scholarly journals DAMPAK VARIABEL MAKRO EKONOMI TERHADAP PERMINTAAN PEMBIAYAAN MURABAHAH PERBANKAN SYARIAH

2017 ◽  
Vol 5 (1) ◽  
Author(s):  
Rima Dwijayanty
Keyword(s):  
Exchange Rate ◽  
Multiple Regression ◽  
Secondary Data ◽  
Islamic Banking ◽  
Macroeconomic Variables

Abstract. This research was conducted  to to determine the effect of macroeconomic variables on the demand for Islamic banking murabaha financing, so as to provide an explanation that in this case the rate of inflation, exchange rate, and the BI rate has an influence on murabaha financing demand.This research uses secondary data from Indonesian Banking Statistics and Sharia Indonesian Banking Statistics from period of January 2010 until Desember 2015  using verificative and descriptive methods.  Analyze is using multiple regression with EViews. The result shows simultaniously macroeconomic variables affect simultaneously on murabaha financing demand. While partial variabel Rate of Inflation and Exchange rate  positively influence significantly to murabaha financing demand. Meanwhile BI Ratenegatively influence significantly to murabaha financing demand.

scholarly journals ANALISIS PENGARUH FAKTOR VARIABEL MAKROEKONOMI TERHADAP JAKARTA ISLAMIC INDEX (JII) PERIODE 2010 – 2013

2014 ◽  
Vol 3 (2) ◽  
Author(s):  
Herni Ali
Keyword(s):  
Exchange Rate ◽  
Interest Rates ◽  
Regression Models ◽  
Secondary Data ◽  
Macroeconomic Variables ◽  
Multiple Regression Models ◽  
Negative Effect ◽  
The Exchange Rate ◽  
The Relationship ◽  
Positive Effect

The aim of this study is examining the relationship between cointergration and causality levels of Exchange Rate, GDP, BI interest rates and inflation on Islamic Capital Markets. The data used in this study is a quantitative secondary data in the form of time series of the period January 2010 to December 2013. The test were conducted with the approach of multiple regression models with variable index research JII (Y), the exchange rate (X1), GDP (X2) , BI rate (X3) and inflation (X4) as for hypothesis testing performed using SPSS statistical software. From the results obtained by testing the hypothesis that: a positive effect on the exchange rate, positive effect on GDP, interest harga sewa rates BI negative effect and inflation positive effect on JII. Simultanious testing into four macroeconomic variables affect the JII.DOI: 10.15408/sjie.v3i2.2061   

scholarly journals Pengaruh Faktor Makroekonomi terhadap Pembiayaan Bermasalah

2018 ◽  
Vol 1 (1) ◽  
Author(s):  
Herni Hernawati ◽  
Oktaviani Rita Puspasari
Keyword(s):  
Exchange Rate ◽  
Positive Impact ◽  
Model Performance ◽  
Secondary Data ◽  
Sampling Technique ◽  
Islamic Banking ◽  
Panel Regression ◽  
Statistical Research ◽  
Macroeconomic Factors ◽  
Descriptive Method

The purpose of this research was conducted to determine and test the influence of macroeconomic factors in the form of inflation, BI Rate and exchange Rate (kurs) toward non performing financing. Population in this research is the Islamic Banking industry in Indonesia among 2010-2016. The sampling technique used is purposive sampling where the sample is selected based on the criteria determined by the writer.The data used is secondary data sourced from the official website of each Islamic Banking.To know the influence of  inflation, BI Rate and exchange Rate (kurs) toward non performing financing this research used eviews as statistical research tool. The research method used descriptive method with quantitative approach. This research used panel regression analyst model performance by using the four classical assumption which are normality, multicollinearity, autocorrelation and heteroscedasticity.The results show inflation has a positive impact and not significant on non performing financing (NPF), BI Rate and exchange Rate (kurs) have positive and significant effect on non performing financing (NPF).Key words: Inflation, BI Rate, Exchange Rate, Non Performing Financing (NPF)JELclassificationis : E44, G01, G21, G28, G32

scholarly journals Assessment of Macroeconomics Determinants on Islamic Banking Profitability and Liquidity in United Arab Emirates and Tanzania

