scholarly journals PENGARUH VARIABEL MAKROEKONOMI TERHADAP DANA PIHAK KETIGA BANK UMUM SYARIAH DI INDONESIA

2020 ◽  
Vol 4 (1) ◽  
pp. 164
Author(s):  
Muhammad Dzulfaqori Jatnika
Keyword(s):  
Interest Rates ◽  
Commercial Banks ◽  
Random Effect ◽  
Random Effect Model ◽  
Least Square ◽  
Third Party ◽  
Ordinary Least Square ◽  
Effect Model ◽  
Per Capita ◽  
The Right

Tujuan penelitian ini  adalah menganalisis pengaruh faktor makroekonomi yaitu nilai tukar, inflasi, suku bunga, dan GDP per kapita terhadap dana pihak ketiga di bank umum Syariah. Penelitian ini merupakan penelitian kuantitatif dengan data sekunder yang berupa data panel. Teknik analisis yang digunakan adalah metode analisis linier berganda Ordinary Least Square (OLS). Hasil uji Hausman menunjukan model yang tepat dalam penelitian ini adalah random effect model. Semua variabel signifikan, variabel inflasi dan nilai tukar memiliki pengaruh positif sedangkan variabel suku bunga dan GDP per kapita memiliki pengaruh yang negatif terhadap dana pihak ketiga di bank umum Syariah. Hasil penelitian ini memiliki implikasi bagi para pelaku usaha perbankan untuk menentukan waktu yang tepat dalam menarik dan menyalurkan dana pihak ketiga dari masyarakat. Dan dapat menjadi acuan untuk mengeluarkan kebijakan terkait bisnisnya. Dan bagi peneliti selanjutnya dapat menjadi acuan untuk mengembangkan kembali penelitian berikutnya. Pada penelitian selanjutnya diharapkan dapat menambah variabel-variabel terkait lainnya selain variabel yang telah diteliti dalam penelitian ini. Kebaruan dalam penelitian ini adalah tambahan variabel yang mempengaruhi dana pihak ketiga dan juga tambahan sampel bank umum Syariah sehingga diharapkan penelitian ini lebih mendalam daripada penelitian sebelumnya.  The purpose of this study is to analyze the influence of macroeconomic factors, namely the exchange rate, inflation, interest rates, and GDP per capita on third party funds in Islamic commercial banks. This research is a quantitative study with secondary data in the form of panel data. The analysis technique used is the Ordinary Least Square (OLS) multiple linear analysis method. The Hausman test results showed the right model in this study was the random effect model. All variables are significant, inflation and exchange rates have a positive effect while interest rates and GDP per capita have a negative effect on third-party funds in Islamic commercial banks. The results of this study have implications for banking businesses to determine the right time in attracting and channelling third party funds from the public. And can be a reference for issuing policies related to business. And for further researchers can be a reference to develop further research. In the next research, it is expected to be able to add other related variables besides the variables that have been examined in this study. The novelty in this study is the addition of variables that affect third party funds and also additional samples of Islamic commercial banks so that this research is expected to be more in-depth than previous research.

An Investigation of Factors Affecting Financial Distress: Analysis Among PN17 Companies in Bursa Malaysia

2021 ◽  
Vol 8 ◽  
Author(s):  
Suhaily Maizan Abdul Manaf ◽  
Nor Farah Hanim Amzah ◽  
Wan Anisabanum Salleh
Keyword(s):  
Financial Distress ◽  
Random Effect ◽  
Random Effect Model ◽  
Least Square ◽  
Lagrangian Multiplier ◽  
Corporate Financing ◽  
Factors Affecting ◽  
Ordinary Least Square ◽  
Effect Model ◽  
Using Data

Financial distress is a condition of problems in corporate financing, in which there is a means of inability to pay to a creditor and is at risk of bankruptcy in the future. Those publicly listed companies having financial problems and any related issues will fall under Practice Note 17 (PN17). To have a better understanding, this study has aimed to examine the factors affecting financial distress among the PN17 companies in Bursa Malaysia for ten years of analysis, using data from 2008 to 2017. A total of 154 observations have been taken from 17 companies by using the Pooled Ordinary Least Square (POLS) and Random Effect Model (Breusch and Pagan Lagrangian Multiplier Test). Profitability, size of firm, sales growth, liquidity, and leverage have been chosen as independent variables, while total debt acts as a dependent variable for this investigation. Findings suggest that liquidity, size of firm, and leverage have a significant impact on financial distress, while profitability and growth sales have it in the other direction. A further implication is that it is beneficial for those companies and investors to make wise decisions on short- and long-term investments towards their shareholdings.

