Kresna Social Science and Humanities Research
Full Lenght Article
Innovation Techniques Analisys in Macroeconomy on Ratio of Financial Islamic Bank
Received 18 February 2021, Published 12 February 2021
Abstract
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.
Keywords
Declarations
Conflict of Interest Statement
The author (s) declare that the research was conducted in the absence of any commercial or financial relationships that could be construed as a potential conflict of interest.
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Bibliographic Information
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Submitted
18 February 2021 -
Revised
18 October 2021 -
Published
12 February 2021