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All Journal ETIKONOMI Jurnal Ekonomi Kuantitatif Terapan Jurnal Keuangan dan Perbankan Jurnal Ekonomi dan Pembangunan Indonesia JEJAK Media Ekonomi dan Manajemen Manajemen Krida Wacana JSEH (Jurnal Sosial Ekonomi dan Humaniora) AKSES: Jurnal Ekonomi dan Bisnis Jurnal Ekonomi & Studi Pembangunan JDE (Journal of Developing Economies) Syntax Literate : Jurnal Ilmiah Indonesia Buletin Ekonomi Moneter dan Perbankan Bahtera Inovasi Media Ekonomi JEPI Economic and Finance in Indonesia

Mahjus Ekananda

Department Of Economics, Faculty Of Economics And Business, Universitas Indonesia, West Java

Author-ID : 258417

Humanities Chemical Engineering, Chemistry & Bioengineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Industrial & Manufacturing Engineering Law, Crime, Criminology & Criminal Justice Social Sciences Other

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ANALISIS PENGARUH VOLATILITAS NILAI TUKAR PADA EKSPOR KOMODITI MANUFAKTUR DI INDONESIA PENERAPAN ESTIMASI DENGAN MENGGUNAKAN DISTRIBUSI LAG POISSONS PADA PERSAMAAN NON LINEAR SEEMINGLY UNRELATED REGRESSION Dr. Mahyus Ekananda MM., MSE
Buletin Ekonomi Moneter dan Perbankan Vol 7 No 2 (2004)
Publisher : Bank Indonesia

The purpose of this paper is to explain the uncertainty of exchange rate volatility effect to international trade. Its effect to international trade, specially quantity of export, come from accumulation exchange rate fluctuation from several lag. For the record, some previous researches which found out the impact of exchange rates on trade did not consider some of the things. First, the existence of inconstancy on trade. Namely, depend on the change of elasticity along the time of observations. Secondly, the number of lag in independent variable which is needed in order to record the highest impact. Third, there is an accumulation of impact in some previous period. The industry with lower import content become easier to maintain the export level. Export adjustment will occure with different time. This paper found that the industry with lower import content has faster export adjusment than higner import content. The data will separate into two different import content. The industry with higher import content will reduce the export if exchange rate volatility increase.The other purpose of this paper is to explain the algorithm solution for system equation which has non linier form in its parameter, especially in system equation of seemingly unrelated regression. Particularly, this paper will discuss the model formation by inserting poissons probability function, which cause the non linier form. Inserting poissons distibution probablity to equation of trade can estimate the time of adjustment that has a best distribution. Then, this paper will explain the implementation that had been done by Ekananda (2003) about poisons probability function on system equation, the dynamics of equation and the simultaneous equation by using Hausman algorithm (1975).

DISINTERMEDIASI FUNGSI PERBANKAN DI INDONESIA PASCA KRISIS 1997 : Faktor Permintaan Atau Penawaran Kredit, Sebuah Pendekatan Dengan Model Disequilibrium Harmanta Harmanta; Dr. Mahyus Ekananda
Buletin Ekonomi Moneter dan Perbankan Vol 8 No 1 (2005)
Publisher : Bank Indonesia

The goal of this paper is to analyze the determinants of bank credit declining, whether is dominated by the supply or the credit demand, post the financial crisis in Indonesia. This paper is a sort of New Keynesian approach, which pre assume the imperfectness of the credit market and hence create disequilibrium.Using the switching regression model and Maximum Likelihood Estimation to determine the probability of supply or demand determination, the result shows the existence of excess demand of credit during the crisis period, 1997/ 1998, confirming the credit crunch situation. After the crisis, the condition is reversed, where the credit supply is higher than the credit demand. The two findings implicitely shows the inflexibility of interest rate to equalize the credit market.JEL: D43, D82, E44, E51Keywords : Disintermediasi, kredit, disequilibrium, maximum likelihood, persamaan simultan, switching regression

MACROECONOMIC CONDITION AND BANKING INDUSTRY PERFORMANCE IN INDONESIA Mahjus Ekananda
Buletin Ekonomi Moneter dan Perbankan Vol 20 No 1 (2017)
Publisher : Bank Indonesia

The ratio of non-performing loan (NPL) and capital adequacy ratio (CAR) is still a measure of bank soundness in various countries including Indonesia. Interdependence acros bank’s condition, diversity of the size, market structure within banking industry, and macroeconomic variables, may be very complex and dynamic. This paper utilizes the advantage of PVAR model on capturing this complexity to analyze the dynamic relationship between the macroeconomic variables and the soundness of the banks. The result shows NPL of banks with small asset will increases rapidly when interest rate fluctuates. For banks with large asset, the increase in interest rates leads to larger reduction on their CAR. On the other hand, the result shows banks with smaller capital are less able to adapt quickly to an increase in NPL due to exchangerate depreciation, therefore banks with smaller capital should be cautious about the exchange rate risk.

Co-Authors Abdul Azis Ashadi Asral Rawang Etty Puji Lestari Fatia Fatimah Harmanta Harmanta Jhanghiz Syahrivar Kristian Coernia Abijoso Lusy Farina Mohamad Egi Destiartono Mukhammad Syarifuddin Novrianti Putri ardely Partini, Ni Putu Dewi Prasasti, Sri Rejeki Rawang, Ashadi Asral Syofriza Syofyan Syuparman Syuparman

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