ADELIA PUTRI, DISKA (2024) KEBIJAKAN MONETER DAN BALANCE SHEET CHANNEL. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
The study aims to analyze monetary policy and balance sheet channel using bank balance sheet variables and see the long and short term effects of minimum reserve requirement variables, bank balance sheet variables (capital adequacy ratio, loan to deposit ratio), exchange rates and inflation on return on assets of conventional banks listed on the Indonesian stock exchange for the period 2012Q1 - 2022Q4. This study uses panel data, which is a combination of time series and cross section data using the Pool Mean Group Estimation (PMG) method. The results of the analysis show that in the long term the variables loan to deposit ratio and exchange rate have a significant positive effect on return on assets. While the variable minimum reserve requirement, capital adequacy ratio, and exchange rate have a significant negative effect on return on assets. The short-term estimation results of the capital adequacy ratio variable, loan to deposit ratio and exchange rate have a significant effect.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian bertujuan untuk menganalisis kebijakan moneter dan balance sheet channel dengan menggunakan variabel bank balance sheet serta melihat pengaruh jangka panjang dan pendek variabel giro wajib minimum, variabel bank balance sheet (capital adequacy ratio, loan to deposit ratio), nilai tukar dan inflasi terhadap return on asset bank konvensional yang terdaftar di bursa efek indonesia periode 2012Q1 – 2022Q4. Penelitian ini menggunakan data panel yakni gabungan antara data time series dan cross section dengan menggunakan metode Pool Mean Group Estimation (PMG). Hasil analisis menunjukan bahwasanya dalam jangka panjang variabel loan to deposit ratio dan kurs berpengaruh signifikan arah positif terhadap return on asset. Sedangkan variabel giro wajib minimum, capital adequacy ratio, dan nilai tukar berpangaruh signifikan arah negatif terhadap return on asset. Hasil estimasi jangka pendek variabel capital adequacy ratio, loan to deposit ratio dan kurs berpengaruh signifikan | |||||||||
| Uncontrolled Keywords: | Return on Asset, Monetary Policy, Balance Sheet Channel, Reserve Requirement, Bank Balance Sheet Return on Asset, Kebijakan Moneter, Balance Sheet Channel, Giro Wajib Minimum, Bank Balance Sheet. | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory Communication > Communication (General) |
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| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan |
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| Depositing User: | DISKA ADELIA PUTRI | |||||||||
| Date Deposited: | 21 Jun 2024 10:11 | |||||||||
| Last Modified: | 25 Jun 2024 10:35 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/36459 |
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