scholarly journals Macro Variable Effect Analysis and Non-Performing Financing (NPF) Against the Return On Asset (ROA) Islamic Banks In Indonesia Year 2008-2017

2020 ◽  
Vol 3 (1) ◽  
pp. 32-47
Author(s):  
Fikri Ainul Qolbi ◽  
Dwi Pratika Karisma ◽  
Imron Rosyadi
Keyword(s):  
Interest Rates ◽  
Secondary Data ◽  
Islamic Banks ◽  
Analysis Model ◽  
Short Term ◽  
Return On Assets ◽  
Effect Analysis ◽  
Variable Effect ◽  
Macro Variables

Islamic Banks is a business entity that raises and distributes funds from the community and for the community. The study was conducted to analyze the macro variables and NPF (Non-Performing Finance) to ROA (Return on Assets) to determine the relationship between short-term and long-term between variables. The analysis model used is the Eagle Granger ECM Stage Two test that uses secondary data from the serial data (time series). The results of this study indicate that NPF simultaneously, GDP, and interest rates affect the ROA. Partially GDP positive and significant effects in the long term and short term, NPF positive and significant effect in the long term, interest rate, and no significant positive effect on ROA.

scholarly journals Impact of Monetary Policy and Foreign Direct Investment Against Indonesia's Economic Growth

2022 ◽  
Vol 4 (1) ◽  
Author(s):  
Faridsky Faridsky ◽  
Syarwani Canon ◽  
Boby Rantow Payu
Keyword(s):  
Economic Growth ◽  
Monetary Policy ◽  
Exchange Rates ◽  
Interest Rates ◽  
Secondary Data ◽  
Analysis Model ◽  
Short Term ◽  
Indicator Variables ◽  
The Impact

This study aims to determine the impact of monetary policy and FDI on economic growth and discuss it. The monetary indicator variables used are inflation, interest rates and exchange rates. The data used in this study are secondary data in 1990-2019 sourced from data from the Central Bureau of National Statistics and the World Bank. The analysis model in this study uses Multiple Linear Regression with the Error Correction Model (ECM) analysis model. The results of the analysis show that in the long term monetary variables (inflation, interest rates and exchange rates) have a significant effect on economic growth. And in the short term FDI has a significant effect on economic growth. It is concluded that monetary variables (inflation, interest rates and exchange rates) are the main variables that affect economic growth in the long and short term.

scholarly journals PENGARUH UTANG TERHADAP PROFITABILITAS PADA PERUSAHAAN FOOD & BEVERAGE YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2011-2015

2017 ◽  
Vol 5 (1) ◽  
Author(s):  
Maizah Rosita ◽  
Rilla Gantino
Keyword(s):  
Regression Analysis ◽  
Multiple Regression Analysis ◽  
Sampling Method ◽  
Secondary Data ◽  
Short Term ◽  
Return On Assets ◽  
Return On Equity ◽  
Financial Report ◽  
Test Result

The purpose of this research is to determine the effect of The Debt (Long Term Liabilities to Total Assets and Liabilities Total Assets) to the return on assets, return on equity and earning per share. The research used secondary data from annual financial report  of Food & Beverage Company from 2011-2015 listed on BEI,  used  purposive sampling method and used multiple regression analysis. Based on the test result of simultan or test F The Long Term Liabilities to Total Assets and Short Term Liabilities is significant to the Return On Assets, Return On Equity and Earning per share. Result of partial test  or T Test, Long Term Liabilities to Total Assets is not significant on Return On assets, Short Term Liabilities to Total Assets is significant on Return on Assets. Long Term Liabilities to Total Assets is not significant to Return On Equity, Short Term Liabilities to Total Assets significant to Return On Equity, Long Term Liabilities to Total Assets in not significant to Earning per share, and Short Term Liabilities to Total assets is significant to Earning per share.

scholarly journals Behavioural Investor Individual in Capital Stock Indonesia: DISC Personality, Market and Accounting Information

1970 ◽  
Vol 2 (2) ◽  
pp. 1-10
Author(s):  
Elizabeth Lucky Maretha Sitinjak ◽  
Kristiana Haryanti ◽  
Widuri Kurniasari ◽  
Yohanes Wisnu Djati Sasmito
Keyword(s):  
Stock Returns ◽  
Moving Average ◽  
Group Discussion ◽  
Accounting Information ◽  
Secondary Data ◽  
Short Term ◽  
Return On Assets ◽  
Short Term Investment ◽  
Hierarchy Process

