Idah Zuhroh
Universitas Muhammadiyah Malang

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PREDIKSI INFLASI INDONESIA DENGAN MODEL ARTIFICIAL NEURAL NETWORK Wahyuningsih, Diah; Zuhroh, Idah; Zainuri, -
Journal of Indonesian Applied Economics Vol 2, No 2 (2008)
Publisher : Department of Economics, Faculty of Economics and Business, Universitas Brawijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (858.039 KB) | DOI: 10.21776/ub.jiae.2008.002.02.7

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This research examines and analyzes the use of Artificial Neural Networks (ANN) asa forecasting tool. Specifically a neural network’s ability to predict future trends ofinflation is tested. Accuracy is compared against a traditional forecasting method,multiple linear regression analysis. Finally, the probability of the model’s forecastbeing  correct  is  calculated  using  conditional  probabilities. While  only  brieflydiscussing  neural  network  theory,  this  research  determines  the  feasibility  andpracticality of using neural networks as a forecasting tool for inflation in Indonesia.This study builds upon the work done by Edward Gately in his book Neural Networksfor Financial Forecasting. This research validates the work of Gately and describesthe  development of  a  neural network  that  achieved an  86  percent probability  ofpredicting an  inflation  rise, while multiple  regression  analysis  is only  to predictinflation that achieved a 16%.  It was concluded that neural networks do have  thecapability to forecast inflation and, if properly trained, we could benefit from the useof this forecasting tool.Keywords: neural networks,  inflation,  time  series analysis,  forecasting, artificialintelligence
DAMPAK PERTUMBUHAN NILAI TUKAR RIIL TERHADAP PERTUMBUHAN NERACA PERDAGANGAN INDONESIA (SUATU APLIKASI MODEL VECTOR AUTOREGRESSIVE, VAR) Zuhroh, Idah; Kaluge, David
Journal of Indonesian Applied Economics Vol 1, No 1 (2007)
Publisher : Department of Economics, Faculty of Economics and Business, Universitas Brawijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (393.087 KB) | DOI: 10.21776/ub.jiae.2007.001.01.3

Abstract

This study aimed to test the impact of the growth of real exchange rate towards thegrowth of  Indonesian trade balance by using Vector Autoregressive  (VAR) Model.By  using quarterly data  from 1983.1  to 2005.4 periods,  the  result obtained  is  inaccordance with  other  countries which  response  positively  the  depreciation  ofexchange rate in long term or follow the phenomenon of J-curve. However, the rate ofgrowth is still weak in explaining the growth of trade balance because the model isonly significant estimates at á and based on the decomposition of variation of growthsurprises of real exchange rate is only 2.7% in average which explained the variationof trade balance growth.Keywords: J­curve, real exchange rate, trade balance Vector Autoregressive.
THE IMPACTS OF AFTA-COMMON EFFECTIVE PREFERENTIAL TARIFFS ON THE TRADE DIVERSION AND TRADE CREATION OF SYNTHETIC RUBBER AND FACTICE FROM OIL IN INDONESIA Amir, Faizal; Zuhroh, Idah
Muhammadiyah International Journal of Economics and Business Vol. 1, No.1, 2018
Publisher : Asosiasi Fakultas Ekonomi dan Bisnis Perguruan Tinggi Muhammadiyah

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Abstract

Rubber and its products are one of the exported commodities listed in Indonesia’s ten primary exported commodities (Ministry of Trade 2015). Different from other rubber products, the impor of synthetic rubber and factice from oil have increased significantly since the establishment of the AFTA-CEPT with approximately 7 thousand registered products in the Inclusion List (IL) in 2002. This study aimed to analyze the competitiveness of synthetic rubber and factice krom oil among the members of AFTA countries and analyze the impacts of trade creation and Trade diversion on the implementation of the CEPT-AFTA on synthetic rubber and factice oil krom Indonesia, particularly in the 11 countries of origin of imports during the period from 2001 to 2013 by using a gravity model, which was analyzed using static data panel. Based on the results of RCA (Revealed Comparative Advantage), the competitiveness of synthetic rubber and factice oil from Indonesia is very low among four ASEAN countries, while Thailand is the top exporting countries in ASEAN region. The results of the panel data analysis showing variables which have positive influence are Indonesia’s real GDP and real GDP of the country of origin of imports, while variables with negative effect are economic distance and Indonesia’s real exchange rate compared to the country of origin of imports. The implementation of AFTA-CEPT brought against Trade diversion and creation of synthetic rubber and factice oil from Indonesia will have impacts on the existence of trade creation because part of the domestic production of synthetic rubber Ana factice oil from Indonesia will be replaced with imports from member countries and there is on trade diversion.
DINAMIKA DERAJAT PERSAINGAN INDUSTRI PERBANKAN INDONESIA Zuhroh, Idah
Journal of Innovation in Business and Economics Vol 5, No 2 (2014)
Publisher : Faculty of Economics and Business, University of Muhammadiyah Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (103.035 KB) | DOI: 10.22219/jibe.v5i2.2268

