Analisis penawaran kredit investasi bank umum terhadap sektor perindustrian di Indonesia periode 2003:1 - 2008:5
Purnomo, Agus , Prof. Dr. Iswardono Sp., Ma
Penelitian ini bertujuan untuk menganalisis penawaran kredit investasi bank umum terhadap sektor perindustrian di Indonesia selama periode 2003 (Januari) hingga 2008 (Mei). Variabel yang digunakan dalam penelitian ini terdiri atas: penawaran kredit investasi bank umum ke sektor perindustrian, dana pihak ketiga (DPK), suku bunga kredit investasi, non performing loans (NPL) kredit investasi dan return on asset (ROA). Keseluruhan data merupakan data bulanan. Model diestimasi dengan menggunakan ordinary least square (OLS) dan model koreksi kesalahan (ECM).
Hasil dari penelitian ini menunjukkan adanya hubungan positif antara suku bunga kredit investasi, DPK dan ROA terhadap penawaran kredit investasi ke sektor perindustrian baik dalam jangka pendek maupun jangka panjang. Terdapat hubungan positif NPL terhadap penawaran kredit dalam jangka pendek. Sedangkan dalam jangka panjang, NPL berpengaruh negatif terhadap penawaran kredit investasi bank umum ke sektor perindustrian.
This research aims to analyze the investment credit supply commercial banks to the sector industry in Indonesia from 2003 (January) until 2008 (May). The variable that used in this research are investment credit supply commercial banks to the industry sector, third party fund, non performing loans (NPL) and return on assets (ROA). Overall data are in monthly time series. The models are estimated with ordinary least square (OLS) and error correction model (ECM).
The result of this research proved that have positive correlation between third party fund, investment loan rate and ROA to investment credit supply commercial banks to the industry sector both in short run and long run. NPL have negative correlation to investment loan rate commercial banks to the industry sector in the long run. In the short run NPL have positive correlation to investment credit supply commercial banks to the industry sector.
Kata Kunci : bank umum, penawaran kredit, ECM