scholarly journals PENGARUH MOBILE BANKING TERHADAP PROFITABILITAS BANK DI BURSA EFEK INDONESIA

Profit ◽  
2021 ◽  
Vol 15 (01) ◽  
pp. 95-103
Author(s):  
Nur Imamah ◽  
Dinda Ayu Safira
Keyword(s):  
Stock Exchange ◽  
Random Effect ◽  
Random Effect Model ◽  
Least Square ◽  
Mobile Banking ◽  
Return On Equity ◽  
Ordinary Least Square ◽  
Effect Model ◽  
And Control ◽  
The Impact

This study aims to determine the impact of mobile banking on bank profitability in Indonesia. The research sample consisted of 27 banks listed on the Indonesia Stock Exchange during 2015-2018. This study uses the dependent variable-return on assets (ROA), return on equity (ROE) and net profit margin (NPM), independent variable-mobile banking (m-banking), and control variables. This type of research is explanatory research by using panel data regression analysis or ordinary least square (OLS) method. The findings from the random effect model or generalized least square in this study are that mobile banking has a positive effect but statistically insignificant on ROA, ROA, and NPM. This implies that mobile banking in Indonesia can increase the profitability of banks by further increasing various digital innovations.

scholarly journals ANALISIS PENYERAPAN.TENAGA.KERJA SEKTOR KONSTRUKSI DI KABUPATEN/KOTA.PROVINSI JAWA.TIMUR TAHUN 2011-2015

2017 ◽  
Vol 15 (2) ◽  
pp. 157
Author(s):  
Achmad Naufal Fachreza
Keyword(s):  
Labor Force ◽  
Total Population ◽  
Random Effect ◽  
Random Effect Model ◽  
Least Square ◽  
Ordinary Least Square ◽  
Effect Model ◽  
City District ◽  
The City ◽  
Positive Effect

The purpose of this study was to determine how much influence of the total populations, GRDP, and minimum wage on the labor force absorption in the city district, East Java Province  in 2011-2015. Processing data using approach OLS (Ordinary Least Square) with taking best model is the random effect model with the auxiliary software Eviews 9 in operation. The results of this study is to show the variables of total populations has a positive effect on the labor force absorption with the coefficient value of  0.702167, which means when total population increased by 1%, the labor force absorption will increase by 0.70%. Variable GRDP has a positive effect on the labor force absorption with the coefficient value of  0.444610, which means when the GRDP increased by 1%, then the labor force absorption would increase by 0.44%. To a variable wage has a positive effect with the coefficient value of 0.376859  which means that any increase in wage value of Rp 1it will increase the labor force absorption to 0.38%.

Pengaruh Pertumbuhan Ekonomi, Foreign Direct Investment dan Tax Rate Terhadap Penerimaan PPh Badan Negara ASEAN

2020 ◽  
Vol 5 (4) ◽  
pp. 325-342
Author(s):  
Merry Inriama ◽  
Milla Sepliana Setyowati
Keyword(s):  
Foreign Direct Investment ◽  
Gross Domestic Product ◽  
Direct Investment ◽  
Random Effect ◽  
Random Effect Model ◽  
Least Square ◽  
Domestic Product ◽  
Tax Rate ◽  
Effect Model

Keterbukaan perekonomian menjadi penentu yang penting dalam pertumbuhan ekonomi. Kondisi perekonomian suatu negara dapat memberi dampak terhadap penerimaan sektor perpajakan. Hal ini dapat dilihat dari salah satu penerimaan pajak suatu negara yaitu melalui penerimaan PPh Badan. Tujuan dalam penelitian ini adalah untuk menganalisis pengaruh pertumbuhan ekonomi yang diukur dengan Gross Domestic Product (GDP), Foreign Direct Investment (FDI), dan Tax Rate terhadap besarnya penerimaan PPh Badan (CIT) dalam kasus lima negara ASEAN selama periode 1999-2018. Metode penelitian ini dilakukan dengan menggunakan regresi data panel dengan estimasi Random Effect Model atau Generalized Least Square (GLS) dengan program Eviews. Hasil penelitian ini secara simultan menunjukkan bahwa variabel independen yaitu GDP, FDI, dan tax rate memiliki pengaruh yang signifikan terhadap variabel dependen yaitu penerimaan PPh Badan (CIT). Secara parsial PDB dan tax rate memiliki pengaruh positif dan signifikan yang artinya kenaikan atau penurunan GDP dan tax rate akan mempengaruhi kenaikan atau penurunan penerimaan PPh Badan (CIT), sedangkan FDI tidak memiliki pengaruh terhadap penerimaan PPh Badan (CIT). Melalui penelitian ini diharapkan dapat mengukur variabel-variabel yang memiliki pengaruh terhadap penerimaan PPh Badan, sehingga penerimaan PPh Badan dapat ditingkatkan.