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This study aims to investigate the dynamics of the degree of competition in the banking industry in Indonesia, especially in the banking consolidation period ( 2000 -2008)  is measured from the concentration ratio (CR 8) and Learner index. Samples were grouped into eight largest bank size (CR8) and outside CR8. The findings indicate that during the consolidation period (2000 -2006), concentration ratio tend to decrease  of 70% towards 62%. But after  periode 2006, concentration index is  constan. Degree of competition   by largest  bank size  (CR8)  indicated by an Learner  index greater and is likely to increase rather than smaller  bank size  (outside CR 8). This gives a signal that  largest bank size  have more market power to direct output prices  ( credit ) above marginal cost  compared to the group of banks outside of CR 8.
PENGUATAN LABORATORIUM BANK SYARIAH UNTUK MENDUKUNG PERKEMBANGAN INDUSTRI KEUANGAN SYARIAH Zuhroh, Idah
Journal of Innovation in Business and Economics Vol 3, No 1 (2012)
Publisher : Faculty of Economics and Business, University of Muhammadiyah Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (146.009 KB) | DOI: 10.22219/jibe.v3i1.2223

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Islamic banking in the last two decades has grown rapidly.  This rapid progress is inseparable from the government attempts to makeIslamic banking Islamic financial world as a trendsetter. However, tomake Indonesian Islamic banking as a trendsetter Islamic finance in Asia still faces obstacles, especially the availability of human resources from theuniversity. Role of the real banking Laboratory very urgent to provide a source for learning as well associalization media education on academic community . This paper seeks toprovide an overview based on the author?s experience to establish a laboratory, starting from the pioneering phase to the technical implementation of the synergy with student learning model.
Analisis Kinerja Industri Perbankan Syariah Zuhroh, Idah
Intermediasi Vol 5, No 1 (2009)
Publisher : Departmen Vocational Financial and Banking

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Abstract

 This research aims to evaluate the performance of Sharia Banking industry from the aspects of : asset control, third party fund accumulation (DPK), and the ability of bank to distribute funds. Aside from that , the bank performance will be analyzed from financial ratio indicator referring to bank health assessement by Indonesian Central Bank using CAMEL. Sharia bank performance is emphasized more on it position in the National Banking Industry. Data gathered based on publication of Indonesion Central Bank statistics, while the sample is required only for examining the financial ratio based performance, comprising from the period of 2001-2005.The result of the research show that sharia banking has good performance indicating from the highest asset growth, third party fund accumulation (DPK), and also positively consistent funding and the increased tendency in market segment and position in the National Banking Industry, even if is relatively low (less than 2%). T test analysis with significant level of 5% show that sharia bank has leveled with National Banking Industry from the aspect of capital ratio, while asset quality perceived from non performing financing is higher than the National Banking Industry. From efficiency perspectives, Sharia Banking only has better performance than BUSN non Reserve, but is left behind compare to BPD.The ability in achieving profitability for Sharia Banking is leveled with Bank Persero, BUSN Reserve or even National Banking Industry. Compare to BUSN non Reserve, Sharia bank is significantly better in performance, however it is lagging compare to two other bank group , which are : Mixed Bank and Foreign Bank . The examination on liquidity reveals that banks in the industry are just over –liquid, while sharia bank reside under the minimum liquidity requirement, it is imposing that sharia bank has better FDR(Financing to Deposit compare to the other groups of bank in the National Banking Industry without having to sacrifice their asset quality. This is supported with low NPF bay Sharia Bank.Keywords : Sharia Bank, Performance, National Banking Industry.
ANALISIS PERMINTAAN KREDIT INVESTASI PADA BANK SWASTA NASIONAL DI JAWA TIMUR Ningsih, Daryanti; Zuhroh, Idah
Jurnal Ekonomi Pembangunan Vol 8, No 2 (2010): Jurnal Ekonomi Pembangunan
Publisher : Pusat Pengkajian Ekonomi dan Kebijakan Publik

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (238.499 KB) | DOI: 10.22219/jep.v8i2.3608

