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ANALISIS PENGARUH KEBIJAKAN MONETER DAN MAKROPRUDENSIAL TERHADAP RISIKO BANK DI INDONESIA Pristanto Silalahi; Telisa Aulia Falianty
Jurnal Riset Manajemen dan Bisnis Vol 17, No 1 (2022): Jurnal Riset Manajemen dan Bisnis
Publisher : Fakultas Bisnis UKDW

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21460/jrmb.2022.171.418

Abstract

ABSTRAK Tujuan dari penelitian ini adalah untuk menganalisis pengaruh kebijakan moneter dan kebijakan makroprudensial dalam stabilitas perekonomian dengan memitigasi risiko bank di Indonesia. Penelitian ini menggunakan pendekatan z-score untuk mengidentifikasi sekaligus sebagai proksi dari risiko bank. Model data yang digunakan adalah panel data dari tahun 2012 - 2019 dengan sampel 30 Bank. Hasil dari penelitian ini menunjukkan bahwa hampir setiap tahunnya risiko bank meningkat selama periode penelitian dengan metode pengukuran z-score. Hasil dari analisis regresi data panel menunjukkan bahwa kebijakan moneter dengan instrument variabel interest rate (IR) berpengaruh signifikan negatif terhadap risiko bank. Kemudian kebijakan makroprudensial dengan instrument variabel GWM berpengaruh signifikan negatif terhadap risiko bank, hal ini sesuai dengan adanya teori prosiklikalitas di Indonesia. Kata kunci: kebijakan moneter : kebijakan makroprudensial; risiko bank  ABSTRACT The purpose of this study is to analyze the effect of monetary policy and macroprudential policy on economic stability by mitigating bank risk in Indonesia. This study uses a z-score approach to identify as well as a proxy for bank risk. The data model used is panel data from 2012 - to 2019 with a sample of 30 banks. The results of this study indicate that almost every year bank risk increases during the study period using the z-score measurement method. The results of the panel data regression analysis show that monetary policy with the interest rate (IR) variable instrument has a significant negative effect on bank risk. Then macroprudential policy with the variable reserve requirement instrument has a significant negative effect on bank risk, this is under the procyclicality theory in Indonesia. Keywords: monetary policy: macroprudential policy; bank risk
Analisis Pengaruh dari TIK, Pajak, dan Korupsi terhadap Shadow Ekonomi di Negara G20: Universitas Kristen Duta Wacana Pristanto Silalahi
JURNAL EKONOMI DAN KEBIJAKAN PEMBANGUNAN Vol. 11 No. 2 (2022): Jurnal Ekonomi dan Kebijakan Pembangunan
Publisher : IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/jekp.11.2.2022.132-145

Abstract

The phenomenon of the shadow economy has become a special concern and is quite interesting from many researchers because of its role that is not visible to the naked eye but whose contribution is quite large in the economy. This paper identifies and analyzes the influence factors of the shadow economy for the G20 countries, which are developing economies and developed countries. The average size of the shadow economy as a proportion of GDP in 2010–2018 in developing countries is around 27 percent, while in developed countries it is around 17 percent. The analytical method used in this study is the fixed effect through panel data in the period 2010-2018. This study uses the MIMIC model as a measure of the shadow economy. The results of this study found that the impact of ICT, Control of Corruption, and taxes significantly affect the shadow economy. The interesting thing and the main implication of this empirical study is that the shadow economy does not only occur in EMDE's countries, but also occurs in advanced economies.