Ulfa, Fithri Atika (2017) Pengaruh Siklus Keuangan Terhadap Stabilitas Sistem Keuangan Indonesia Tahun 1996-2016. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui pengaruh siklus keuangan terhadap stabilitas sistem keuangan di Indonesia. Metode analisis data yang digunakan dalam penelitian ini adalah frequency-based filter dan turning-points serta VAR/VECM. Variabel dalam menyusun siklus keuangan ialah kredit, ihsg, ihpr, kurs, dan jumlah uang beredar. Berdasarkan co-movement yang dihitung menggunakan concordance index, siklus keuangan disusun menggunakan variabel kredit, kurs, dan jumlah uang beredar. Hasil penelitian menunjukkan bahwa saat siklus kredit dan siklus kurs mendekati stabil, maka indeks stabilitas sistem keuangan semakin terguncang. Sedangkan siklus jumlah uang beredar menunjukkan pengaruh yang tidak signifikan terhadap stabilitas sistem keuangan.
English Abstract
The purpose of this study was to financial cycle that effect financial system stability at Indonesia. The method is used frequency-based filter and turning points and VAR/VECM. The variables in setting up the financial cycle are credit, ihsg, ihpr, exchange rate, and money supply. Based on the co-movement calculated using the concordance index, the financial cycle is structured using credit variables, exchange rates, and money supply. The result of this study indicates when credit and exchange rate approaching stability, then financial system stability index will be shaken. While, the money supply not significant effect on financial stability system.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FE/2017/638/051710613 |
| Uncontrolled Keywords: | Siklus Keuangan, Sistem Keuangan, Stabilitas Sistem Keuangan,Financial Cycle, Financial System, Financial System Stability. |
| Subjects: | 300 Social sciences > 332 Financial economics |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | Nur Cholis |
| Date Deposited: | 30 Nov 2017 08:13 |
| Last Modified: | 02 Oct 2023 08:56 |
| URI: | http://repository.ub.ac.id/id/eprint/6317 |
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