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All Journal Jurnal Ekonomi Kuantitatif Terapan
I Ketut Sudama
Udayana University
Economics, Econometrics & Finance

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The Dynamics of Credit Procyclicality and Stability of Macroeconomics in Indonesia Ni Putu Nina Eka Lestari; Made Kembar Sri Budhi; I Ketut Sudama; Ni Nyoman Reni Suasih; I Nyoman Taun
Jurnal Ekonomi Kuantitatif Terapan 2021: Vol. 14, No. 2, Agustus 2021 (pp.243-431)
Publisher : Universitas Udayana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JEKT.2021.v14.i02.p07

Abstract

Credit growth is one of the important indicators of the financial system that can drive the country economic growth, but on the other hand credit growth can also cause risks in the financial system due to the economic actors’ moral hazard. The purpose of this research is to analyze the credit procyclicality pattern and economic growth in Indonesia. In addition, this study aims to determine the relationship pattern between credit and some macroeconomic variables. The method used is VECM with quarterly time series data during 1998 until 2016. The analysis shows that credit growth and economic growth have positive causality. This shows pro-cyclicality between credit and economic growth in Indonesia. However, in the long run this pattern shows a downward trend although still positive and permanent, which means that excessive credit growth can also lead to a decline in economic growth.
Co-Authors I Nyoman Taun Made Kembar Sri Budhi Ni Nyoman Reni Suasih Ni Putu Nina Eka Lestari