ANALISA FAKTOR MAKRO EKONOMI YANG MEMPENGARUHI KINERJA BANK SYARIAH DI INDONESIA

Rinto Noviantoro

Abstract


The author would like to discuss the analysis of macro-economic factors that affect the performance of Islamic banks in Indonesia. Analysis used in this study is the method of Vector autoregression (VAR) or Vector Error Correction Model (VECM) to process some of the data time series. Vector Autoregression (VAR) will be used to analyze the influence of macro-economic on the performance of Islamic banks, if the data used is stationary and does not terkontegrasi, or be combined with the error correction model into a Vector Error Correction Model (VECM) if the data used are stationary at first difference however there is cointegration. Of Research (1) Factors macroeconomic affect the performance of Islamic banks for indicators ROE Islamic banking is based on the analysis of IRF that inflation is positive and the exchange rate is a negative effect, while the IPI and the SBI interest rate does not affect ROE. (2 ) the results of the analysis of IRF that IPI which influence positively and the SBI interest rate negatively, while inflation and the exchange rate does not affect the ROA. (3) based on an analysis of IRF ie inflation which influence positively and IPI negatively, while the interest rate SBI and the exchange rate does not affect the FDR. (4) the results of the analysis of IRF that IPI which influence positively and negatively affect inflation, while the SBI interest rate and the exchange rate does not affect BOPO.


Keywords


VECM; ROA; ROE; SBI

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