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Analysis of the Macroeconomic Impact towards the NPL National Banking in Indonesia: The Study of Macro-Economic Shock Using Vector Autoregression Models

Author

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  • Mahjus Ekananda

Abstract

This paper specifically examines the macroeconomic impact of the NPL of individual banks using dynamic analysis. Model PVAR proposed as an analytical tool because of its advantages analyze the interdependence between banks in a group of commercial banks in conducting business activities (BOOK), considering the heterogeneity of the bank, the factors that make up the diversity of the bank (unobservable variables), analytical transmission ortogonalisasi Cholesky as well and dynamics of the relationship between variables macro with the bank's internal variables.This method will be very useful for dynamic studies of individual data bank in the banking industry.

Suggested Citation

  • Mahjus Ekananda, 2017. "Analysis of the Macroeconomic Impact towards the NPL National Banking in Indonesia: The Study of Macro-Economic Shock Using Vector Autoregression Models," European Research Studies Journal, European Research Studies Journal, vol. 0(3A), pages 396-416.
    • Handle: RePEc:ers:journl:v:xx:y:2017:i:3a:p:396-416
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    Cited by:

    1. Mahjus Ekananda & Tulus Suryanto, 2021. "The Influence of Global Financial Liquidity on the Indonesian Economy: Dynamic Analysis with Threshold VAR," Economies, MDPI, vol. 9(4), pages 1-20, October.
    2. Veronica Yu. Chernova & Vasily S. Starostin & Galina V. Butkovskaya & Alexander M. Zobov, 2017. "Role of MNCs in Changing Preferences for Food Consumption in Russia under Import Substitution," European Research Studies Journal, European Research Studies Journal, vol. 0(4B), pages 158-166.
    3. Mahjus Ekananda, 2018. "Misinvoicing Analysis in ASEAN-China Free Trade Aggrement (ACFTA)," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 187-205.
    4. Mahjus Ekananda & Dion Jogi Parlinggoman, 2017. "The Role of High-Tech Exports and of Foreign Direct Investments (FDI) on Economic Growth," European Research Studies Journal, European Research Studies Journal, vol. 0(4A), pages 194-212.

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