Analysis of Board Size and Firm Performance: Evidence from NSE Companies Using Panel Data Approach

2016 ◽  
Vol 9 (2) ◽  
pp. 148-172 ◽  
Author(s):  
Anjala Kalsie ◽  
Shikha Mittal Shrivastav
Keyword(s):  
Firm Performance ◽  
Panel Data ◽  
Panel Data Analysis ◽  
Random Effect ◽  
Random Effect Model ◽  
Fixed Effect Model ◽  
Least Square ◽  
Empirical Literature ◽  
Board Size ◽  
Effect Model

This article seeks to examine the relationship between the board size and firm performance. Existing literature on board size is based on different theories of corporate governance. While agency theory and resource dependency theory suggest that the board size positively affects performance, stewardship theory favours smaller board size and argues that larger board size negatively impacts the firm performance. The present article adds to the empirical literature by employing panel data analysis of 145 non-financial companies listed in the NSE CNX 200 Index of India corresponding to 16 industries. The study is carried out for a period of five years from 2008 to 2012. The firm performance has been measured using Tobin’s Q and the market-to-book value ratio (MBVR) as market-based measures and return on assets (ROA) and return on capital employed (ROCE) as accounting-based measures. The fixed effect model, random effect model and feasible generalised least square (FGLS) regression models are applied to achieve the above-mentioned objectives. The results conclude that the board size has a positive and significant impact on the firm performance.

scholarly journals Analisis 19 Mitra Dagang Perdagangan Manufaktur di Indonesia: Aplikasi Model Gravitasi

2018 ◽  
Vol 1 (1) ◽  
pp. 1-11
Author(s):  
Ragil Khoiru Rizal
Keyword(s):  
Random Effect ◽  
Random Effect Model ◽  
Least Square ◽  
Effect Model

Fokus dari penelitian ini adalah melakukan pengujian teoti Linder pada perdagangan manufaktur dan menganalisis adanya pengaruh secara parsial maupun simultan pada variabel-variabel bebas terhadap eksor dan impor manufaktur di Indonesia dengan menggunakan 19 mitra dagang pada periode 2008-2016 dengan menggunakan model gravitasi. Tulisan ini menggunakan data panel dengan menggunakan teknik estimasi Pooled Least Square (PLS) untuk mendapatkan persamaan model ekspor dan Random Effect Model (REM) untuk persamaan impor. Hasil dari makalah ini bahwa ekspor Indonesia tidak terbukti danya efek Linder, hal ini membuktkan bahwa ekspor Indonesia tidak disebabkan adanya kesamaan selera melainan faktor harga. Sedangkan untuk impor terbukti adanya efek Linder, hal ini berarti permintaan barang Impor Indoesia berasal dari negara0negara yang memilkiki kesamaan selera dengan Indonesia. Pada variabel-variabel bebas dalam model persamaan ekspor danimpor memiliki pengaruh signifikan terhadap ekpor maupun impor Indonesia kecuali variabel nilai tukar riil pada persamaan impor.

scholarly journals Determinan Suku Bunga dan Likuiditas Bank Terhadap Pertumbuhan Kredit di Indonesia

Jurnal Ecogen ◽  
2020 ◽  
Vol 3 (2) ◽  
pp. 200
Author(s):  
Yeniwati Yeniwati
Keyword(s):  
Interest Rate ◽  
Interest Rates ◽  
Commercial Banks ◽  
Secondary Data ◽  
Least Square ◽  
Bank Credit ◽  
Credit Growth ◽  
Ordinary Least Square ◽  
Banking Community ◽  
The Interest Rate

