Mecanismo Relación Relación Financiera en la Banca con IRF y FEVD

• Didit Supriyadi ^[1]
  1. [1] Universitas Singaperbangsa Karawang
• Localización: Opción: Revista de Ciencias Humanas y Sociales, ISSN 1012-1587, Nº. 88, 2019
• Idioma: español
• Títulos paralelos:
  • Mechanism Financial Ratio Relationship in the Banking with IRF and FEVD
• Enlaces
  • Texto completo (pdf)
• Resumen
  • español

    Este documento tiene como objetivo probar el mecanismo de transmisión y analizar las 6 razones bancarias que existen en Indonesia y figura en el IDX durante el período de estados financieros 2010-2017. El método de análisis utilizado en esta investigación es la prueba de causalidad mayor, IRF y FEVD para ver el mecanismo de relación entre las razones finan-cieras en la banca en Indonesia. A partir de los resultados del análisis de datos que se han realizado para explicar que, en base a una prueba de causalidad mayor, la relación variable de las finanzas bancarias promedió una relación unidireccional y no bidireccional. A partir de los resultados de la imagen IRF que se ha producido, parece que las razones financieras variables de algunos están hacia y lejos del punto o el valor promedio de las razones financieras bancarias variables está cuidadosamente. Al usar FEVD usando el modelo de tabla, se ve que la variable de las razones de fi-nanciamiento bancario en las más grandes está influenciada por la variable misma y en parte influenciada por otras variables de relación financiera.

  • English

    This paper aims to test the transmission mechanism and analyze the 6 banking ratios that exist in Indonesia and is listed on the IDX during the period of 2010-2017 financial statements. The analysis method used in this research is granger causality test, IRF and FEVD to see the mech- anism of relationship between financial ratios in banking in Indonesia. From the results of data analysis that has been done in explain that based on granger causality test, the variable ratio of banking finance averaged one-way relationship and not two-way. From the results of the IRF image that has been produced, it appears that the variable financial ratios of some are toward and away from the point or the average value of the variable banking financial ratios are in carefully. By using FEVD using table model, it is seen that the variable of banking finance ratios in the bigger is influenced by the variable itself and partly influenced by other financial ratio variables.

• Referencias bibliográficas
  • Mensi, S. and Zouari, A., (2010) Efficient Structure versus Market Pow- er: Theories and Empirical Evidence, International Journal of Economics...
  • Molyneux, P. and Seth, R. (1998) Foreign banks, profits and commercial credit extension in the United States, Applied Financial Economics,...
  • Pilloff, S. J. and Rhoades, S. A. (2002) Structure and Profitability in Banking Markets, Review of Industrial Organization, 20, p. 81-98.
  • Sufian, F. (2009) Determinants of bank efficiency during unstable mac- roeconomic environment: Empirical evidence from Malaysia, Research...
  • Caporale, G.M., et all, (2017), The performance of banks in the MENA region during the global financial crisis, Research in International...
  • Micco, A., et all., (2007). Bank ownership and performance. Does poli- tics matter? J. Bank. Finance 31 (1), 219–241.
  • Nandy, M., and Lodh, S., (2012). Do banks value the eco-friendliness of firms in their corporate lending decision? Some empirical evidence....
  • Olson, D., and Zoubi, T.A., (2011). Efficiency and bank profitability in MENA countries. Emerg. Mark. Rev. 12 (2), 94–110.
  • Agoba, A.W., (2017) Central bank independence and inflation in Africa: The role of financial systems and institutional quality, Central Bank...
  • Aisen, A., and Veiga, F.J., (2008). Political instability and inflation vol- atility. Public Choice 135 (3), 207 & 223.
  • Alesina, A., and Drazen, A., (1989). Why Are Stabilizations Delayed?, Mimeo. Harvard University.
  • Rzayev, R and Babayeva, S.,(2016) One approach to complex evalu- ation of financial stability of commercial banks, Procedia Computer Sci-...