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The Influence of Macroeconomic Indicators on Non-Performing Financing in Islamic Banking Using Mudharabah, Musharakah, and Murabahah Contracts Syarif, Fandi Achmad; Ismail, Rifki; Ali, Zulkarnain Muhammad
Jurnal Indonesia Sosial Sains Vol. 6 No. 1 (2025): Jurnal Indonesia Sosial Sains
Publisher : CV. Publikasi Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.59141/jiss.v6i1.1590

Abstract

This research aims to analyze the influence of macroeconomic indicators on non-performing financing in Islamic banking with Mudharabah, Musyarakah, and Murabahah contracts. This research uses a quantitative approach with the VAR/VECM method. The research data covers the years 2015 - 2018 and includes all Islamic banks in Indonesia. The research results indicate that the macroeconomic indicators that influence and determine non-performing financing, based on Impulse Response Function (IRF) and Forecast Error Variance Decomposition (FEVD) tests, are as follows: for Mudharabah financing, Inflation, Industrial Production Index, and Exchange Rate according to IRF, and Inflation and Exchange Rate according to FEVD; for Musyarakah financing, Money Supply according to IRF, and Inflation according to FEVD; and for Murabahah financing, Inflation and Money Supply according to IRF, and Industrial Production Index, Exchange Rate, and Money Supply according to FEVD.
The Influence of Macroeconomic Indicators on Non-Performing Financing in Islamic Banking Using Mudharabah, Musharakah, and Murabahah Contracts Syarif, Fandi Achmad; Ismail, Rifki; Ali, Zulkarnain Muhammad
Jurnal Indonesia Sosial Sains Vol. 6 No. 1 (2025): Jurnal Indonesia Sosial Sains
Publisher : CV. Publikasi Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.59141/jiss.v6i1.1590

Abstract

This research aims to analyze the influence of macroeconomic indicators on non-performing financing in Islamic banking with Mudharabah, Musyarakah, and Murabahah contracts. This research uses a quantitative approach with the VAR/VECM method. The research data covers the years 2015 - 2018 and includes all Islamic banks in Indonesia. The research results indicate that the macroeconomic indicators that influence and determine non-performing financing, based on Impulse Response Function (IRF) and Forecast Error Variance Decomposition (FEVD) tests, are as follows: for Mudharabah financing, Inflation, Industrial Production Index, and Exchange Rate according to IRF, and Inflation and Exchange Rate according to FEVD; for Musyarakah financing, Money Supply according to IRF, and Inflation according to FEVD; and for Murabahah financing, Inflation and Money Supply according to IRF, and Industrial Production Index, Exchange Rate, and Money Supply according to FEVD.