Open AccessPengaruh Suku Bunga Acuan BI, Nilai Tukar Rupiah dan Inflasi terhadap Non-Performing Loan Sektor Usaha yang Dibiayai Bank Umum Konvensional di Indonesia
Author(s) -
Andy Sucipto,
Carunia Mulya Firdausy
Publication year - 2021
Publication title -
jurnal manajemen bisnis dan kewirausahaan
Language(s) - English
Resource type - Journals
ISSN - 2598-0289
DOI - 10.24912/jmbk.v5i6.15025
Subject(s) - agricultural science , panel data , exchange rate , economics , business , econometrics , monetary economics , environmental science
The purpose of this study was to determine the effect of interest rate, exchange rate, and inflation on the Non-Performing Loans of manufacturing sectors that were financed by Conventional Commercial Banks in Indonesia. The sample used in this study consisted of 8 business sectors, namely mining, manufacturing, wholesale and retail trade, accommodation, transportation & warehousing, finance, property, electricity, gas, and water. This study used a panel data regression analysis method with a random effect model (REM) approach. The results showed that the interest rate and inflation had no significant effects on the NPL of the manufacturing sector understudied, while the exchange rate had a significant effect on the NPL. However, the coefficient of determination was found to be 36.11 percent. This indicates that other variables affect the NPL of manufacturing sectors financed by the conventional bank in Indonesia. Tujuan penelitian ini adalah untuk mengetahui pengaruh suku bunga, nilai tukar dan inflasi terhadap Non-Performing Loan sektor manufaktur yang dibiayai oleh Bank Umum Konvensional di Indonesia. Sampel yang digunakan dalam penelitian ini terdiri dari 8 sektor usaha yaitu pertambangan, manufaktur, perdagangan grosir dan eceran, akomodasi, transportasi & pergudangan, keuangan, properti, listrik, gas dan air. Penelitian ini menggunakan metode analisis regresi data panel dengan pendekatan random effect model (REM). Hasil penelitian menunjukkan bahwa suku bunga dan inflasi tidak berpengaruh signifikan terhadap NPL sektor manufaktur yang diteliti, sedangkan nilai tukar berpengaruh signifikan terhadap NPL. Namun, koefisien determinasi diperoleh sebesar 36,11 persen. Hal ini menunjukkan bahwa terdapat variabel lain yang mempengaruhi NPL sektor manufaktur yang dibiayai oleh bank konvensional di Indonesia.