudi, Mohd Haizam Mohd; Sinaga, Obsatar
The purpose of this study is to analyze how the effects of fluctuations in macroeconomic variables are that measured by economic growth, inflation rates, exchange rates and interest rates on the performance of conventional banks in Indonesia as measured by ROA, NIM, NPL, BOPO, LDR. The method used in this study is Error Correction Model (VECM) to see the response of banking performance to the presence of macro variable shocks in the long and short term, the data used is the time series data from 2000 to 2016.The results showed that based on Impulse Response Function (IRF) analysis conventional banking performance has a short-term shock to fluctuations in macroeconomic variables while based on the Variance Decomposition Model (VD), in the long-term banking performance has little effect on fluctuations in macroeconomic variables.
THE EFFECT OF ASEAN FREE TRADE AREA (AFTA) ON INTRA-ASEAN TRADE
(4th Gadjah Mada International Conference on Economics and Business 2016,Fakultas Ekonomi & Bisnis Universitas Gadjah Mada, 2016-11-25) Amaliawiati, Lia
The ASEAN Free Trade Area (AFTA) was formed in 1992, the basic feature of the AFTA is the liberalization of trade in the region through the elimination of intra-regional tariffs and non-tariff barriers, AFTA is expected to make manufacturing sectors in ASEAN more efficient and lead to compete in the global market, This agreement continued into the ASEAN Economic Community (AEC) enforced starting January 2016. The aim of this study to investigate the effect of trade creation on intra-ASEAN trade among five ASEAN member countries. To analyze trade creation used modified of gravity model and this model will be estimated using least squares. The data used is panel data from 2000 to 2013 (before and after global crisis in 2008). The results show that there are trade creation (both before and after the economic crisis), it’s mean there is a shift in consumption domestic from high-cost imported goods from outside ASEAN countries to imports low cost from ASEAN member countries. Besides that coefficient value shows trade creation after the crisis is smaller than before the crisis reflects that the economic crisis has reduced the value of ASEAN trade
FORECASTING INDONESIA’S ELECTRICITY CONSUMPTION PER CAPITA USING ARIMA MODEL
(International Journal of Psychosocial Rehabilitation, Vol.24, Issue 02, 2020) Nursjanti, Farida; Amaliawiati, Lia
Precise electricity consumption predictions play an important role in managing electricity and in developing the economy. Forecasting electricity usage therefore is imperative. This study examined the per capita electricity consumption of Indonesia in order to find the appropriate ARIMA model for the variable estimate. The data series used electricity consumption per capita in Indonesia from 1980 to 2014.In the assignment of appropriate (p, d, q) values in ARIMA, the parameters for ACF and PACF were taken into account as well as stationary data. The optimal model is then determined by selecting the one with the lowest Akaike Information Criterion (AIC), the Root Mean Squared Error (RMSE), Mean Absolute Error (MAE), and the Mean Absolute Percentage Error (MAPE). The simulation findings showed that the ARIMA (1,1,0) model was statistically suitable to predict electricity consumption per capita in Indonesia.
HOW TO ASSESS YOUR SUBORDINATES' CREATIVE POTENTIAL?THE DEVELOPMENT OF A COMPUTATIONAL MODELINGAND ITS IMPLEMENTATION IN CREATIVE INDUSTRY
(APMBA International Conference on Management and Business Science (AICMBS) 2014,Management Department, Faculty of Economics and Business University of Brawijaya, 2014-12-11) Setiadi, Nugroho J.; Boediprasetya, Agoestiana; Amaliawiati, Lia
The desire to stimulate the creativity of the workers also lies on the manager. Sometimes managers often lose their way in to provide the levels of creativity for their subordinates, and often justify the method which it built in the personality of the workers. Understandably, to develop attitude, mental and creative behaviour is not easy. This study provides insights on how the potential creativity of a person is measured from the aspect of personal (personality) using software applications that help companies or the management in choosing employees, develop workers, and identify potential talent. This measurement was formulated in the form of index scale.The use of this computational modeling provides a clearer picture through the identification of worker‘s creative characteristics that forming the nature of changes.
THE IMPACT OF GOVERNMENT EXPENDITURES IN EDUCATION AND INTERNET PENETRATION ON GDP PER CAPITA IN INDONESIA
(Solid State Technology Volume: 63 Issue: 3, 2020) Nursjanti, Farida; Amaliawiati, Lia
Government expenditure on education and health has important role to play in the form of stimulating the economy. Internet penetration as a part of the Information and Communication Technology (ICT) is also believed to be a significant contributor towards social and economic development. This study examined the trends as well as effects of education government expenditure, health expenditure, and internet penetration on the per capita GDP in Indonesia using econometrics model with Ordinary Least Square (OLS) and Error Correction Model (ECM) methods. The findings revealed that government education expenditure had positive effect on GDP per capita in the long-run and in the short run. Government expenditure on health was found to be insignificantly related to GDP per capita in the long run and in the short run. Internet penetration had positive effect on GDP per capita in long run and insignificantly related to GDP per capita in the short run.