2021 ◽  
pp. 17-28
Author(s):  
Omar Salim Ali
Keyword(s):  
United Arab Emirates ◽  
Statistical Significance ◽  
Unit Root Test ◽  
Secondary Data ◽  
Islamic Banking ◽  
Islamic Banks ◽  
Macroeconomic Variables ◽  
Islamic Bank ◽  
Distributed Lag ◽  
Per Capita

Aims: This paper studies the determinants of Islamic banking profitability and liquidity in the United Arab Emirates (UAE) and Tanzania. It was comparative study. The study gives empirical comparisons between Islamic banks in United Arab Emirates (UAE) and Tanzania in their performance bases. Study design:   This study covers the samples of five (5) Islamic banks where by two (2) banks from Tanzania that are People Bank of Zanzibar in Islamic branch (PBZIB) and Amana Islamic bank (AIB).  In the side of United Arab Emirates (UAE) three (3) Islamic banks were selected which includes   Dubai Islamic Bank (DIB), First Abu Dhabi Bank (FAD) this is not an IB and Emirates Islamic Bank (EIB).  The study used secondary data of selected variables which employing panel data for the period of ten (10) years from 2010- 2019. Due to data was on panel bases which includes the two independents variables. Methodology: To calculate profitability, the Return on Assets (ROA) was used and in liquidity in IBs deposit ratio (LDR) used to measure the liquidity .The study uses descriptive statistical analysis, correlation, multiple regression analysis for two equations according to settled objectives. The three macroeconomic variables were selected that are Gross Domestic Product per capita (GDP), inflation (INF) and exchange rate (EXCH). An autoregressive distributed lag (ARDL) model was applied because the result becomes mixed in the unit root test. Results: The findings reveal satisfactory evidence that all selected variables are statistical significance in long run relationship except inflation in UAE. The outcomes of the study indicated that selected macroeconomic variables (GDP per capita, Inflation and exchange rates have a major 5% effect on bank profitability and liquidity in Tanzania and the United Arab Emirates. Conclusion: The study therefore recommends the Tanzania Islamic banks should adopt several policies in order to control the liquidity which is very difference like UAE banks.

scholarly journals Impact of Macroeconomic Variables on Karachi Stock Market Returns

2018 ◽  
Vol 10 (2) ◽  
pp. 28 ◽  
Author(s):  
Javed Pervaiz ◽  
Junaid Masih ◽  
Teng Jian-Zhou
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Market ◽  
Secondary Data ◽  
Research Process ◽  
Market Returns ◽  
Stock Market Returns ◽  
Macroeconomic Variables ◽  
Index Value ◽  
The Impact

The study investigated The study examines the impact of selected macroeconomic variables (inflation, exchange rate, interest rate) on Karachi stock market returns. Mainly secondary data used in the research process. The study consists of data for the period of 10 years and 5 months starting from January 2007 till May 2017. For this purpose, monthly data of KSE-100 index has been observed for the period January 2007 to May 2017. The market returns have been calculated through the opening and closing index value of each month. The inflation, interest rate, and exchange rate has been taken as independent variables. Hypotheses have been tested to find out whether there exists a significant relationship between the Stock market return and macroeconomic variables or not. To test this hypothesis, Regression analysis used and results are calculated through Stata software.

Investigating the effect of total assets, financing, and third-party funds on Islamic Banking Revenue in Indonesia

2020 ◽  
Vol 18 (2) ◽  
pp. 85-94
Author(s):  
Rani Salamah Marinda ◽  
Imam Asngari ◽  
Mukhlis Mukhlis
Keyword(s):  
Regression Model ◽  
Multiple Regression ◽  
Financial Services ◽  
Secondary Data ◽  
Multiple Regression Model ◽  
Quantitative Approach ◽  
Third Party ◽  
Islamic Banking ◽  
Study Analysis

This study investigates the influence of total assets, total financing, and third-party funds on the revenue of Islamic banking in Indonesia. Data used are secondary data during the period 2005-2018 sourced from the Financial Services Authority (OJK). The study analysis used a quantitative approach by applying the multiple regression model estimated by OLS. The findings of the study indicated that total assets and third-party funds has a positive and significant effect, while the financing has a negative and significant effect on Islamic banking revenue in Indonesia during the analysis period

scholarly journals Does the Volatility of Macroeconomic Variables Depress The Profitability of Islamic Banking?

