Analisis Pengaruh Indikator Makroekonomi Terhadap Non Performing Loan (NPL) Di Indonesia Tahun 2016-2020

Abstract

This study aims to analyze the influence of macroeconomic indicators on Non-Performing loans (NPL) in Indonesia in 2016-2021. The data used in this study is the inflation rate data obtained from the official website of Bank Indonesia (BI), then the interest rate data obtained from the official website of Bank Indonesia (BI) and exchange rate data obtained from the official website of Bank Indonesia (BI). In this study using the Error Correction Model (ECM) method using time series data in the form of monthly data from January 2016 to December 2021 to determine the long-term and short-term relationships of independent variables to dependent variables. The results of this study indicate that in the long term inflation, interest rates and exchange rates have a significant negative effect on NPL (Non Performing Loan), and in the short term inflation has a significant negative effect on NPL(Non Performing Loan) while interest rates and exchange rates do not significantly affect NPL (Non performing Loan) Indonesia.