Jurnal Ekonomi Syariah, Akuntansi dan Perbankan (JESKaPe)
Vol 3 No 2 (2019): JESKaPe Vol. 3 No. 2 July-December 2019

ANALISIS VECTOR AUTOREGRESSION (VAR) TERHADAP INTERRELATIONSHIP ANTARA FINANCING DEPOSIT RATIO (FDR) DAN RETURN ON ASSET (ROA) PADA BANK SYARIAH DI INDONESIA

Iskandar Iskandar (Fakultas Ekonomi dan Bisnis Islam IAIN Lhokseumawe)

Article Info

Publish Date
08 Nov 2019

Abstract

The Vector Autoregressive Model (VAR) is a very useful analytical tool in understanding the existence of interrelationships between economic variables and in the formation of a structured economy. This study aims to explain the analysis of the Vector Autoregressive (VAR) model and explain the application of the Vector Autoregressive (VAR) model for influence analysis. The FDR ratio in the Sharia Commercial banks tends to be stable. This is illustrated from the coefficient of determination which is almost close to 100%, namely 91.55%. Cointegration test results show there is no long-term balance relationship between FDR variables with ROA of Islamic banks in Indonesia. ROA has a positive effect on ROA while ROA on FDR is negative, meaning that FDR makes a small contribution to ROA.

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Journal Info
Jurnal Ekonomi Syariah, Akuntansi dan Perbankan (JESKaPe)
Website

Abbrev

jeskape

Publisher

Institut Agama Islam Negeri Lhokseumawe

Subject

Economics, Econometrics & Finance

Description

Journal of Islamic Economics, Accounting and Banking (JESKaPe) is a scientific journal managed by the Islamic Economics Study Program of the Faculty of Islamic Economics and Business, IAIN Lhokseumawe. This journal as a forum for pouring research results both conceptually and technically related to ...