PRASETYA, TEGAR (2021) ANALISIS PENGARUH MAKRO EKONOMI TERHADAP RETURN ON ASSET PERBANKAN (Studi Pada Bank Umum Konvensional di Indonesia Periode Tahun 2018–2020). S2 thesis, Universitas Mercu Buana Jakarta-Menteng.
![[img]](https://repository.mercubuana.ac.id/style/images/fileicons/text.png) |
Text (Cover)
01 COVER.pdf Download (4MB) |
|
Text (BAB 1)
02 BAB 1.pdf Restricted to Registered users only Download (2MB) |
|
Text (BAB 2)
03 BAB 2.pdf Restricted to Registered users only Download (3MB) |
|
Text (BAB 3)
04 BAB 3.pdf Restricted to Registered users only Download (2MB) |
|
Text (BAB 4)
05 BAB 4.pdf Restricted to Registered users only Download (4MB) |
|
Text (BAB 5)
06 BAB 5.pdf Restricted to Registered users only Download (1MB) |
|
Text (DAFTAR PUSTAKA)
07 DAFTAR PUSTAKA.pdf Restricted to Registered users only Download (1MB) |
|
Text (LAMPIRAN)
08 LAMPIRAN PENELITIAN.pdf Restricted to Registered users only Download (1MB) |
Abstract
This study aims to analyze the effect of macroeconomic variables on the return on banking assets. The data processing method used by the researcher is using the Vector Error Correction Model (VECM) as a data analysis tool and this study confirms that the extent to which it examines the positive and significant influence between macroeconomic variables on the return on banking assets. The data obtained is secondary data based on financial statements within a period of 3 years using monthly time series data. The results of this study indicate that there is a positive and significant effect on the exchange rate and CPI variables while it is negative and significant on the inflation, interest rate and IPI variables resulting from the long-term VECM estimation. While the results show that there is a positive and significant effect on the interest rate and CPI variables and a significant negative on the inflation variable, positive and insignificant on the exchange rate variable, negative and insignificant on the IPI variable on the ROA of the short-term VECM estimation results. The results of the measurement of the composition or contribution of the influence of the independent variable on the dependent variable show the interest rate variable with a value of 4.11% in the 10th period obtained through the results of the decompotion variance (VD) test on the return on assets (ROA) of banking studies at Conventional Commercial Banks in Indonesia. Keywords: Banking Performance, Macroeconomic Conditions, ROA, VECM Penelitian ini bertujuan untuk menganalisis pengaruh variabel makroekonomi terhadap return on asset perbankan. Metode pengolahan data yang digunakan peneliti adalah menggunakan model Vector Error Correction Model (VECM) sebagai alat analisis data dan penelitian ini menegaskan bahwa sejauh mana mengkaji pengaruh positif dan signifikan antara variabel makroekonomi terhadap return on asset perbankan. Data yang diperoleh merupakan data sekunder berdasarkan laporan keuangan dalam kurun waktu 3 tahun menggunakan data time series bulanan. Hasil penelitian ini menunjukkan bahwa terdapat pengaruh positif dan signifikan pada veriabel Kurs dan IHK sementara negatif dan signifikan pada variabel inflasi, sukubunga dan IPI hasil estimasi VECM jangka panjang. Sementera hasil menunjukkan bahwa terdapat pengaruh positif dan signifikan pada variabel sukubunga dan IHK dan negatif signifikan pada variabel inflasi, postif dan tidak siqnifikan pada variabel kurs , negatif dan tidak signifkan pada variabel IPI terhadap ROA hasil estimasi VECM jangka pendek. Hasil pengukuran besarnya komposisi atau kontribusi pengaruh variabel independen terhadap variabel dependennya menunjukkan variabel sukubunga dengan nilai 4,11% pada period ke 10 didapat melalui hasil uji varian decompotion (VD) terhadap return on asset (ROA) perbankan studi pada Bank Umum Konvensional di Indonesia. Kata Kunci : Kinerja Perbankan, Kondisi Makro Ekonomi, ROA, VECM
| Item Type: | Thesis (S2) |
|---|---|
| NIM/NIDN Creators: | 55119110034 |
| Uncontrolled Keywords: | Kinerja Perbankan, Kondisi Makro Ekonomi, ROA, VECM, Banking Performance, Macroeconomic Conditions, ROA, VECM |
| Subjects: | 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum |
| Divisions: | Pascasarjana > Magister Manajemen |
| Depositing User: | Maulana Arif Hidayat |
| Date Deposited: | 02 Mar 2022 07:24 |
| Last Modified: | 02 Mar 2022 07:24 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/57088 |
Actions (login required)
 |
View Item |
