Since 2014
The effect of macroeconomic variables on non performance financing of Islamic Banks in Indonesia
Economic Journal of Emerging Markets
View Archive Info| Field | Value | |
| Title |
The effect of macroeconomic variables on non performance financing of Islamic Banks in Indonesia
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| Creator |
Iriani, Latifah Dian
Yuliadi, Imamudin |
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| Subject |
Economic
Islamic Bank, Impulse Response, Financial Stability, macroeconomic, inflation E5, E6, G2 |
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| Description |
This research is going to discuss about the determinant macro variables and bank’s behavior determinant credit risk on Islamic rural bank in Indonesia. It could be seen on macro variables such as inflation, exchange rate, Jakarta I slamic index (JII) and money supply (M2), and bank’s behavior such as financing. Research methodology used at this study is Vector Error Correction Model (VECM). Following these procedures, it applies Unit Roots Test, Augmented Dickey Fuller Test, Lag Length Criteria Test, Correlation Matrix – Johansen Julius Co-integration Test, VECM Estimation, Impulse Response and Variance Decomposition Test. The result show that both bank behaviors and macroeconomic variables are significant affecting non-performing financing (NPF). The banking need more careful to manage internal and external factors that influence non-performing financing (NPF).
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| Publisher |
Universitas Islam Indonesia
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| Contributor |
—
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| Date |
2015-10-01
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — quantitative approach |
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| Format |
application/pdf
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| Identifier |
http://journal.uii.ac.id/JEP/article/view/4283
10.20885/ejem.vol7.iss2.art5 |
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| Source |
Economic Journal of Emerging Markets; Volume 7 Issue 2, 2015; 120-134
2502-180X 2086-3128 |
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| Language |
eng
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| Relation |
http://journal.uii.ac.id/JEP/article/view/4283/3786
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| Coverage |
developing countries
macro variables such as inflation, exchange rate, Jakarta I slamic index (JII) and money supply (M2), and bank’s behavior such as financing public services |
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| Rights |
Copyright (c) 2016 Economic Journal of Emerging Markets
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