scholarly journals ANALISIS HUBUNGAN JANGKA PANJANG DAN JANGKA PENDEK ANTARA NPL, ROE, SIZE DAN LOTA TERHADAP CAPITAL BUFFER

Performance ◽  
2017 ◽  
Vol 23 (1) ◽  
pp. 67
Author(s):  
Juni Purwanti ◽  
Suwaryo Suwaryo ◽  
Sudarto Sudarto
Keyword(s):  
Commercial Banks ◽  
Positive Influence ◽  
Short Term ◽  
Correction Model ◽  
Return On Equity ◽  
Negative Effect ◽  
Short And Long Term ◽  
Object Of Study ◽  
Positive Effect

This study aimed to analyze the effect of Non-Performing Loans, Return on Equity, bank size, and Loan to Total Assets of the capital buffer using panel data. The population in this study was State Owned Banks registered in Bank Indonesia for the period 2002 to 2014. In this study all the population used as an object of study and the type of data used in this research was quarterly data. Data were analyzed using cointegration test and Error Correction Model to demonstrate short and long term relationship. The results showed that in the short term, the Non Performing Loan and Return on Equity have a positive influence on equilibrium of capital buffers in goverment bank. Furthermore, the size of bank negatively affect the equilibrium of capital buffers in the short term. Besides the long-term relationship, the Non Performing Loan and Return on Equity also has a positive effect on the equilibrium of capital buffers in state-owned commercial banks. Meanwhile, Loan to Total Assets have a negative effect on the equilibrium of capital buffers in the long term.

scholarly journals THE EFFECT OF MUDHARABAH, MUSHARAKA, AND IJARAH FINANCING TO RETURN ON EQUITY IN BANK BRI SHARIA PERIOD 2016-2020

2021 ◽  
Vol 1 (2) ◽  
pp. 268-285
Author(s):  
Filia Fransiska ◽  
Asmak Ab Rahman ◽  
Shinta Maharani
Keyword(s):  
Error Correction ◽  
Quantitative Methods ◽  
Secondary Data ◽  
Financial Statements ◽  
Significant Positive Effect ◽  
Short Term ◽  
Correction Model ◽  
Return On Equity ◽  
Positive Effect

Aim of this research is the phenomenon on the 2016-2020 financial statements of BRI Syariah Bank. It shows that the increase in  income is not always followed by an increase in Return On Equity (ROE) at BRI Syariah Bank, vice versa. The purpose of this study was to determine the effect of mudharabah, musyaraka, and ijarah  both in the long and short term on Return On Equity (ROE). The method of this study used quantitative methods, and used secondary data. The population and sample used in this study are BRI Syariah Bank monthly reports, including mudharabah, musyaraka, and ijarah  in the 2016-2020 period. The analytical method used is the Error Correction Model (ECM) with the Eviews program. The results in this study indicate that in the short term and long term, mudharabah  has a significant positive effect on return on equity (ROE), the short term results show that the t-statistic (t-count) is greater than the t-critical (2.833045>2.002247). . Meanwhile, the results of the long-term test show that the t-statistic (t-count) is more significant than t-critical (2.467613>2.002247). Musharaka  in the short term and long term affects the return on equity (ROE). The short-term results show that the t-statistic (t-count) is greater than the t-critical (2.909601>2.002247). Meanwhile, the results of the long-term test show that the t-statistic (t-count) is more significant than t-critical (2.733504>2.002247). While ijarah  in the short term and the long term does not affect the return on equity (ROE), the short term results show that the t-statistic (t-count) is greater than the t-critical (1.330407<2.002247). Meanwhile, the results of the long-term test show that the t-statistic (t-count) is more significant than t-critical (1.256261<2.002247). Simultaneously, in the short term, mudharabah, Musharaka, and ijarah  have a significant and positive effect on the return on equity (ROE) of 23.8249%. While in the long term, it has a significant effect of 28.3164%.

scholarly journals PENGARUH GLOBALISASI KEPADATAN PENDUDUK DAN PERTUMBUHAN EKONOMI TERHADAP DEGRADASI LINGKUNGAN DI INDONESIA

2020 ◽  
Vol 2 (4) ◽  
Author(s):  
Safriwan Safriwan ◽  
Idris Idris
Keyword(s):  
Population Density ◽  
Environmental Degradation ◽  
Research Result ◽  
Short Term ◽  
Method Error ◽  
Negative Effect ◽  
Economic Institute ◽  
Carbon Project ◽  
Positive Effect