JEJAK ◽  
2020 ◽  
Vol 13 (1) ◽  
pp. 30-42
Author(s):  
Agus Widarjono
Keyword(s):  
Exchange Rate ◽  
Open Economy ◽  
Negative Impact ◽  
Islamic Banking ◽  
Macroeconomic Variables ◽  
Islamic Bank ◽  
Distributed Lag ◽  
Distributed Lag Model ◽  
The Exchange Rate ◽  
The Impact

Islamic banking in Indonesia has been growing rapidly since 2010. The  profitability of Islamic bank depends on Islamic bank characteristics and macroeconomic condition. As a country with an open economy, macroeconomic conditions are very volatile. Through the theory of exchange rate pass through, the exchange rate fluctuation affects domestic prices so that it affects the profits of Islamic bank.  This study analyzes the impact of the instability of the macroeconomic variables, namely the exchange rate and inflation on the profitability of Islamic bank. The instability of inflation and exchange rate are measured using the GARCH  (Generalized Autoregressive Conditional Heteroskedasticity). This study applies ARDL  (Autoregressive Distributed Lag Model). The data used is monthly data starting from January 2011 to June 2018. The results of the study show that the exchange rate and inflation instability depress the profitability of Islamic banki. More interestingly, instability of inflation has a greater negative impact than the instability of exchange rate on Islamic bank profit. The most Islamic bank characteristics influencing Islamic banking profit was bad financing as known as a non performing financing (NPF).

scholarly journals Pengaruh Faktor Makro Ekonomi Terhadap Pembiayaan Bermasalah (Penelitian Pada Bank Umum Syariah di Indonesia Tahun 2010-2017)

2018 ◽  
Vol 1 (2) ◽  
pp. 73
Author(s):  
Amir Hamzah
Keyword(s):  
Exchange Rate ◽  
Positive Impact ◽  
Model Performance ◽  
Secondary Data ◽  
Sampling Technique ◽  
Islamic Banking ◽  
Panel Regression ◽  
Statistical Research ◽  
Macroeconomic Factors ◽  
Descriptive Method

The purpose of this research was conducted to determine and test the influence of macroeconomic factors in the form of inflation, BI rate and exchange rate (kurs) toward non performing financing. Population in this research is the Islamic Banking industry in Indonesia among 2010-2016. The sampling technique used is purposive sampling where the sample is selected based on the criteria determined by the writer. The data used is secondary data sourced from the official website of each Islamic Banking. To know the influence of  inflation, BI rate and exchange rate (kurs) toward non performing financing this research used eviews as statistical research tool. The research method used descriptive method with quantitative approach. This research used panel regression analyst model performance by using the four classical assumption which are normality, multicollinearity, autocorrelation and heteroscedasticity. The results show that,  simultaneously Inflation, BI Rate and Exchange Rate (kurs) have significantly and positive impact on non performing financing (NPF). Then in partialy, inflation has a positive impact and not significant on non performing financing (NPF), BI rate and exchange rate (kurs) have positive and significant effect on non performing financing (NPF). Keywords : Inflation, BI Rate, Exchange Rate, Non Performing Financing (NPF).

scholarly journals Macroeconomic Variables and Nigerian Agricultural Sector Development

2021 ◽  
Vol 4 (4) ◽  
pp. 9-20
Author(s):  
Okafor O. ◽  
Isibor A.
Keyword(s):  
Exchange Rate ◽  
Agricultural Sector ◽  
Secondary Data ◽  
Least Square ◽  
Agricultural Industry ◽  
Macroeconomic Variables ◽  
Ordinary Least Square ◽  
Annual Time Series ◽  
The Interest Rate ◽  
The Impact

