eprintid: 48401
rev_number: 19
eprint_status: archive
userid: 2760
dir: disk0/00/04/84/01
datestamp: 2025-05-02 06:26:04
lastmod: 2025-05-02 06:26:04
status_changed: 2025-05-02 06:26:04
type: thesis
metadata_visibility: show
creators_name: CALLISTA SALAM, IRENE
creators_id: 5553200094
contributors_type: http://www.loc.gov/loc.terms/relators/THS
contributors_type: http://www.loc.gov/loc.terms/relators/THS
contributors_name: JANDI ANWAR, CEP
contributors_name: DIDU, SAHARUDDIN
contributors_id: 197011052008121002
contributors_id: 197807042010121001
corp_creators: UNIVERSITAS SULTAN AGENG TIRTAYASA
corp_creators: FAKULTAS EKONOMI DAN BISNIS
corp_creators: JURUSAN ILMU EKONOMI PEMBANGUNAN
title: ANALISIS PENGARUH KEBIJAKAN MONETER TAYLOR RULE TERHADAP STABILITAS BANK UMUM KONVENSIONAL DI INDONESIA
ispublished: pub
subjects: HB
divisions: FEB
divisions: IEP
full_text_status: restricted
keywords: Bank stability, Distance to Default, Monetary Policy,
Macroprudential Policy
Stabilitas bank, Distance to Default, Kebijakan Moneter,
Kebijakan Makroprudensial
note: Industri perbankan memainkan peran penting dalam perekonomian negara. Dalam menjaga perekonomian negara, bank sentral melakukan pengawasan khusus di sektor perbankan. Oleh karena itu, stabilitas bank menjadi hal yang sangat penting untuk dijaga. Penelitian ini dilakukan dengan tujuan untuk mengidentifikasi bagaimana pengaruh variabel kebijakan moneter Taylor rule, kebijakan makroprudensial, ukuran bank, DER, PDB, dan Inflasi terhadap stabilitas bank umum konvensional Indonesia periode 2012-2023 yang diukur menggunakan distance to default. Metode analisis yang dignakan dalam penelitian ini yaitu pendekatan Panel Dinamis dengan model GMM. Hasil penelitian menyatakan kebijakan moneter Taylor rule, DER, ukuran bank, dan PDB berpengaruh positif dan signifikan terhadap distance to default. Variabel kebijakan makroprudensial dan inflasi berpengaruh negatif dan signifikan terhadap distance to default.
abstract: The banking industry plays an important role in the country's economy. In maintaining the country's economy, the central bank carries out special supervision in the banking sector. Therefore, bank stability is very important to maintain. This study was conducted with the aim of identifying how the influence of the Taylor rule monetary policy variables, macroprudential policy, bank size, DER, GDP, and inflation on the stability of conventional Indonesian commercial banks for the period 2012-2023 as measured using the distance to default. The analysis method used in this study is the Dynamic Panel approach with the GMM model. The results of the study stated that the Taylor rule monetary policy, DER, bank size, and GDP had a positive and significant effect on the distance to default. The macroprudential policy and inflation variables had a negative and significant effect on the distance to default.
date: 2024
date_type: published
pages: 139
institution: UNIVERSITAS SULTAN AGENG TIRTAYASA
department: ILMU EKONOMI PEMBANGUNAN
thesis_type: sarjana
thesis_name: sarjana
citation:   CALLISTA SALAM, IRENE  (2024) ANALISIS PENGARUH KEBIJAKAN MONETER TAYLOR RULE TERHADAP STABILITAS BANK UMUM KONVENSIONAL DI INDONESIA.  S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.   
document_url: https://eprints.untirta.ac.id/48401/1/IRENE%20CALLISTA%20SALAM_5553200094_Fulltext.pdf
document_url: https://eprints.untirta.ac.id/48401/3/IRENE%20CALLISTA%20SALAM_5553200094_02.pdf
document_url: https://eprints.untirta.ac.id/48401/4/IRENE%20CALLISTA%20SALAM_5553200094_03.pdf
document_url: https://eprints.untirta.ac.id/48401/5/IRENE%20CALLISTA%20SALAM_5553200094_04.pdf
document_url: https://eprints.untirta.ac.id/48401/6/IRENE%20CALLISTA%20SALAM_5553200094_05.pdf
document_url: https://eprints.untirta.ac.id/48401/7/IRENE%20CALLISTA%20SALAM_5553200094_Lamp.pdf
document_url: https://eprints.untirta.ac.id/48401/8/IRENE%20CALLISTA%20SALAM_5553200094_Ref.pdf
document_url: https://eprints.untirta.ac.id/48401/9/IRENE%20CALLISTA%20SALAM_5553200094_01.pdf