Abstract : The study describes the effects on globalization population density andeconomic growth on environmental degradation in Indonesia. This research uses a timeseries data from year 1971 - 2017, with method Error Correction Model (ECM). Datasources from Global Carbon Project, KOF Swiss Economic Institute, and WorldBank. Research result explain that (1) Globalization in long term has a insignificantpositive effect on environmental degradation in Indonesia, but short term globalizationhas a insignificant negative effect on environmental degradation in Indonesia (2)Population density in long term has a significant positive , and short term has ainsignificant positive effect on environmental degradation in Indonesia (3) Economicgrowth in long and short term has a significant positive effect on environmentaldegradation in Indonesia.Keywords : Environmental Degradation, Globalization Population Density AndEconomic Growth.

scholarly journals Faktor Eksternal dan Internal yang Mempengaruhi Profitabilitas Bank Syariah di Indonesia

2018 ◽  
Vol 13 (1) ◽  
pp. 51
Author(s):  
Yudhistira Ardana
Keyword(s):  
Error Correction ◽  
Commercial Bank ◽  
External Factors ◽  
Internal Variables ◽  
Business Unit ◽  
Short Term ◽  
Correction Model ◽  
Monthly Data ◽  
Short And Long Term

This study aims to determine the influence of external factors (inflation and BI rate) and internal (CAR, REO, FDR, and NPF) on the level of profitability of sharia banks in Indonesia as measured by ROA. The data used in this study is the data of Sharia Commercial Bank and Sharia Business Unit in Indonesia from 2011 to 2018 using monthly data. This research uses error correction model which is commonly abbreviated as ECM. The results show that the external and internal variables together significantly influence the ROA variable. Individually, CAR, NPF and Inflation variables have no significant effect on ROA, while FDR and REO variables in both short and long term have significant effect on ROA. BI rate in this study has no significant effect on ROA in the short term, but has a significant effect on ROA variable in the long term

scholarly journals ANALISIS HARGA SAHAM INDEX KOMPAS 100 DENGAN PENDEKATAN ERROR CORRECTION MODEL

2021 ◽  
Vol 4 (1) ◽  
pp. 406-414
Author(s):  
Amir Hamzah
Keyword(s):  
Error Correction ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Financial Statements ◽  
Error Correction Model ◽  
Short Term ◽  
Correction Model ◽  
Positive Effect

The purpose of this research is to analyze the short term and long term relationship between ROI, EPS, PER ,inflation, SBI, exchange rate,and GDP on Stock Price. The data in this research is company financial statements which included Compas 100 Index on the Indonesia Stock Exchange. statistical analysis in this research used stasionarity test, The Classical Assumptions Test, Cointegration Test, Error Correction Model Test. This research found that partially ROI, EPS, PER variables a positive effect on stock prices in the short term and long term, KURS and SBI a positive effect on stock prices in the short term, but there is no effect in the long term, inflation and GDP do not affect the stock price both in the short term and long term. Simultaneously affected the stock prices significantly affect on stock price both in the short term and long term.

scholarly journals PENGARUH VARIABEL MAKRO EKONOMI TERHADAP PERTUMBUHAN EKONOMI INDONESIA TAHUN 2015-2019

2021 ◽  
Vol 2 (2) ◽  
pp. 88-99
Author(s):  
Feby Kinanda
Keyword(s):  
Economic Growth ◽  
Exchange Rate ◽  
Unemployment Rate ◽  
Trade Balance ◽  
Inflation Rate ◽  
Short Term ◽  
Negative Effect ◽  
The Exchange Rate ◽  
Positive Effect

This study aims to analyze the effect of macroeconomic variables including the open unemployment rate, trade balance, inflation rate and the rupiah exchange rate against the dollar on Indonesian economic growth by using the ECM error correction model approach to see the long-term and short-term relationships that influence macro variables on economic growth. , in the long term the open unemployment rate variable, the trade balance, the inflation rate have a negative effect while the exchange rate has a positive effect, while in the short term the open unemployment rate, the inflation rate and the exchange rate have a negative effect while the trade balance has a positive effect.   Keywords: Economic Growth, Open Unemployment Rate, Trade Balance, Inflation, Exchange Rate

scholarly journals Impact of Capital Structure on Profitability:An empirical analysis of listed firms in India

