PENGARUH PERTUMBUHAN PDB DAN INFLASI TERHADAP PERTUMBUHAN PERBANKAN SYARIAH DI INDONESIA PERIODE TAHUN 2013-2015

This research used a quantitative approach, and the aim of research was to find out the estimation, the magnitude of the GDP growth influenced, and the inflation on the growth of Islamic banking in Indonesia. In this research used the VECM (Vector Error Correction Model) with method focused by testing hypotheses.The results showed that GDP variable and Inflation variable was influenced significantly and positively on profits and DPK.Keyword: Gross Domestic Product, inflation, profit, third party funds, VECM.

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Impact of conventional banking financing and Islamic banking financing on economic growth 2008-2018

Jurnal Ekonomi Syariah Teori dan Terapan ◽

10.20473/vol6iss20196pp1272-1286 ◽

2020 ◽

Vol 6 (6) ◽

pp. 1272

Author(s):

Hasymi Nur Baehaqy ◽

Eko Fajar Cahyono

Keyword(s):

Economic Growth ◽

Error Correction ◽

Significant Relationship ◽

Sampling Technique ◽

Error Correction Model ◽

Islamic Banking ◽

Vector Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error

This research aims to know Impact of conventional banking financing and Islamic banking financing on economic growth 2008-2018. In this study the authors used a saturated sampling technique found in Non-Probability Sampling. The analysis technique used is VECM (Vector Error Correction Model). Based on the results of the study indicate that there is a one-way relationship on several variables, namely Conventional Banking Financing to GDP and Conventional Banking Financing to Islamic Banking Financing, In the long run, Conventional Banking Financing has a positive and significant relationship to GDP, whereas Islamic Banking Financing has a negative and significant relationship to GDP.Keywords: Banking Financing, Economic Growth, GDP (Gross Domestic Product), VECM (Vector Error Correction Model)

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Analisis Pengaruh Kinerja Keuangan terhadap Profitabilitas Bank Syariah di Indonesia

Economica Jurnal Ekonomi Islam ◽

10.21580/economica.2017.8.2.1702 ◽

2017 ◽

Vol 8 (2) ◽

pp. 175

Author(s):

Heri Sudarsono

Keyword(s):

Error Correction ◽

Error Correction Model ◽

Third Party ◽

Vector Error Correction Model ◽

Correction Model ◽

Factors Affecting ◽

Vector Error Correction ◽

Vector Error ◽

Long Run

This study aimed to analyze the factors affecting the amount of profitability (ROA) provided by Islamic banking in Indonesia. The data which is used is taken from the financial report of the Shari’a Bank during the 2011-2016 periods by using montly financial statement This study uses a Vector Error Correction Model (VECM) to see the long-term effect and response to shock that occur in the studied variables. The result shows that in the long run, the percentage Financing (FIN) and BOPO give a positive siqnifikant effect on the ROA, while third party funds (DPK), percentage profit and loss sharing (TBH), financial to deposit ratio (FDR) has negative and siqnificant effect on the ROA. Sertifikat Bank Indonesia Syariah (SBIS) and non performing finance (NPF) have no significant effect on the ROA. In short run, ROA give a negatif and siqnificant effect on the ROA and FDR give a positif and siqnificant effect, while DPK, FIN, SBIS, TBH, NPF and BOPO have no sinificant effect on the ROA. Therfore, shocks that occur in the ROA, FIN, FDR , NPF dan BOPO positively responded by ROA and will be stable in the long term. While the shocks that occur in the percentage of FDR, SBIS and TBH responded negatively by financing and will be stable in the long term.Penelitian ini bertujuan untuk menganalisis faktor-faktor yang memengaruhi profitabilitas (ROA) perbankan syariah di Indonesia. Data yang digunakan data bulanan dari laporan keuangan bank syariah periode 2010-2015. Penelitian ini mengunakan Vector Error Correction Model (VECM) untuk melihat dampak jangka panjang dan respon terhadap dampak shock pada setiap variabel terhadap pembiayaan. Hasil olah data menunjukkan bahwa FIN dan BOPO berhubungan positif terhadap ROA, sedangkan DPK, TBH, FDR berhubungan negatif terhadap dan ROA SBIS dan NPF tidak berpengaruh terhadap tingkat ROA. Dalam jangka pendek, ROA berhubungan negatif, tetapi FDR terhadap ROA berhubungan positif. Sedangkan DPK, FIN, SBIS, TBH, NPF and BOPO tidak berhubungan dengan pembiayaan. Di lain pihak, respon pembiayan terhadap goncangan yang terjadi terjadi pada ROA, FIN, FDR, NPF dan BOPO direspon positif oleh ROA. Sedangkan respon ROA terhadap goncangan yang terjadi pada FDR, SBIS dan TBH adalah negatif.

