PRATIWI, OCTA WIDYA (2024) ANALISIS KEBIJAKAN MAKROPRUDENSIAL DAN CREDIT CYCLE DI NEGARA BERKEMBANG. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
High economic growth allows the behavior of the financial system to pay less attention to the risks that occur and make massive credit so that the financial system is unstable. Various factors can also affect the movement of the credit cycle. This study aims to analyze the effect of macroprudential policy as measured by the macroprudential index and analyze how the variables of inflation, central bank interest rates, exchange rates, and economic growth affect the credit cycle in 72 developing countries from 2010 to 2023. With the analysis method used is the Generalized Method of Method Moments (GMM) system GMM (SYS-GMM) approach using STATA-14 software. The results of this study indicate that the inflation variable has a positive and significant effect on the credit cycle. Meanwhile, the macroprudential index, central bank interest rate, exchange rate and economic growth variables have a negative and significant influence on the credit cycle.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Pertumbuhan ekonomi yang tinggi memungkinkan perilaku sistem keuangan tidak terlalu memperhatikan mengenai risiko yang terjadi dan melakukan kredit yang bersifat ekspansi secara besar-besaran sehingga sistem keuangan tidak stabil. Berbagai factor juga dapat mempengaruhi pergerakan siklus kredit. Penelitian ini bertujuan untuk menganalisis pengaruh kebijakan makroprudensial yang diukur melalui indeks makroprudensial dan juga menganalisis bagaimana pengaruh variabel inflasi, suku bunga bank sentral, nilai tukar, dan pertumbuhan ekonomi terhadap siklus kredit di 72 negara berkembang selama periode 2010 hingga 2023. Dengan metode analisis yang digunakan adalah metode Generalized of Method Moments (GMM) pendekatan system GMM (SYS-GMM) dengan menggunakan software STATA-14. Hasil pada penelitian ini menunjukkan bahwa variabel inflasi memiliki pengaruh positif dan signifikan terhadap siklus kredit. Sementara, variabel indeks makroprudensial, suku bunga bank sentral, nilai tukar dan pertumbuhan ekonomi memiliki pengaruh negatif dan signifikan terhadap siklus kredit. | |||||||||
| Subjects: | H Social Sciences > H Social Sciences (General) H Social Sciences > HB Economic Theory |
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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: | Octa Widya Pratiwi | |||||||||
| Date Deposited: | 27 Aug 2024 14:07 | |||||||||
| Last Modified: | 27 Aug 2024 14:07 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/41369 |
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