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All Journal Jurnal Indonesia Sosial Teknologi Jurnal Indonesia Sosial Sains
Ahmad Sonjaya
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Humanities Astronomy Biochemistry, Genetics & Molecular Biology Chemistry Computer Science & IT Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Energy Environmental Science Immunology & microbiology Law, Crime, Criminology & Criminal Justice Library & Information Science Materials Science & Nanotechnology Neuroscience Physics Social Sciences

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Pengaruh Pergerakan Makroekonomi Terhadap Pembiayaan Konstruksi Perbankan Syariah Ahmad Sonjaya
Jurnal Indonesia Sosial Teknologi Vol. 2 No. 03 (2021): Jurnal Indonesia Sosial Teknologi
Publisher : Publikasi Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (340.322 KB) | DOI: 10.59141/jist.v2i03.103

Abstract

Penelitian ini bertujuan untuk melihat dampak dari guncangan makroekonomi terhadap pembiayaan sektor konstruksi perbankan syariah dengan menggunakan vector error correction model menggunakan data bulanan dari januari 2010 sampai dengan desember 2018. Hasil menunjukkan pembiayaan sektor kontruksi lebih lambat mencapai kestabilan. Pada jangka pendek tidak satu pun yang memiliki pengaruh signifikan. Sedangkan pada jangka panjang variabel inflasi, indeks saham, dan krisis memiliki pengaruh signifikan. Pembiayaan perbankan syariah rata-rata mencapai kestabilan ketika memasuki periode kelima belas. Suku bunga mulai stabil ketika memasuki periode kelima belas. Nilai tukar mulai stabil ketika memasuki periode keempat belas. Inflasi mulai stabil ketika memasuki periode keenam belas. Indeks saham mulai stabil ketika memasuki periode kelima belas dan krisis mulai stabil ketika memasuki periode keenam belas. Secara umum yang memiliki kontribusi paling besar dalam membentuk keragaman adalah variabel pembiayaan perbankan syariah, kemudian inflasi, indeks saham, nilai tukar krisis dan yang paling kecil suku bunga.
PERAMALAN KINERJA PERBANKAN INDONESIA DENGAN ARCH-GARCH Ahmad Sonjaya
Jurnal Indonesia Sosial Sains Vol. 2 No. 03 (2021): Jurnal Indonesia Sosial Sains
Publisher : CV. Publikasi Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (748.204 KB) | DOI: 10.59141/jiss.v2i03.214

Abstract

Banking as a form of organization has specific objectives to be achieved. The success in achieving banking objectives is an achievement of management. Performance appraisal or performance of a bank is measured because it can be used as a basis for decision making, both external and internal parties. This study aims to model and predict banking performance. This study uses monthly data from 2012 to 2020 with the Autoregressive Conditional Heteroscedasticity - Generalized Autoregressive Conditional Heteroscedasticity (ARCH-GARCH) method. The data used in this study are Operating Expenses, Operating Income (BOPO), Loan to Deposits Ratio (LDR), Return On Assets Ratio (ROA), and Net Interest Margin Ratio (NIM). The test results from the volatility modeling found that all data have volatility characteristics where several ratios are influenced by the error and volatility returns of the previous period. The forecasting results tend to be stable even though there are spikes that indicate volatility in specific periods.
PERAMALAN KINERJA PERBANKAN INDONESIA DENGAN ARCH-GARCH Ahmad Sonjaya
Jurnal Indonesia Sosial Sains Vol. 2 No. 03 (2021): Jurnal Indonesia Sosial Sains
Publisher : CV. Publikasi Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.59141/jiss.v2i03.214

Abstract

Banking as a form of organization has specific objectives to be achieved. The success in achieving banking objectives is an achievement of management. Performance appraisal or performance of a bank is measured because it can be used as a basis for decision making, both external and internal parties. This study aims to model and predict banking performance. This study uses monthly data from 2012 to 2020 with the Autoregressive Conditional Heteroscedasticity - Generalized Autoregressive Conditional Heteroscedasticity (ARCH-GARCH) method. The data used in this study are Operating Expenses, Operating Income (BOPO), Loan to Deposits Ratio (LDR), Return On Assets Ratio (ROA), and Net Interest Margin Ratio (NIM). The test results from the volatility modeling found that all data have volatility characteristics where several ratios are influenced by the error and volatility returns of the previous period. The forecasting results tend to be stable even though there are spikes that indicate volatility in specific periods.
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