2018 ◽  
Vol 7 (2) ◽  
pp. 1-6
Author(s):  
Atif Ghayas ◽  
Javaid Akhter
Keyword(s):  
Capital Structure ◽  
Stock Exchange ◽  
Short Term ◽  
Return On Equity ◽  
Listed Firms ◽  
Relationship Capital ◽  
The Impact ◽  
The Relationship ◽  
Positive Effect

This study aims to empirically examine and analyze the impact of capital structure decision on the firm’s profitability by using a sample of 35 Indian pharmaceutical companies listed on Bombay Stock Exchange (BSE) during the period of 5 years from 2012 to 2016. Regression Analysis is used to measure the extent and nature of the relationship. Capital structure variables used in the study are ratio of long-term debt to total assets (LDA), ratio of short-term debt to total assets (SDA) and ratio of Total debt to total assets (DA) while profitability has been measure by Return on Equity (ROE). Firms Size (SIZE)and Salesgrowth(GROW) are also used as control variables. Results reveal a positive effect of SDA and DA on ROE, while a weak-to-no effect was found of LDA on ROE.

scholarly journals ANALYSIS OF ECONOMIC ON ENVIRONMENTAL DEGRADATION IN INDONESIA

2021 ◽  
pp. 251
Author(s):  
Rahardyan Haris Yuswinarto ◽  
Edy Yusuf Agung Gunanto
Keyword(s):  
Economic Growth ◽  
Population Growth ◽  
Environmental Degradation ◽  
Short Term ◽  
Gas Emissions ◽  
Co2 Gas ◽  
Negative Effect ◽  
Short And Long Term ◽  
Dynamic Time

Environmental degradation occurs is influenced by economic growth and the means of transportation that support it, besides that, the population size also affects the occurrence of environmental degradation. This study aims to determine the effect of economic growth, population growth and total of transportation on environmental degradation in short and long term. This research uses dynamic time series autoregressive distribution lag method. The results showed that the gross domestic product (GDP) variable had a significant positive effect in increasing CO2 gas emissions both in the short and long term. The variable amount of transportation has a positive and insignificant effect on the increase in CO2 gas emissions in the short term and has a negative effect in the long term. Meanwhile, population growth variable has a positive and significant effect in the short term and negative and significant in the long term.

scholarly journals Struktur Pendanaan dan Profitabilitas: Studi pada Perusahaan Non-Keuangan yang Listing di Bursa Efek Indonesia

2019 ◽  
Vol 1 (1) ◽  
pp. 55-66
Author(s):  
Irene Rini Demi Pangestuti ◽  
Dinar Nur Septiyanto
Keyword(s):  
Capital Structure ◽  
Random Sampling ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Short Term ◽  
Return On Assets ◽  
Negative Effect ◽  
Equity Ratio ◽  
Positive Effect

Purpose- The study was conducted to examine the effect of capital structure on profitability. Variables of the capital structure are Long-term Debt to total assets (LTD), Short-term Debt to total assets (STD) and Debt to Equity Ratio (DER) while profitability is proxied by Return on Assets (ROA. Research is conducted on all Non-Financial companies listed on the Indonesia Stock Exchange (IDX) in the period 2014-2016. Methods- Use the Purposive Random Sampling technique to take samples. Samples taken from Bloomberg. The sample used amounted to 175 companies using multiple regression analysis SPSS program assistance. Finding- The results of the study note that LTD and STD have a significant negative effect on ROA. DER has not a significant positive effect on ROA.

scholarly journals Pengaruh Harga Emas Dunia, Harga Minyak Mentah Dunia dan Indeks Produksi Industri Terhadap Indeks Saham di Jakarta Islamic Index (JII) Dalam Jangka Panjang dan Jangka Pendek (Periode Januari 2005-Desember 2015)

2017 ◽  
Vol 4 (7) ◽  
pp. 515
Author(s):  
Dwi Purnamasari ◽  
Raditya Sukmana
Keyword(s):  
Crude Oil ◽  
Industrial Production ◽  
Secondary Data ◽  
Stock Index ◽  
Short Term ◽  
Long Run ◽  
The World ◽  
Negative Effect ◽  
Positive Effect