The study investigated the impact of some macroeconomic variables like exchange rate and inflation on the development of the Nigerian agricultural industry. Annual time series secondary data covering a period of 33 years (1986- 2020) was utilized in the study while the Ordinary Least Square (OLS) was the estimation technique used to analyze the data. Findings revealed that the exchange rate was positively significant in impacting the dependent variable while the inflation rate was negatively significant. The interest rate was insignificant in impacting the agricultural sector. From the findings, one recommendation arrived at was that the monetary authorities should make policies that would reduce inflation, for example, reduction of the money supply. Reduced inflation would positively impact the development of the agricultural sector as it would boost and increase the consumption of agricultural products.

scholarly journals Faktor Makro Ekonomi Segi Moneter Terhadap Kinerja Indeks Saham Di Jakarta Islamic Index (JII) (Periode Januari 2010-Agustus 2015)

2017 ◽  
Vol 3 (4) ◽  
pp. 266
Author(s):  
Dian Ayu Wulansari ◽  
Leo Herlambang
Keyword(s):  
Exchange Rate ◽  
Money Supply ◽  
Price Index ◽  
Secondary Data ◽  
Stock Index ◽  
Average Price ◽  
Macroeconomic Factors ◽  
Monthly Data ◽  
Macroeconomic Variables ◽  
Observation Period

Jakarta Islamic Index (JII) is one of Indonesia’s stock index in calculating the average price index of stocks for the type of stocks that meet the criteria of Shariah. One of the factors that influence is macroeconomic factors. This study aims to determine the effect of macroeconomic variables which consist of Inflation, Exchange Rate and M2 on the Jakarta Islamic Index (JII) with the observation period January 2010-August 2015. The data used is secondary data time series in the form of monthly data during the observation period January 2010-August 2015. The results showed that Exchange Rate and Money Supply (M2) have positively significant effect on the Jakarta Islamic Index (JII), whereas other variables such as Inflation is not significantly effect on the Jakarta Islamic Index (JII). While simultaneously the Inflation, Exchange Rate and Money Supply significant effect on the Jakarta Islamic Index (JII).

scholarly journals An Analysis the Rupiah Exchange Rates Effect Against the American Dollar and Inflation Against the Growth of Islamic Banking Mudharabah Deposits in Indonesia

2019 ◽  
Vol 3 (1) ◽  
pp. 82
Author(s):  
Muhammad Tho'in ◽  
Iin Emy Prastiwi
Keyword(s):  
Exchange Rate ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Multiple Linear Regression Analysis ◽  
Islamic Banking ◽  
Positive Direction ◽  
Community Activities ◽  
The Us ◽  
Us Dollar ◽  
The Impact

This study aims to determine the effect of rupiah exchange rate on the US dollar (US dollar) and inflation on Mudharabah deposits of Islamic banking in Indonesia. This research is a descriptive quantitative study with secondary data. This study took samples at Islamic Commercial Banks and Islamic Business Units from January 2013 to December 2017. The analysis technique used was multiple linear regression analysis. Before conducting regression testing, the data were tested by classical assumption test, namely normality test, multicollinearity test, autocorrelation test, and heteroscedasticity test. The results in this study are the first rupiah exchange rate has a significant effect on Mudharabah deposits in a positive direction. This means that if rupiah exchange rate increases the impact on community activities in investing in Mudharabah deposits increases. The second is that iinflation has no significant effect on Mudharabah deposits, but has a relationship with a positive direction. This means that if the inflation increases, the impact on community activities in investing Mudharabah deposits also increases. Third, rupiah exchange rate and inflations are simultaneously affect on the Mudharabah deposits of Islamic banking in the amount of 59.9%. The implication is that the high rupiah exchange rate situation attracts investors to invest in Mudharabah deposits. The increase in the rupiah against the US dollar tends to cause multiplier effect which results in rising prices of commodity goods. High prices of commodity goods cause macro consumption to decrease, too because people tend to be efficient in consumption.

Sign in / Sign up

Export Citation Format

Share Document