Every individual investor has an error in making a decision to buy or sell shares. Mistakes in making predictions can be minimized by understanding his personality and the steps taken in getting better returns. This study uses Analytical Hierarchy Process (AHP), secondary data, Focus Group Discussion (FGD), and stock simulations emphasizing the decision-making process when buying and selling shares. The initial AHP model gives the results of the target shares purchased, accounting information selected Price Book Value (PBV) that is undervalued, Return on Assets (ROA) around 10-20 percent, Return in Equity (ROE) around 20-40 percent, type of ownership Indonesian SOEs selected stocks for the long term, while short-term tend to be private, and use technical analysis by looking at the upward trend that is using moving average indicators, MA5 above MA20. As a result, individual stock investors who have only become stock investors for less than 1 year have stock returns of around 2-4 percent, already become investors, 1-3 years will get a return of around 10 percent, stock returns will rise again, long-term investments will be made. around 20 percent. The risk for short-term investment will be greater than the long-term investment. The DISC personality that fits this stage is precisionist.

scholarly journals Influential Factors on Profitability of Islamic Banks: Evidence from Sudan

2020 ◽  
Vol 12 (6) ◽  
pp. 1
Author(s):  
Ahmed Nourrein Ahmed Mennawi ◽  
Ahmed Ali Ahmed
Keyword(s):  
Cost Efficiency ◽  
Secondary Data ◽  
Influential Factors ◽  
Islamic Banks ◽  
Operational Cost ◽  
Short Term ◽  
Return On Assets ◽  
Independent Variables ◽  
Net Profit

Profitability of Islamic banks has a significant effect on banks current and future decisions that do not only associate with shareholders and management, but also for various types of stakeholders. Despite that, scholars are not yet in agreement on common determinants of profitability in banking industry. This study aims to investigate the effect of bank-specific and industry characteristics along with macroeconomic variable (the inflation) on the profitability of a sample of 10 Islamic banks in Sudan. The study applied descriptive statistics, Persons’ correlation and multiple regression analysis on secondary data in order to determine the relationships and degree of significant of the independent variables to profitability. The profitability has been measured by two models; as return on assets (ROA) and net profit margin (NMP). The results reveal that bank capitalization (EQTA), operational cost efficiency (OCOI), investment in short-term securities (SECA) and inflation (INF) variables are significantly affecting the profitability of Islamic banks in Sudan. In contrary, the deposit-size of the bank (as market share) is not a significant determinant of banks’ profitability. Furthermore, the results indicate that quality of credit loan (NPL) is highly significant to NPM, while it is insignificant to ROA.

scholarly journals Determinant Return on Assets on Rural Banks in Indonesia

JEJAK ◽  
2021 ◽  
Vol 13 (2) ◽  
pp. 447-459
Author(s):  
Amanah Amanah
Keyword(s):  
Interest Rates ◽  
Descriptive Analysis ◽  
Analysis Method ◽  
Short Term ◽  
Return On Assets ◽  
Quantitative Descriptive Analysis ◽  
Correction Model ◽  
Short Run ◽  
Quantitative Descriptive

The problem in this study is that the Trend of Return on Assets (ROA) in Rural Banks tends to decrease. The author uses a quantitative descriptive analysis method and the analytical tool used is the ECM (Error Correction Model), the aim of which is to determine what factors influence the Return on Assets (ROA) of Rural Banks in Indonesia. The findings empirically show that the Amount of Money Supply in the long term had a significant effect on the Return on Assets (ROA) of Rural Banks. Whereas in the short term, no significant effect on ROA, General Capital Reserves in the long term have a significant effect on Return on Assets (ROA), while in the short term have no significant effect on ROA, Non Performing Loan (NPL) in the long term and short term effect significant to Return on Assets (ROA), Consumptive Interest Rates in the long term and short term have no significant effect on Return on Assets (ROA), and Working Capital Interest Rates in the long term and short run have no significant effect on Return on Assets ( ROA) Rural Banks in Indonesia

scholarly journals Macroeconomic Variable and It's Influence On Performance of Indonesian Islamic Banking

