The Influence of GDP, Third Party Funds, and Non-Performing Loans on Credit Procyclicality Behavior in Government Banks
Main Article Content
Nabila Putri Naisya
Nurbetty Herlina Sitorus
This research aims to determine the influence of GDP, Third Party Funds, and Non-Performing Loans on credit procyclicality behavior at Government Banks. The method and analytical tools used in this research are panel data regression with the dependent variable, namely Credit, and the independent variables, namely GDP, Third Party Funds, and Non-Performing Loans. The scope of this research is BUMN Banks with a time span of 2017-2022. This research shows that the best model chosen is the Fix Effect Model with the results that GDP, Third Party Funds and Non-Performing Loans have a positive and significant effect on credit distribution, which shows that there is procyclical behavior in government banks.
Athanasoglou, P., & Daniilidis, I. (2011). Procyclicality in the banking industry: causes, consequences, and response. In Bank of Greece, Working Paper (Issue October).
Bank Indonesia. (2014a). Kajian Stabilitas Keuangan No. 23 September 2014. 15(2).
Berger, A. N., & Udell, G. F. (2002). The Institutional Memory Hypothesis and the Procyclicality of Bank Lending Behavior. Finance and Economics Discussion Series, 2002(02).
Bernanke, B. S., Gertler, M., & Gilchrist, S. (1999). The financial accelerator in a quantitative business cycle framework. In Handbook of Macroeconomics.
Gujarati, D. N. (2012). Dasar-Dasar Ekonometrika, Edisi 5. In Jakarta: Salemba Empat.
Hasyim, D. (2015). Faktor-Faktor yang Mempengaruhi Penyaluran Kredit pada Bank Umum Periode 2008-2012. JUPIIS: Jurnal Pendidikan Ilmu-Ilmu Sosial, 6(2).
Juliannisa, I. A. (2017). Faktor-Faktor Yang Memengaruhi Volume Kredit Yang Berdampak Pada Prosiklikalitas: Studi Kasus Bank Domestik Dan Asing di Indonesia. Bina Ekonomi, 21(2), 93–104.
Nugraha, A. P., Mulyadi, M., & Suriani, S. (2024). Customer Journey Mapping: Understanding Consumer Behavior Digitally. Berajah Journal, 4(2), 327-336.
Oktaviani, I. R. D. P. (2012). Pengaruh DPK, ROA, CAR, NPL, dan Jumlah SBI Terhadap Penyaluran Kredit Perbankan (Studi Pada Bank Umum Go Public di Indonesia Periode 2008-2011). Diponegoro Journal of Management, 1(2).
Utari et al. (2012). Prosiklikalitas Sektor Perbankan Dan Faktor-Faktor Yang Mempengaruhi. Badan Pendidikan Dan Pelatihan Keuangan, 5.
Widarjono, A. (2013). Ekonometrika: Pengantar dan aplikasinya, Ekonosia. Yogyakarta: Penerbit YKPN.
