2019
DOI: 10.3390/economies7020053
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Abstract: The purpose of the study was to investigate which factors determine saving and financing in Islamic banks in Indonesia by using Gregory–Hansen cointegration, vector error correction mode (VECM), Granger causality, and the impulse response function. The results disclose the existence of a long-running cointegrating relationship with a structural break in the deposit and financing case to the consumer price index, industrial production, interest rate, exchange rate, and Jakarta Islamic Index. Most of the structu… Show more

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Cited by 11 publications
(10 citation statements)
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“…The VDC approach shows that financial development has a major contribution in explaining industrial production. Setyowati (2019) finds that Islamic bank deposits and financing contribute significantly to boost industrial production in Indonesia.…”
Section: Literature Reviewmentioning
confidence: 99%
“…The VDC approach shows that financial development has a major contribution in explaining industrial production. Setyowati (2019) finds that Islamic bank deposits and financing contribute significantly to boost industrial production in Indonesia.…”
Section: Literature Reviewmentioning
confidence: 99%
“…From the long-term estimation results, the BI Rate shows insignificant results for NPF (H6 is rejected). This is inversely proportional to the research by Najiatun et al (2020) dan Setyowati (2019), showing that there is a relationship between the BI Rate and NPF. This relationship indicates a positive influence between the two things.…”
Section: Bound Test Cointegrationmentioning
confidence: 71%
“…On the other hand, the Granger causality test result shows that inflation and Islamic bank financing have unidirectional causality. This means that customers purchasing consumption goods through a Murabaha contract tend to increase the demand and prices of purchasing items, which causes higher inflation (Setyowati, 2019). However, inflation does not Granger cause growth in Islamic bank financing.…”
Section: Discussionmentioning
confidence: 99%