Abstrak

Baca Juga : PENGARUH INFLASI, SUKU BUNGA, NILAI TUKAR VALAS, NON PERFORMING FINANCING (NPF) DAN DANA PIHAK KETIGA (DPK) TERHADAP TINGKAT KEUNTUNGAN PERBANKAN SYARIAH DI INDONESIA (Putro Alicya, 2017) ,

Baca Juga : PENGARUH BIAYA OPERASIONAL, DANA PIHAK KETIGA DAN NON PERFORMING FINANCE TERHADAP PERTUMBUHAN LABA PADA PERBANKAN SYARIAH DI INDONESIA (Cut Marliana TA, 2016) ,

arah. uji impulse response function (irf) menunjukkan bahwa variabel dana pihak ketiga merespon secara negatif terhadap shock variabel inflasi dan merespon secara positif terhadap shock variabel suku bunga deposito. sedangkan untuk shock variabel nilai tukar, dana pihak ketiga merespon secara fluktuatif (positif dan negatif) dalam jangka pendek. uji forecast error variance decomposition (fevd) menunjukkan bahwa shock variabel suku bunga deposito memberikan pengaruh yang paling besar kepada variabel dana pihak ketiga dibanding variabel inflasi dan nilai tukar selama periode penelitian. kata kunci: dpk, inflasi, nilai tukar, suku bunga deposito, var abstract title : analysis of macro variables relationships with third- party funds in commercial banking name : danil maulana student id : 1101101010017 faculty / department : economics and businnes / economic development concentration : monetary economics academic advisor : fakhruddin, s.e., m.s.e. the purpose of this study is to determine how the relationship of inflation, exchange rates and interest rates on deposits with third-party funds (dpk) in commercial banking indonesia. the data used is secondary data obtained from bank indonesia (bi) and central agency statistics (badan pusat statistik) in the period of january 2005 to december 2015. model used in this study is vector autoregression (var). research result using granger causality test show that, the variable of third-party fund does not have a casual relationship with the variables of inflation and exchange rate, while the variables of third-party fund with interest rate on deposits have a one-way relationship. impulse response function (irf) test indicates that the variables of third-party fund responds negatively to the shock variable inflation and it respond positively to the shock variable interest rate on deposits. as for the shock variable exchange rates, third-party funds respond fluctuatively (positive and negative) in the short term. forecast error variance decomposition test indicates that shock of variable interest rate on deposits, provide the greatest impact to variable third-party funds during the study period. keyword: dpk, inflation, exchange rate, interest rate on deposit, var

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