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Investigating Nepal’s Gross Domestic Product from Tourism: Vector Error Correction Model Approach

American Journal of Theoretical and Applied Statistics ◽

10.11648/j.ajtas.20160505.20 ◽

2016 ◽

Vol 5 (5) ◽

pp. 311

Author(s):

Basanta Dhakal

Keyword(s):

Gross Domestic Product ◽

Error Correction ◽

Error Correction Model ◽

Domestic Product ◽

Vector Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Model Approach

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An Empirical Analysis of The Impact of Islamic Banking on Real Output in Indonesia

Economica Jurnal Ekonomi Islam ◽

10.21580/economica.2020.11.2.4079 ◽

2020 ◽

Vol 11 (2) ◽

pp. 329-345

Author(s):

Hadi Sasana ◽

Deni Ramdani ◽

Ivo Novitaningtyas

Keyword(s):

Economic Growth ◽

Error Correction ◽

Error Correction Model ◽

Islamic Banking ◽

Vector Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Actual Output ◽

The Impact

Abstract: The role and contribution of Islamic finance on economic growth in Indonesia has increased gradually and steadily. This is because the Islamic economy's universal and comprehensively basic principle is the primary foundation of Islamic banking. This research aimed to analyze the role of Islamic Banking on Indonesia's real sector during 2007.01 – 2016.04. This study used the Vector Error Correction Model (VECM) as a tool to analyze secondary data. The result showed that in Indonesia, sharia deposit positively and significantly influenced actual output in the short term. In addition, in the long-term, sharia financing positively and significantly influenced actual output. Moreover, Granger Causality Test proved the occurrence of one-way causality between actual output and inflation. Thus, Islamic banking can encourage actual output in Indonesia. The results of this study become a consideration for stakeholders and policymakers to pay more attention to strategies and policies that support economic growth in Indonesia.Abstrak: Perkembangan keuangan syariah di Indonesia semakin meningkat setiap tahunnya. Prinsip-prinsip dasar ekonomi syariah yang universal dan komprehensif merupakan landasan utama perbankan syariah. Tujuan penelitian ini untuk menginvestigasi peran perbankan syariah terhadap sektor riil di Indonesia selama periode 2007.01 – 2016.04. Penelitian ini menggunakan Vector Error Correction Model (VECM) sebagai alat untuk menganalisis data sekunder. Hasil penelitian menemukan bahwa dalam jangka pendek deposito syariah berpengaruh positif dan signifikan terhadap output rill. Selain itu, dalam jangka panjang pembiayaan syariah berpengaruh positif dan signifikan terhadap output riil di Indonesia. Lebih lanjut, Uji Kausalitas Granger membuktikan terjadinya kausalitas satu arah antara output riil dan inflasi. Dengan demikian, perbankan syariah mampu mendorong output riil di Indonesia. Hasil penelitian ini menjadi bahan pertimbangan bagi para pemangku kepentingan dan pengambil kebijakan untuk lebih memperhatikan strategi dan kebijakan yang mendukung pertumbuhan ekonomi di Indonesia.

