THE EFFECT OF MACROECONOMIC VARIABLES ON NON PERFORMANCE FINANCING OF ISLAMIC BANKS IN INDONESIA

dc.contributor.author	YULIADI, IMAMUDIN
dc.date.accessioned	2017-09-08T05:55:02Z
dc.date.available	2017-09-08T05:55:02Z
dc.date.issued	2011-10-02
dc.identifier.issn	2086-3128
dc.identifier.uri	http://repository.umy.ac.id/handle/123456789/14405
dc.description.abstract	This research is going to discuss about the determinant macro variables and bank’s behavior determinant credit risk on Islamic rural bank in Indonesia. It could be seen on macro variables such as inflation, exchange rate, Jakarta I slamic index (JII) and money supply (M2), and bank’s behavior such as financing. Research methodology used at this study is Vector Error Correction Model (VECM). Following these procedures, it applies Unit Roots Test, Augmented Dickey Fuller Test, Lag Length Criteria Test, Correlation Matrix – Johansen Julius Co-integration Test, VECM Estimation, Impulse Response and Variance Decomposition Test. The result show that both bank behaviors and macroeconomic variables are significant affecting non-performing financing (NPF). The banking need more careful to manage internal and external factors that influence non-performing financing (NPF).	en_US
dc.publisher	UII	en_US
dc.subject	Islamic Bank	en_US
dc.subject	Impulse Response	en_US
dc.subject	Financial Stability	en_US
dc.subject	macroeconomic	en_US
dc.subject	inflation	en_US
dc.title	THE EFFECT OF MACROECONOMIC VARIABLES ON NON PERFORMANCE FINANCING OF ISLAMIC BANKS IN INDONESIA	en_US
dc.type	Other	en_US

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