In accordance with the theory of a small open economy, Indonesia including the category of countries whose economies are vulnerable to the effects from another country who has a close working relationship, such as the United States of America (USA). The purpose of this study was to measure the effect of federal funds rate on BI rate; and BI rate implications on exchange rate, economic growth, and consumer price index. This type of research is quantitative. Collecting data using techniques of documentation provided by the Federal Reserve Data (FRED), Bank Indonesia (BI), and Bureau Central of Statistic (BPS). The analysis tool using Stationarity test, stability models test, determination of lag, and Structural Vector Autoregressive Models (svar). Based on the results of SVAR estimation can be concluded that Federal Fund Rate have a positive and significant effect on BI rate. By implication, BI rate have a positive and significant effect on exchange rate. However, BI rate has also positive but no significant effect on GDP. Neither CPI, the effect is negative and significant.
This research aims to analyse the response of the Bank Indonesia (BI rate) to the Indonesian economic stability. The data analysis is stationarity test, model stability test, lag determination, Structural Vector Autoregression (SVAR), Impulse Response Function (IRF), and Variance Decomposition (VD). The research data is obtained from the publication provided by the Federal Reserve Data (FRED), the Bank Indonesia, and the Central Bureau of Statistics. The data used is since the third quarter of 2005 to the first quarter of 2017. The research results showed that the variable of the federal funds rate (FFR) significantly influences the exchange rate and the Consumer Price Index (CPI), but it does not significantly affect the BI rate, the amount of the money supply (M2), and Gross Domestic Product (GDP). The result of the IRF test showed that the BI rate, the amount of money supply, exchange rate (IDR/USD), GDP, and CPI positively and negatively respond the FFR change. The result of VD test indicated that the variation of the BI rate, the currency exchange rate, and CPI are mostly caused by the FFR variation.
This study investigates the determinant of customer decisions in Islamic banks' savings: motivation, promotion, and religiosity. Trust variable as a form of research novelty as a mediation. This study uses a quantitative approach with explanatory research. Using purposive sampling, the sample is 95 Islamic bank customers in Nganjuk City, East Java. Data are analyzed using structural equation modeling with Smartpls software. This research generally describes the factors that can improve customer decisions in opening savings at Islamic banks, such as motivation, promotion, and religiosity. These three factors in this study proved that only direct motivation could improve customer decisions. The result means that the other two factors need a mediating variable in the form of customer trust in Islamic banks regarding the safety of money stored and guarantees free from usury. These findings can be a suggestion for the management of Islamic banks to do promotions more often, meaning that what has been done now is still inferior to conventional banks in promotion.
This quantitative research aims to measure the factors that affect the economy in 10 ASEAN countries in 2014-2020. The method used is panel vector autoregressive (PVAR). The results of the research were divided into several tests. First, the causality test shows that GDP has an effect on inflation and money supply with a one-way causality. Second, the PVAR test shows that the money supply has a significant effect on inflation and unemployment rate at lags 1 and 2. The follow-up test, namely IRF, shows that the shocks of GDP responded by all economic variables are greater than shocks to other variables. While the results of the VD test show that GDP is the largest contributor to the variation in the value of all economic variables studied, both in the short and long term.
This study aims to investigate the impact of bank soundness on the return on assets (ROA) experienced by state and private banks over the 2016-2022 fiscal quarters. In this study, a quantitative research method employing secondary data obtained through the official website of the OJK (Financial Services Authority) was used as the research methodology. For this investigation, the panel data regression analysis carried out in EViews 9 was the analytical tool. According to research on state banks, the CAR and LDR variables have only a partially significant effect on ROA. Notwithstanding this, ROA is significantly influenced by the NPL and NIM variables. On the other hand, private banks provide some evidence suggesting that the CAR and NPL variables do not have a significant impact on ROA. Several LDR and NIM variables significantly influence ROA. Keywords: Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Net Interest Margin (NIM), Non-Performing Loan (NPL), Return On Asset (ROA). Abstrak Tujuan dari penelitian ini adalah untuk mengetahui pengaruh tingkat kesehatan bank terhadap return on asset (ROA) pada bank pemerintah dan swasta periode triwulan 2016-2022. Dalam penelitian ini menggunakan metode penelitian kuantitatif dengan menggunakan data sekunder yang diperoleh melalui situs resmi OJK (Otoritas Jasa Keuangan). Alat analisis yang digunakan dalam penelitian ini adalah analisis regresi data panel menggunakan E-Views 9. Berdasarkan hasil penelitian pada bank pemerintah, secara parsial variabel CAR dan LDR tidak berpengaruh signifikan terhadap ROA. Namun variabel NPL dan NIM berpengaruh secara signifikan terhadap ROA. Di sisi lain, bank swasta menunjukkan bahwa variabel CAR dan NPL tidak berpengaruh signifikan terhadap ROA. Sedangkan variabel LDR dan NIM berpengaruh secara signifikan terhadap ROA. Kata kunci: Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Net Interest Margin (NIM), Non-Performing Loan (NPL), Return On Asset (ROA).
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