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Pengaruh Instabilitas Makroekonomi Terhadap Non-Performing Financing Perbankan Syariah di Indonesia

FALAH Jurnal Ekonomi Syariah ◽

10.22219/jes.v4i2.11190 ◽

2022 ◽

Vol 4 (2) ◽

pp. 214

Author(s):

Fadilla Muhammad Mahdi

Keyword(s):

Gross Domestic Product ◽

Error Correction ◽

Banking Industry ◽

Islamic Banking ◽

Vector Error Correction Model ◽

Islamic Banks ◽

Correction Model ◽

Vector Error Correction ◽

The Third ◽

Vector Error

This study aims to identify the determinants of non-performing financing (NPF) in Islamic banks in Indonesia. The study objects are the Islamic banking industry during the first quarter of 2008 until the third quarter of 2019. The variables in this study are inflation, growth of Gross Domestic Product (PDB), and Bank Indonesia rate. The statistic method used is the Vector Error Correction Model (VECM). The result shows that inflation shock significantly affects the trend of NPF, while others do not give significant effect to NPF of Islamic Banking.

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Micro, Small-Financial Financing and Its Implications on the Profitability of Sharia Banks

DeReMa (Development Research of Management) Jurnal Manajemen ◽

10.19166/derema.v13i2.1054 ◽

2018 ◽

Vol 13 (2) ◽

pp. 175

Author(s):

Aminah Nuriyah ◽

Endri Endri ◽

Mukhamad Yasid

Keyword(s):

Error Correction ◽

Error Correction Model ◽

Fund Raising ◽

Third Party ◽

Vector Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Short Run

Development of micro, small and medium enterprises (MSME) in Indonesia has increased yearly, but this is not followed by MSME financing in Sharia banking, where the proportion is relatively decreasing in a couple years. This study aims to analyze the influence of the deposit or third party fund to MSME financing and also to analyze the implication of MSME financing to MSME financing and its impact on the profitability of Sharia banks. Sharia banks are expected to be even more active in collecting funds from third parties with various strategies that can be used. As has been discovered from the above research, the amount of fund raising to the allocation of MSME financing is also getting bigger. This study uses a Vector Error Correction Model (VECM) to see the long term effect and response to shocks that occur in the studied variables. The result shows that in the short run and the long run CAR has negative and significant effect on MSME financing. TPF, NPF, BOPO and FDR have positive significant to MSME financing in the long term. TPF, CAR, NPF have positive significance to Sharia banks profitability in the long term. BOPO and NPF have positive significance in the short run. Shock to CAR is negatively responsed by MSME financing. Shock to MSME financing is negatively responsed by Sharia banks profitability (ROA) and is stable in the long term.Abstrak dalam Bahasa Indonesia : Perkembangan Usaha Mikro, Kecil dan Menengah (UMKM) di Indonesia meningkat setiap tahun, tetapi ini tidak diikuti oleh pembiayaan UKM di perbankan syariah, yang proporsinya relatif menurun dalam beberapa tahun. Penelitian ini bertujuan untuk menganalisis pengaruh Deposito atau dana pihak ketiga terhadap pembiayaan UMKM dan juga menganalisis implikasi dari Pembiayaan UMKM terhadap profitabilitas bank syariah. Bank-bank syariah diharapkan untuk lebih giat lagi dalam menghimpun dana dari pihak ketiga dengan berbagai strategi yang dapat digunakan. Seperti telah diketahui dari penelitian diatas yaitu jika jumlah penghimpunan dana semakin besar maka alokasi pembiayaan UMKM juga semakin besar. Penelitian ini menggunakan Vector Error Correction Model (VECM) untuk melihat efek jangka panjang dan respon terhadap shock yang terjadi pada variabel yang diteliti. Hasilnya menunjukkan bahwa dalam jangka pendek dan jangka panjang CAR memiliki pengaruh negatif dan signifikan terhadap Pembiayaan UMKM. TPF, NPF, BOPO dan FDR memiliki signifikan positif terhadap pembiayaan UMKM dalam jangka panjang. TPF, CAR, NPF memiliki signifikan positif terhadap profitabilitas bank sharia dalam jangka panjang. BOPO dan NPF memiliki signifikan positif dalam jangka pendek. Guncangan terhadap CAR direspon negatif oleh pembiayaan UMKM. Kekagetan terhadap pembiayaan UMKM secara negatif direspon oleh Profitabilitas Bank Syariah (ROA) dan akan stabil dalam jangka panjang.

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