This study aims to determine the effect of the interest rate (BI rate) on bank credit growth in Indonesia, liquidity on bank credit growth in Indonesia and determine the effect of interest rates and liquidity on bank credit growth in Indonesia. The method used in this study is Ordinary Least Square (OLS) using secondary data from 2009 Quarter I to 2018 Quarter IV. The results of the analysis showed that there was an influence between interest rates on bank credit growth in Indonesia, there was an influence between liquidity on bank credit growth in Indonesia. Together there is an influence between interest rates and bank liquidity on the growth of bank credit in Indonesia. The policy implication of this research is that Bank Indonesia must maintain the benchmark interest rate set in order to trigger an increase in bank credit growth. In addition, Bank Indonesia must monitor the liquidity of commercial banks in Indonesia so that the trust of the banking community is even greaterKeywords : interest rate, Liquidity, Credit

scholarly journals Islamic social reporting disclosure as a form of social responsibility of Islamic banks in Indonesia

2020 ◽  
Vol 15 (2) ◽  
pp. 47-55
Author(s):  
Kuat Waluyo Jati ◽  
Linda Agustina ◽  
Indah Muliasari ◽  
Diah Armeliza
Keyword(s):  
Social Responsibility ◽  
Commercial Banks ◽  
Random Effect ◽  
Random Effect Model ◽  
Sampling Technique ◽  
Social Reporting ◽  
Units Of Analysis ◽  
Effect Model ◽  
Panel Data Regression ◽  
Corporate Social

Sharia-compliant companies had to add Islamic Social Reporting when disclosing Corporate Social Responsibility information due to its characteristics. Sharia-compliant companies in Indonesia still do not do this much, and it is very interesting to study, because every sharia-based entity must comply with sharia provisions in all aspects of its activities, including when compiling social reporting. The purpose of this study is to analyze the influence of profitability, liquidity, leverage, and an Islamic Governance Score on Islamic Social Reporting in Islamic commercial banks in Indonesia. The sampling is carried out using a purposive sampling technique for up to 10 Islamic commercial banks with a six-year observation period, so there are 60 units of analysis. The data are collected using a documentation technique. The analysis in the study uses panel data regression. Based on a Random Effect Model, the study showed that profitability and leverage do not affect Islamic Social Reporting, while liquidity and the Islamic Governance Score had an impact on the Islamic Social Reporting.

scholarly journals PENGARUH CORPORATE GOVERNANCE DAN KINERJA KEUANGAN TERHADAP MANAJEMEN LABA PERBANKAN SYARIAH

2021 ◽  
Vol 8 (4) ◽  
pp. 509
Author(s):  
Imaniar Agustin ◽  
Dian Filianti
Keyword(s):  
Corporate Governance ◽  
Earnings Management ◽  
Commercial Banks ◽  
Quantitative Methods ◽  
Random Effect ◽  
Random Effect Model ◽  
Supervisory Board ◽  
Board Size ◽  
Purposive Sampling ◽  
Effect Model