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This research aims to know influence of mount rate of interest of investment credit and inflation to investment credit of demand in national state bank east java. In this research use sekunder data which have been publicated by Bank of Indonesia and use double linier regretion and using eviews program. The solution focused at growth of investment credit of demand in national state bank at east java. From the result analyse obtained that both of the variable used in this model, channelization investment credit still very base on level of rate of credit and inflation. For a while from test conducted by hypothesizing test obtained rate credit have effect significant to investment credit of demand in national state bank east java, inflation no have effect significant to investment credit of demand in national state bank at east java
KOMPARASI KINERJA KEUANGAN BANK NASIONAL DAN BANK ASING TAHUN 2010-2014 Subuh, La; Zuhroh, Idah; Abdullah, Muhammad Faisal
Jurnal Ekonomi Pembangunan Vol 14, No 2 (2016): Jurnal Ekonomi Pembangunan
Publisher : Pusat Pengkajian Ekonomi dan Kebijakan Publik

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (315.05 KB) | DOI: 10.22219/jep.v14i2.3892

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The purpose of this research was to know the profile of the financial performance of national banks and foreign banks and better financial performance between national bank with foreign banks. Analysis tool used was the test of normality and independent sample t-test. Research results showed that foreign banks are better than CAR aspect ratio, ROA and BOPO whereas national bank better than KAP and aspect ratio LDR. Then you coould take the conclusion that financial performance was better than foreign banks on the financial performance of national bank. Significant differences between the foreign banks and the national bank were at the ratio of CAR, ROA, and LDR, BOPO. Then that there was no significant difference in the ratio was KAP. Based on the determination of the level of health of the banks, both foreign and National Banks  were are on health predicate.
ANALISIS KUALITAS PEMBIAYAAN PERBANKAN SYARIAH TAHUN 2006-2010 Indriana, Dewi; Zuhroh, Idah
Jurnal Ekonomi Pembangunan Vol 10, No 2 (2012): Jurnal Ekonomi Pembangunan
Publisher : Pusat Pengkajian Ekonomi dan Kebijakan Publik

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (606.294 KB) | DOI: 10.22219/jep.v10i2.3723

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The research is quantitative descriptive research done in three banks titled: “Analysis of Financing Quality in Syariah Banks Period 2006-2010”. The research purpose is to find out how much given debt influence  and Loan to Assets Ratio (LAR) to Non Performing Loan. In this research, researcher took hypothesis that there’s a significant influence between given debt, Loan to Assets Ratio (LAR) to Non Performing Loan in Syariah Banks period 2006-2010. From the result, it is found determination coefficient (R2) for data regression 0,467. It means that independence variable altogether are able to explain 47% variance of dependent variables, which is Non Performing Loan. Then from t test, it is found that given-debt variable has significant influence to NPL, it is proven that Tcount > Ttable, while LAR has unsignificant influence, it’s proven that Tcount < Ttable and after f test, it is found that given-debt variable and LAR overall has significant influence to NPL.  From data analysis done at once, it’s shown that debt variable given has more significant result to NPL than LAR, which is 0,677%. 
PENGARUH SUKU BUNGA LUAR NEGERI FEDERAL RESERVE (THE FED), NILAI TUKAR RUPIAH/US $ DAN INFLASI TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA PERIODE 2006-2008 Misgayanti, .; Zuhroh, Idah
Jurnal Ekonomi Pembangunan Vol 7, No 1 (2009): Jurnal Ekonomi Pembangunan
Publisher : Pusat Pengkajian Ekonomi dan Kebijakan Publik

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (249.362 KB) | DOI: 10.22219/jep.v7i1.3580

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The hypothesis are guess that Fed Rate negative influence to jakarta stock composite  index, guess that foreign exchange negative influence to jakarta stock composite  index and inflation negative influence to jakarta stock composite  index. Analysis instrument to knowing influence of fed rate, foreign exchange and inflation are use multiple linier regression analysis. To know what is the reach of independent variable influence to dependent variable use a hypothesis testing with a partial test (t test), simultant test (f test) and to knowing how the independent variable representative to dependent variable use a godness of fit (R2). The results of hypothesis analysis shows that Fed rate, foreign exchange and inflation have a simultant significant influence to jakarta stock composite  index. The evidence from the results shows that F test > F table (35,51624>2,95).  Partial test shows that Fed rate has negative influence to jakarta stock  composite index which t test > t table ((-6.016280 >2,048), foreign exchange has not influence to jakarta stock composite index with level a significant 5% and inflation has negative influence to jakarta stock composite index.