Dampak determinasi price-cost margin di perbankan indonesia

Dadang Lesmana

Abstract


Dengan menggunakan kerangka data panel dinamis, perilaku siklus Price-cost margin di Perbankan periode 2008-2015. Pada penelitian ini memberikan bukti terhadap perilaku countercyclical marginnya Hal ini penting bagi perekonomian Indonesia dikarenakan countercyclicality margin bank dapat membatasi peluang kredit selama periode penurunan ekonomi. Selanjutnya, Kredit dan Liquidity berpengaruh negative signifikan terhadap Price-cost Margin, begitu pula dengan Credit Quality berpengaruh negative akan tetapi tidak signifikan. Sedangakn Capital berpengaruh positif signifikan terhadap Price-cost Margin. Akan tetapi Market Concentration memiliki dua pengaruh pada siklus berbeda. Menunjukkan pengaruh yang signifikan terhadap marjin biaya-harga bank. Temuan ini juga berfungsi sebagai bukti Mekanisme "akselerator keuangan" dalam ekonomi Indonesia selama periode sampel yang dilakukan pada penelitian sebelumnya.


Keywords


Price-cost margin; bussines cycle; concentration; spesifik bank

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References


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DOI: https://doi.org/10.29264/prosiding%20snmeb.v0i0.3103

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