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KAITAN KONDISI MAKROEKONOMI DENGAN NON PERFORMING FINANCING BERDASARKAN SEKTOR EKONOMI PADA PERBANKAN SYARIAH DI INDONESIA

Jurnal Keuangan dan Perbankan: Volume 20, Nomor 1, Januari 2016
Journal from JIPTUNMERPP / 2017-10-02 10:17:55
Oleh : Nunung Nuryartono ; Imam Teguh Saptono ; Guruh Herman WasÂ’an, Diploma 3 of Banking and Finance Merdeka University Malang
Dibuat : 2016-01-01, dengan 0 file

Keyword : Non Performing Financing, economic sector, macroeconomic
Url : http://drive.google.com/file/d/0B0uNqoBLtJGvNHdsVVZYcWRHbXM/view?usp=sharing

This study attempts to identify the effect of macroeconomic variables to Non Performing Financing (NPF) based on economic sector of Islamic banking in Indonesia. The macroeconomic variables used in this study are Sertifikat Bank Syariah Indonesia (SBIS), Industrial Production Index (IPI), inflation, and exchange rate.The data usedin this studyis amonthly time series dataandsecondaryin the period January 2009 to December 2014.The analytical methodused isVector Error Correction Model (VECM).Based on the result of simulating Variance Decomposition (VD) and Impulse Response Function (IRF), it is found that, exchange rate tends to be the innovation of the smallest in the short-term and long-term. The conclusion that in the short term or long term, changes in macroeconomic variables affects the NPF of the four sectors with the amount of variability of thirty to fifty percent, which NPF agriculture, forestry and agricultural inputs, mining, industry, and transport, storage and communication.

Deskripsi Alternatif :

This study attempts to identify the effect of macroeconomic variables to Non Performing Financing (NPF) based on economic sector of Islamic banking in Indonesia. The macroeconomic variables used in this study are Sertifikat Bank Syariah Indonesia (SBIS), Industrial Production Index (IPI), inflation, and exchange rate.The data usedin this studyis amonthly time series dataandsecondaryin the period January 2009 to December 2014.The analytical methodused isVector Error Correction Model (VECM).Based on the result of simulating Variance Decomposition (VD) and Impulse Response Function (IRF), it is found that, exchange rate tends to be the innovation of the smallest in the short-term and long-term. The conclusion that in the short term or long term, changes in macroeconomic variables affects the NPF of the four sectors with the amount of variability of thirty to fifty percent, which NPF agriculture, forestry and agricultural inputs, mining, industry, and transport, storage and communication.

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PropertiNilai Properti
ID PublisherJIPTUNMERPP
OrganisasiDiploma 3 of Banking and Finance Merdeka University Malang
Nama KontakDra. Wiwik Supriyanti, SS
AlamatJl. Terusan Halimun 11 B
KotaMalang
DaerahJawa Timur
NegaraIndonesia
Telepon0341-563504
Fax0341-563504
E-mail Administratorperpus@unmer.ac.id
E-mail CKOwsupriyanti@yahoo.com

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  • Editor: Wiwik Supriyanti, Dra. SS.