Analysis of the Macroeconomic Impact towards the NPL National Banking in Indonesia: The Study of Macro-Economic Shock Using Vector Autoregression Models

Ekananda, Mahjus

doi:10.35808/ersj/717

Cited by 20 publications

(7 citation statements)

References 15 publications

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“…In addition to the use of ROA [15], [16] brought the variable net interest margin (NIM) as overall performance proxy. It isn't the same as the researchers above [17], and [18] the use of the non-performing loan (NPL) variable as a hallmark of financial institution overall performance.…”

Section: Introductionmentioning

confidence: 99%

Analysis of Macroeconomic Influence Return on Assets Banking Study on Conventional Commercial Banks in Indonesia for the Year 2018–2020

Prasetya

Thamrin

2021

EJBMR

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This study aims to analyze the effect of macroeconomic variables on the return on banking assets. The data processing method used by the researcher is using the Vector Error Correction Model (VECM) as a data analysis tool and this study confirms that the extent to which it examines the positive and significant influence between macroeconomic variables on the return on banking assets. The data obtained is secondary data based on financial statements within a period of 3 years using monthly time series data. The results of this study indicate that there is a positive and significant effect on the exchange rate and CPI variables while it is negative and significant on the inflation, interest rate and IPI variables resulting from the long-term VECM estimation. While the results show that there is a positive and significant effect on the interest rate and CPI variables and a significant negative on the inflation variable, positive and insignificant on the exchange rate variable, negative and insignificant on the IPI variable on the ROA of the short-term VECM estimation results. The results of the measurement of the composition or contribution of the influence of the independent variable on the dependent variable show the interest rate variable with a value of 4.11% in the 10th period obtained through the results of the decomposition variance (VD) test on the return on assets (ROA) of banking studies at Conventional Commercial Banks in Indonesia.

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Section: Introductionmentioning

confidence: 99%

Analysis of Macroeconomic Influence Return on Assets Banking Study on Conventional Commercial Banks in Indonesia for the Year 2018–2020

Prasetya

Thamrin

2021

EJBMR

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“…According to UNCTAD, the developments of investment were accompanied by a shift from syndicated bank lending to FDI as a major source of external financing for developing countries (Ekananda, 2017). In 1980-1985 bank loans and credit providers accounted for 69% of all private capital flowing into developing and Eastern European countries, while this share fell to 11% in 1998-2002.…”

Section: Introductionmentioning

confidence: 99%

The Role of High-Tech Exports and of Foreign Direct Investments (FDI) on Economic Growth

Ekananda¹,

Parlinggoman²

2017

ERSJ

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Earlier studies of economic growth models are generally characterized by macroeconomics variable using the behavior of capital, population, and exports. In fact, every country has its respective export composition according to human capabilities and technologies. This study involves FDI, high-tech and non high-tech exports, and GDP using 50 countries in the period 1992-2014. The results using random effect model shows that non-high-tech exports affect positively on GDP growth on the entire sample. Given this point, high-tech export industries in both groups (the non-high-tech and the hightech intensive exports countries) have better productivity compared to domestic industry.

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“…Y ( t ), that is, output of a nation is a combination of X ( t ) and N ( t ), that is, the exporting and non-exporting sectors (Feder, 1983). Total exports comprise of exports from various sectors (Ekananda, 2017) as depicted in the following: …”

Section: Review Of Literature and Theoretical Frameworkmentioning

confidence: 99%

“…As the base study (Ekananda, 2017; Feder, 1983) considers a linear relationship a linear relationship between average output per worker and marginal productivity of labour, hence the relationship becomes as depicted in the following: …”

Section: Review Of Literature and Theoretical Frameworkmentioning

confidence: 99%

Technology Intensive Exports and Growth of Asian Economies

Siddiqui

2022

The Indian Economic Journal

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The emphasis on enhancing and specialising in technology exports and altering policy environment in Asian economies has been dominant since 2000. The present study is an attempt to empirically investigate the effect of technology exports on enhancing growth of Asian economies during the period 2001 to 2018. To assess the linkages between growth, investments, labour productivity and technology exports, panel least squares with cross section weights is applied for the economies. To assess the relationship between the variables for each individual country ARDL technique is applied. The results indicate long run relationship between low, medium low and medium high technology exports and growth as well as domestic investment and growth. For individual nations, the results indicate varying intensity of technology exports have a different relationship with growth. The results also suggest the need for Government of each nation to enhance its effort on the development of policies which focus on attracting investments and further promoting exports of technology intensive sectors. JEL Codes: F14, F60, O19

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Analysis of the Macroeconomic Impact towards the NPL National Banking in Indonesia: The Study of Macro-Economic Shock Using Vector Autoregression Models

Cited by 20 publications

References 15 publications

Analysis of Macroeconomic Influence Return on Assets Banking Study on Conventional Commercial Banks in Indonesia for the Year 2018–2020

Analysis of Macroeconomic Influence Return on Assets Banking Study on Conventional Commercial Banks in Indonesia for the Year 2018–2020

The Role of High-Tech Exports and of Foreign Direct Investments (FDI) on Economic Growth

Technology Intensive Exports and Growth of Asian Economies

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