IMPLEMENTION OF STUDENT CENTERED LEARNING MODEL IN TEACHING LEARNING PROCESS TO INCREASE THE STUDENTS’ PERFORMANCE AND CORE COMPETENCY
(11th Annual SEAAIR Conference, 2011-11-04) Amaliawiati, Lia; Murni, Asfia; Wirahmana, Wawan
the low quality of the passing grade students of micro and macro economics is the main reason in formulating a new learning model. low passing grade is predicted as the subjects are less interesting to learn, beside that an understanding of the concept of learning among students is very low. based on observed present model of study applied is still teacher centrality, in which the students' activities are still less than lecturers, so that it is needed a model of student centrality. efforts in creating student centrality will be designed and implemented a learning model student centered learning (scl) by using the method of inquiry and methods of discovery. the implementation of this model is expected able to change teaching learning process in the classroom from teacher centrality to student centrality. the aims of changing the learning model to motivate and to give simulation to students in order to increase the power of their contemplative faculties both hard skills and soft skills so they are able to increase their performance and core competency. We observed the data from the questionnaire and will use samples of students taking subject in micro economics and macro economics and then analyze it using the descriptive method of analysis. The results would contribute to the continuance of this program
THE INFLUENCE OF MONETARY POLICY (BI RATE) ON PROFITABILITY OF COMMERCIAL BANKS IN INDONESIA
(Universitas Surabaya, 2013-03-13) Amaliawiati, Lia; Winarso, Eddy
ABSTRACT One of the monetary policy of the Central Bank Indonesia interest rate is called BI rate (Bank Indonesia Rate), changes in the BI rate will affect the money market interest rates, deposit rates and lending rates although the mechanism of monetary policy is in the process requires time (time lag). BI rate effectively influence the performance of the bank. Determination of interest rates either by bank management is one of the keys to success in obtaining bank profits (profitability by using ROA and NIM). This study aims to: (1) analyze how the effects of changes in the BI rate to the level of bank profitability (ROA and NIM), (2) How long does it take (time lag) changes effective BI rate will significantly influence the level of profitability, and (3) what variables affect the profitability of the conventional banks. Analytical techniques that will be used in this study is multiple regression is to obtain an overall picture of the relationship and influence between the dependent and independent variables. The object of research is the profitability of conventional commercial banks listed on the Indonesia Stock Exchange since November 2005 (the year from the enactment of the BI rate) through October 2012 using data times series monthly. Determination of the sample is using simple random sampling. Methods of analysis using multiple regression analysis based on secondary data, and to determine the accuracy of the model tested on some classical assumptions underlying the regression models include the test for normality, multicolinearity, and autocorrelation heteroscedasticity. BIRate has negative effect on ROA and showed a statistically significant number, but BI Rate did not show a statistically significant rate by setting the standard error of 5% on NIM and has negative direction. Influential BI Rate to ROA is happened with 1 month time lag, meanwhile BI Rate was not having an effect on the NIM with 1 month time lag. Based on the semi‐partial correlation coefficients, BIRate very great influence in determining of ROA ranks, meanwhile Operational Cost to Operational Income (OCTOI) is great influence to determine of NIM, while BI Rate ranks last of the NIM Keywords: BI Rate, Loan Rate, LDR, CAR, OCTOI, NPL, ROA and NIM
PENGARUH ASEAN- CHINA FREE TRADE AREA (ACFTA) PADA PERDAGANGAN INDONESIA
(Sustainable Competitive Advantage-4, Fakultas Ekonomi dan Bisnis Universitas Jenderal Soedirman, 2014-11-19) Amaliawiati, Lia; Murni,Asfia
The ASEAN- China Free Trade Area (ACFTA) signed on November 4th, 2004 aimed at creating free trade area between ASEAN countries and China where it was achieved by eliminating or reducing trade barriers either toward tariff or nontariff goods in order to improve ASEAN and China society welfare. Principally, free trade among countries should give benefits to them, it means after signing free trade agreement, ASEAN countries and China should get more benefits than before, such as increasing efficiency and effectiveness of production in order to compete with others, one of tools to measure the benefits is “trade creation” as the positive impact and “trade diversion” as the impact of loses which is preferential among these countries. To analyze “trade creation” and “trade diversion” used modified of gravity model. It finds the empirical that ACFTA has given rise to trade creation as a whole country members but had no impact on Indonesia's trade, on the other side that ACFTA has reduced “exports trade diversion” and improving “import trade diversion”.
PENILAIAN KESEHATAN BANK (BKB)
(FOKUS : Jurnal Akuntansi dan Manajemen Fakultas Ekonomi, Volume 1, 2001-08) Amaliawiati, Lia
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THE PREDICTION OF FINANCIAL DISTRESS ANALYSIS AND ITS IMPLICATION TO STOCK PRICE’S SUB SECTOR TRANSPORTATION IN INDONESIA STOCK EXCHANGE PERIOD 2007-2011
(11th International Annual Symposium on Management, Departement of Management Faculty of Business and Economics Universitas Surabaya, 2014-03-15) Lasmanah; Amaliawiati, Lia; Lestari, Larasati
Based on data from the Investment Coordinating Board (BKPM) showed that one of the rertiary sector decreased the decreasing of investments in the tertiary sector one more for the transportation sector. The Impairment of investment in the transportation sector gives an indication of changes in the expectations of the shareholders to invest in this sector. The Low investment realization led to the company's performance decrease, then the companies have financial distress. To predict the condition of the company's financial distress can use the method of Altman Z-Score. Through the prediction of company’s financial distress can analyze the company's stock price movements. Therefore, the purpose of this study is to predict financial distress and its influence of stock price on the transportation sector in Indonesia Stock Exchange. This study is an explanatory survey using descriptive analysis and verification methods. Statistical correlation analysis, regression, the coefficient of determination and hypothesis testing is used in this study. The results show that the prediction of financial distress’s transfortation sub sector influenced the stock price of transportation sector listed on Stock Exchange positifly and significance.

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