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 study method adopts nonlinear autoregressive distributed lag (NARDL), while the study data ranges from 2014 m...
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| Format: | Article |
| Language: | English |
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Center for Islamic Economics Studies and Development
2023-07-01
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| Series: | Jurnal Ekonomi dan Keuangan Islam |
| Subjects: | |
| Online Access: | https://jurnal.uii.ac.id/JEKI/article/view/28299 |
| _version_ | 1797774601598533632 |
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| author | Faaza Fakhrunnas Mohammad Abdul Matin Chowdhury MB Hendrie Anto |
| author_facet | Faaza Fakhrunnas Mohammad Abdul Matin Chowdhury MB Hendrie Anto |
| author_sort | Faaza Fakhrunnas |
| collection | DOAJ |
| description |
Purpose – The study investigates the performance of non-performing financing (NPF) in the housing sector concerning the asymmetric influence of macroeconomic conditions.
Methodology – The study method adopts nonlinear autoregressive distributed lag (NARDL), while the study data ranges from 2014 m6 to 2022 m2.
Finding –The findings reveal an asymmetric relationship between macroeconomic variables and NPF in the short and long run. In addition, 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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| first_indexed | 2024-03-12T22:23:38Z |
| format | Article |
| id | doaj.art-2fda8151ca454a4db0bade2f1178e2ef |
| institution | Directory Open Access Journal |
| issn | 2088-9968 2614-6908 |
| language | English |
| last_indexed | 2024-03-12T22:23:38Z |
| publishDate | 2023-07-01 |
| publisher | Center for Islamic Economics Studies and Development |
| record_format | Article |
| series | Jurnal Ekonomi dan Keuangan Islam |
| spelling | doaj.art-2fda8151ca454a4db0bade2f1178e2ef2023-07-23T00:34:44ZengCenter for Islamic Economics Studies and DevelopmentJurnal Ekonomi dan Keuangan Islam2088-99682614-69082023-07-0192The asymmetric impact of macroeconomic variables on Islamic bank home financing in IndonesiaFaaza Fakhrunnas0Mohammad Abdul Matin Chowdhury1MB Hendrie Anto2Department of economics, Faculty of Business and Economics, Universitas Islam Indonesia, Yogyakarta, IndonesiaSchool of Business Administration, East Delta University, Chattogram, BangladeshDepartment of economics, Faculty of Business and Economics, Universitas Islam Indonesia, Yogyakarta, 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 study method adopts nonlinear autoregressive distributed lag (NARDL), while the study data ranges from 2014 m6 to 2022 m2. Finding –The findings reveal an asymmetric relationship between macroeconomic variables and NPF in the short and long run. In addition, 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. https://jurnal.uii.ac.id/JEKI/article/view/28299NPLBanking IndustryNon-linearAsymmetricSymmetric |
| spellingShingle | Faaza Fakhrunnas Mohammad Abdul Matin Chowdhury MB Hendrie Anto The asymmetric impact of macroeconomic variables on Islamic bank home financing in Indonesia Jurnal Ekonomi dan Keuangan Islam NPL Banking Industry Non-linear Asymmetric Symmetric |
| title | The asymmetric impact of macroeconomic variables on Islamic bank home financing in Indonesia |
| title_full | The asymmetric impact of macroeconomic variables on Islamic bank home financing in Indonesia |
| title_fullStr | The asymmetric impact of macroeconomic variables on Islamic bank home financing in Indonesia |
| title_full_unstemmed | The asymmetric impact of macroeconomic variables on Islamic bank home financing in Indonesia |
| title_short | The asymmetric impact of macroeconomic variables on Islamic bank home financing in Indonesia |
| title_sort | asymmetric impact of macroeconomic variables on islamic bank home financing in indonesia |
| topic | NPL Banking Industry Non-linear Asymmetric Symmetric |
| url | https://jurnal.uii.ac.id/JEKI/article/view/28299 |
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