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Rachmawaty Rachmawaty, Rachmawaty
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Agriculture, Biological Sciences & Forestry Biochemistry, Genetics & Molecular Biology Chemistry Economics, Econometrics & Finance Education Immunology & microbiology Mathematics Medicine & Pharmacology Physics Public Health Veterinary

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Journal : Economics Development Analysis Journal

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Policy of Sharia Bank Indonesia Based on Vector Autoregressive Model. Rachmawaty, Rachmawaty; Irnawati, Jeni; Zaerofi, Afif
Economics Development Analysis Journal Vol 10 No 4 (2021): Economics Development Analysis Journal
Publisher : Economics Development Department, Universitas Negeri Semarang, Indonesia

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Abstract

There are two shocking conditions in Sharia Bank Indonesia during 2020-2021. The first is the impact of COVID-19, which responded by the implementation of National Economic Stimulus as Countercyclical Policy, and second is a merger of state-owned Sharia Commercial Banks into one Bank. The study aims to elaborate the Bank's performance post implementing those policies using Vector Autoregressive (VAR) model. The variables obtained have been treated as endogenous variables consisting of ROA, NPF, Operations Expenses/Operation Income - BOPO, FDR, NOM, ratio of Fixed Yield Portfolios to Floating Yield Portfolios, and the changing of policy with data period June 2014 to February 2021. The result shows that based on Impulse Response, Variance decomposition, and Granger Causality, the shock in policy will be responded to by Sharia Banking performance in a short time (not more than four months) except for variable Fixed Yield Portfolios to Floating Yield Portfolios. The variable Fixed Yield Portfolios to Floating Yield Portfolios has a relationship (Granger Causality) to NOM, Operational Cost/ Operational Income, ROA, and Policy.
Correlation of Financial Innovation, Stock Market, Cryptocurrency on Economic Growth Jati, Waluyo; Rachmawaty, Rachmawaty; Holiawati, Holiawati; Syatoto, Iman
Economics Development Analysis Journal Vol 11 No 3 (2022): Economics Development Analysis Journal
Publisher : Economics Development Department, Universitas Negeri Semarang, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/edaj.v11i3.57121

Abstract

Indonesia has had the critical issue of economic growth in the last ten years which the trend of economic growth was declining year by year, in 2011 GDP growth YoY was 6.5% then declined become 5% in 2019 (before Covid-19 pandemic) and worst in Pandemic Era become -5.3%. This research aims to provide an understanding of the effect of short term and long term of Financial Innovation, Stock Market and Cryptocurrency on Indonesia's economic growth using the Vector Error Correction Model (VECM) method. The methode was chosen based on Stationary Analysis and Cointegration Test. It is shown that the data was non-Stationary and the result of Cointegration Test there was a conintegration at 0.05 level. Enrich with the analysis in Impulse Response and Variance Decomposition to obtain the fluctuated economic growth impacted by those variables on a monthly basis, which previous researchers have not researched. The results showed that the correlation of the Stock Market, Financial Innovation and Cryptocurrency to Indonesia's economic growth, in the long run, all the variables give a positive correlation. Still, in the short-run, only the stock market and economic growth give a positive correlation. The result of the long and short run of VECM is supported by Impulse response and variance decomposition that stock market has the most significant impact to economic growth
Co-Authors Arsal, A.Faridah Baharsyah, Vivi Salvia Fathur Rahman Hartati Hartati Holiawati, Holiawati Irnawati, Jeni Jati, Waluyo Nurhayati B Roslina Roslina, Roslina Syatoto, Iman Zaerofi, Afif