ABSTRAKPenelitian ini bertujuan untuk mengetahui variabel-variabel spesifik yang memiliki pengaruh terhadap manajemen laba pada Bank Umum Syariah di Indonesia periode Januari 2013 sampai Desember 2018. Penelitian ini menggunakan metode kuantitatif dengan teknik analisis regresi data panel, meneliti pengaruh Ukuran Dewan Pengawas Syariah, Ukuran Dewan Komisaris, Proporsi Dewan Komisaris Independen, Bank Size, dan Return On Asset (ROA) terhadap Manajemen Laba. Penelitian ini menggunakan data laporan tahunan Bank Umum Syariah di Indonesia. Populasi dalam penelitian ini adalah seluruh Bank Umum Syariah yang terdaftar di Bank Indonesia periode 2013-2018. Penelitian ini menggunakan teknik purposive sampling, dan dari kriteria yang ditetapkan diperoleh 11 Bank Umum Syariah tahun 2013-2018. Hasil dari penelitian dengan model estimasi Random Effect Model (REM) menunjukkan bahwa variabel Ukuran Dewan Pengawas Syariah, Ukuran Dewan Komisaris, Proporsi Dewan Komisaris Independen, Bank Size, dan Return On Asset (ROA) secara simultan berpengaruh terhadap manajemen laba. Secara parsial, variabel Ukuran Dewan Pengawas Syariah, Proporsi Dewan Komisaris Independen dan Return On Asset (ROA) tidak berpengaruh terhadap manajemen laba, variabel Bank Size berpengaruh negatif signifikan terhadap manajemen laba, variabel Ukuran Dewan Komisaris berpengaruh positif dan signifikan terhadap manajemen laba Bank Umum Syariah di Indonesia.Kata Kunci: corporate governance, kinerja keuangan , dan  perbankan syariah. ABSTRACTThis study aims to determine specific variables that have an impact on Earnings Management in Sharia Commercial Banks in Indonesia from January 2013 to December 2018. This study used quantitative methods with panel data regression analysis techniques, examining the effect of Sharia Supervisory Board Size, Board of Commissioners Size, The proportion of the Independent Commissioner, Bank Size, and Return On Asset (ROA) on Earnings Management. This study used annual report data for Islamic Commercial Banks in Indonesia.  The population in this study were all Sharia Commercial Banks registered with Bank Indonesia for the period 2013-2018. This research used the purposive sampling technique, and from the specified criteria obtained 11 Islamic Commercial Banks in 2013-2018. The results of the study with the estimation model of Random Effect Model (REM) show that the variables of Sharia Supervisory Board Size, Board of Commissioners Size, Proportion of Independent Commissioners, Bank Size, and  Return On Asset (ROA) simultans affect earnings management. Partially, in the Syariah Supervisory Board, Proportion of Independent Commissioners, and Return On Asset does not affect earnings management, the Bank Size variable has a significant negative effect on earnings management, the size of the Board of Commissioners variable has a positive and significant effect on earnings management in Sharia Commercial Banks in Indonesia.Keywords: corporate governance, financial performance and sharia banking.

Pengaruh Variabel Ekonomi Makro terhadap Yield Spread Negara-negara di Asia Timur, Amerika Latin, dan Karibian

2018 ◽  
Vol 3 (1) ◽  
pp. 61-67
Author(s):  
Irwan Diko Purba
Keyword(s):  
Random Effect ◽  
Random Effect Model ◽  
Fixed Effect Model ◽  
Least Square ◽  
Real Effective Exchange Rate ◽  
Yield Spread ◽  
Macroeconomic Variables ◽  
Effect Model ◽  
Effective Exchange ◽  
Effective Exchange Rate

A country’s credit worthiness decided by macroeconomic factors. This research aims to examine the impact of macroeconomic and external factor on yield spread of East Asia, Latin America, and Caribbean countries. Macroeconomic variables used in this research are classified as macroeconomic variables that influence liquidity and solvency, and macroeconomic variables that influence macroeconomic fundamental. This research is conducted by using quarterly yield spread data of 11 countries from 2000Q1 to 2015Q4 and analyzed panel data regression using Pooled Least Square (PLS), Fixed Effect Model (FEM) and Random Effect Model (REM). Study results show that macroeconomic variables that have impact on yield spread are external debt to GDP ratio, fiscal balance to GDP ratio, amortization to international reserve ratio, current account to GDP ratio, real effective exchange rate, and GDP per capita growth. External factors that have impact on yield spread are US Treasury Bond 10 year yield and Volatility Index. Abstrak Kelayakan utang (credit worthiness) sebuah negara ditentukan dari kondisi ekonomi makro negara tersebut dan faktor eksternal. Penelitian ini bertujuan untuk menguji pengaruh faktor ekonomi makro serta faktor eksternal terhadap yield spread negara-negara di Asia Timur, Amerika Latin dan Karibian.  Variabel ekonomi makro yang digunakan dalam penelitian ini digolongkan dalam dua kelompok yakni yang memengaruhi likuiditas dan solvensi serta yang memengaruhi fundamental ekonomi makro. Penelitian dilakukan dengan menggunakan yield spread triwulanan dari 11 negara untuk periode 2000Q1:2015Q4 dan analisis regresi data panel menggunakan Pooled Least Square (PLS), Fixed Effect Model (FEM) dan Random Effect Model (REM). Hasil penelitian menunjukkan bahwa variabel ekonomi makro yang memengaruhi yield spread adalah rasio utang luar negeri terhadap PDB,  rasio keseimbangan anggaran fiskal terhadap PDB, rasio amortisasi terhadap cadangan devisa, rasio transaksi berjalan terhadap PDB, nilai tukar riil (real effective exchange rate) dan  pertumbuhan PDB per kapita. Faktor eksternal yang memengaruhi yield spread adalah yield US Treasury 10 tahun dan Volatility Index (VIX).

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