宏观经济变量对印尼伊斯兰银行住房融资的不对称影响

Faaza Fakhrunnas, M. Chowdhury, M. Anto
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引用次数: 0

摘要

目的-本研究调查了涉及宏观经济条件不对称影响的住房部门不良融资(NPF)的表现。研究方法:本研究采用非线性自回归分布滞后(NARDL)方法,研究数据范围为2014m6 ~ 2022m2。研究发现-研究结果表明,宏观经济变量与NPF之间的不对称关系在短期和长期都存在。此外,新冠肺炎疫情在短期内恶化了伊斯兰银行在某些行业的住房融资NPF,而从长期来看,只有公寓和公寓市场的此类融资在大流行期间受到影响。启示-该研究的启示表明,伊斯兰银行业和金融当局分别需要强有力的风险管理和金融政策,以实现和维持伊斯兰银行在家庭融资活动中的稳定性。独创性-该研究在从非线性角度衡量宏观经济影响对伊斯兰银行住房融资的影响方面具有独创性。
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The asymmetric impact of macroeconomic variables on Islamic bank home financing in Indonesia
Purpose – The study investigates the performance of non-performing financing (NPF) in the housing sector concerning the asymmetric influence of macroeconomic conditions. Methodology – The method of the study adopts nonlinear autoregressive distributed lag (NARDL), while the data of the study ranges from 2014m6 to 2022m2.Finding – The findings reveal an asymmetric relationship between macroeconomic variables and NPF is present both in the short and long run. In addition, the COVID-19 has worsened the NPF of Islamic banks' home financing in some sectors in the short run, while only such financing in the flat and apartment market has suffered during the pandemic in the long run.Implication – The implication of the study suggests that the Islamic banking industry and financial authority need robust risk management and financial policies, respectively, to achieve and maintain the stability of Islamic banks in home financing activities. Originality – The study is original in measuring the impact of macroeconomic influences on Islamic banks' home financing from a nonlinear viewpoint.
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发文量
21
审稿时长
10 weeks
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