This research aims to know the influence of long-term and short-term world gold price, the price of crude oil to the world, and the index of industrial production against the stock index at the Jakarta Islamic Index (JII) during the period January to December 2015-2015. The object of this research is the stock index at the Jakarta Islamic Index (JII). Types of data used are secondary data. This research method using technical analysis with quantitative method of Error Correction Mechanism (ECM). The results showed that significant influence world gold prices in the long term and the short term against a stock index of JII. While the price of crude oil the world significant negative effect on the long run, and a significant positive effect on the short term. The index of industrial production turned out to be only a significant effect in the long term, but not in the short term.

scholarly journals PENGARUH NON PERFORMING FINANCING, CAPITAL ADEQUACY RATIO, BEBAN OPERASIONAL PENDAPATAN OPERASIONAL DAN NET IMBALAN TERHADAP RETURN ON ASSETS (STUDI PADA BANK MAYBANK SYARIAH PERIODE 2012-2019)

2021 ◽  
Vol 1 (1) ◽  
pp. 78-93
Author(s):  
Lely Awintasari ◽  
Maulida Nurhidayati
Keyword(s):  
Error Correction ◽  
Error Correction Model ◽  
Capital Adequacy ◽  
Short Term ◽  
Return On Assets ◽  
Correction Model ◽  
Long Run ◽  
Capital Adequacy Ratio ◽  
Short And Long Term

The purpose of this study is to analyze the influence of Non Performing Financing (NPF), Capital Adequacy Ratio (CAR), Operating Expenses operating income (BOPO) and Net Rewards (NI) ratio on Return On Assets of Maybank Syariah Bank. A bank's Return on Assets (ROA) is a ratio that shows the bank's success in making a profit. If the ROA obtained by a small bank as a result of the bank can suffer losses and hinder the growth of the bank. This research is a type of quantitative research with Error Correction Model method with a significance rate of 5%, with a total of 32 samples in the form of quarterly data published by Bank Maybank Syariah in 2012-2019. The findings in this study are that NPF negatively affects ROA in the short term but NPF has no effect on ROA in the long run. CAR has no effect on ROA in the short term but CAR has a positive effect on ROA in the long run. BOPO in the short and long term negatively affects ROA. NI in the short and long term has no effect on ROA. Simultaneously NPF, CAR, BOPO and NI both short-term and long-term affect ROA simultaneously. The amount of influence exerted in the short term is 89.20% while in the long term it is 88.57%. In order to increase ROA, Maybank Syariah Bank as much as possible to reduce the percentage of NPF and BOPO and can increase the CAR owned. Tujuan penelitian ini adalah untuk menganalisis pengaruh rasio kuangan Non Performing Financing (NPF), Capital Adequacy Ratio (CAR), Beban Operasional Pendapatan Operasional (BOPO) dan Net Imbalan (NI) terhadap  Return On Assets Bank Maybank Syariah. Return on Assets (ROA) suatu bank merupakan rasio yang menunjukkan keberhasilan bank dalam menghasilkan keuntungan. Apabila ROA yang diperoleh bank kecil akibatnya bank dapat mengalami kerugian serta menghambat pertumbuhan bank tersebut. Penelitian ini berjenis penelitian kuantitatif dengan metode Error Correction Model dengan tingkat signifikansi 5%, dengan jumlah sampel sebanyak 32 yang berupa data triwulan yang dipublikasikan oleh Bank Maybank Syariah tahun 2012-2019. Temuan pada penelitian ini adalah NPF berpengaruh negatif pada ROA dalam jangka pendek tetapi NPF tidak berpengaruh pada ROA dalam jangka panjang. CAR tidak berpengaruh pada ROA pada jangka pendek namun CAR berpengaruh positif terhadap ROA dalam jangka panjang. BOPO dalam jangka pendek maupun jangka panjang berpengaruh negatif pada ROA. NI dalam jangka pendek maupun jangka panjang tidak berpengaruh pada ROA. Secara simultan NPF, CAR, BOPO dan NI baik jangka pendek maupun jangka panjang berpengaruh terhadap ROA secara simultan. Besarnya pengaruh yang diberikan pada jangka pendek adalah 89,20% sedangkan pada jangka panjang sebesar 88,57%. Untuk dapat meningkatkan ROA, Bank Maybank Syariah sebisa mungkin untuk menurunkan persentase NPF dan BOPO serta dapat meningkatkan CAR yang dimiliki.

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