2015 ◽  
Vol 7 (1) ◽  
pp. 59-72
Author(s):  
Yoghi Citra Pratama
Keyword(s):  
Islamic Banking ◽  
Islamic Banks ◽  
Short Term ◽  
Correction Model ◽  
Vector Error Correction ◽  
Vector Error ◽  
Long Term Effect ◽  
Auto Regressive ◽  
Macro Variables

The  purpose  of  this  research  is  to  analyze  the macroeconomics  variables  that  affect  to  the  performance  of  Islamic  banks  in Indonesia. Methods used in this research is the Vector Auto regressive (VAR) / Vector Error correction model (VECM) to see the effect of the shock and the long-term effect on the performance of Islamic Banking. The results show that based on the analysis of IRF, the performance of Islamic banking having short-term shocks to fluctuations in macroeconomics variables but stable in the long term, and based on the variance decomposition, shocks of macro variables only gives little effect on the performance of Islamic banking.DOI:10.15408/aiq.v7i1.1359

scholarly journals Dynamics of Foreign Direct Investment Manufacturing Sector in Indonesia

2019 ◽  
Vol 7 (2) ◽  
pp. 153-164
Author(s):  
Saparuddin Mukhtar ◽  
Dicky Iranto ◽  
Riana Raudha Adni
Keyword(s):  
Foreign Direct Investment ◽  
Interest Rates ◽  
Direct Investment ◽  
Manufacturing Sector ◽  
Secondary Data ◽  
Long Term Effects ◽  
Short Term ◽  
Long Run ◽  
Negative Effect

This research was conducted to determine the short-term and long-term effects between Gross Domestic Product, Interest Rates, and Inflation on Foreign Direct Investment in the manufacturing sector for the period 2004-2017. Study applied VECM (Vector Error Correction Model), secondary data obtained from Bank Indonesia, BPS, and Bappenas. Based on the statistical results it can be concluded that: first, GDP has a positive and not significant effect in the short term, then in the long run, it has a negative effect toward FDI. Second, in the short term interest rates have a negative and not significant while in the long term interest rates have a negative and significant effect on FDI in the manufacturing sector. Lastly, inflation has a negative and insignificant effect, while, in the long-run inflation has a positive and significant effect on FDI in the manufacturing sector.

scholarly journals CANDIDE et la monnaie

2009 ◽  
Vol 52 (1) ◽  
pp. 75-103
Author(s):  
Jean-Pierre Aubry ◽  
Pierre Duguay
Keyword(s):  
Interest Rate ◽  
Interest Rates ◽  
Term Structure ◽  
Structural Equations ◽  
Reduced Form ◽  
Real Sector ◽  
Short Term ◽  
The Real ◽  
Structure Equations

Abstract In this paper we deal with the financial sector of CANDIDE 1.1. We are concerned with the determination of the short-term interest rate, the term structure equations, and the channels through which monetary policy influences the real sector. The short-term rate is determined by a straightforward application of Keynesian liquidity preference theory. A serious problem arises from the directly estimated reduced form equation, which implies that the demand for high powered money, but not the demand for actual deposits, is a stable function of income and interest rates. The structural equations imply the opposite. In the term structure equations, allowance is made for the smaller variance of the long-term rates, but insufficient explanation is given for their sharper upward trend. This leads to an overstatement of the significance of the U.S. long-term rate that must perform the explanatory role. Moreover a strong structural hierarchy, by which the long Canada rate wags the industrial rate, is imposed without prior testing. In CANDIDE two channels of monetary influence are recognized: the costs of capital and the availability of credit. They affect the business fixed investment and housing sectors. The potential of the personal consumption sector is not recognized, the wealth and real balance effects are bypassed, the credit availability proxy is incorrect, the interest rate used in the real sector is nominal rather than real, and the specification of the housing sector is dubious.

scholarly journals Macroeconomic Synchronization Between G3 Countries

2002 ◽  
Vol 3 (2) ◽  
pp. 137-153 ◽  
Author(s):  
Amado Peirό
Keyword(s):  
Business Cycle ◽  
Interest Rates ◽  
Short Term ◽  
The Us ◽  
Production Prices ◽  
Over Time

AbstractThis paper studies the existence of a world business cycle by examining quarterly and annual comovements in production, prices and interest rates in the three main world economies: Germany, Japan and the US. In accordance with earlier studies, contemporaneous relationships clearly dominate short-term dynamics. The evidence indicates the existence of strong comovements in prices and long-term interest rates, and, to a lesser degree, in GDP and short-term interest rates. They are, however, rather unstable over time.

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