Open AccessInnovation Techniques Analisys in Macroeconomy on Ratio of Financial Islamic Bank
Author(s) -
Ahmad Subagyo,
Roberto Akyuwen,
Desmadi Saharuddin
Publication year - 2021
Publication title -
kresna social science and humanities research
Language(s) - English
Resource type - Journals
ISSN - 2774-3918
DOI - 10.30874/ksshr.63
Subject(s) - variance decomposition of forecast errors , shock (circulatory) , economics , variables , variable (mathematics) , econometrics , impulse response , islam , financial system , statistics , monetary economics , mathematics , geography , medicine , mathematical analysis , archaeology
This study aims to investigate macro-economic variables on the financial ratios of Islamic banks in Indonesia, using simultaneous impulse response function (IRF) and forecast error variance decomposition (FEVD) analisys. The object in the sample research is one of the Islamic banks in Indonesia, namely the bank muamalah. The data used in this study consists of 4 macroeconomic variables of Indonesia and 4 variable ratio of Islamic banks in Indonesia. From the research that has been done macro economic variable response is still very volatile in the first month until month 10, positive and negative response (up and down) since the occurrence of shock or shock to the variable banking sector. Next, from the 9th to the 10th month the fluctuations begin to shrink meaning that the macroeconomic variables are no longer very volatile like the previous period. By using Impulse Response (ROA) in the results that in the first period of variable banking ROA ratio is strongly influenced by FDR shock (12.6%) while the period of the period of shock ROA and other variables still not give influence.