Pengaruh Faktor Internal dan Eksternal terhadap Pertumbuhan Deposito Mudharabah pada Perbankan Syariah di Indonesia.

Abstract

Deposito mudharabah merupakan produk penghimpunan dana yang memberikan proporsi terbesar dalam komposisi dana pihak ketiga (DPK). Pertumbuhan deposito mudharabah perbankan syariah di Indonesia cenderung menurun sejak tahun 2014. Penelitian ini bertujuan untuk menguji pengaruh faktor internal dan eksternal pada pertumbuhan deposito mudharabah di Indonesia. Metode penelitian yang digunakan yaitu analisis Vector Error Correction Model (VECM) dengan menggunakan data time series periode tahun 2014 hingga 2019. Hasil penelitian dengan analisis Impulse Response Function (IRF) menunjukkan bahwa guncangan dari variabel Financing to Deposit Ratio (FDR), tingkat bagi hasil deposito, pertumbuhan indeks produksi industri dan pertumbuhan jakarta islamic index direspon positif oleh pertumbuhan deposito sedangkan guncangan variabel dari inflasi, Non Performing Financing (NPF), dan nilai tukar rupiah direspon negatif oleh pertumbuhan deposito. Hasil analisis Forecast Error Variance Decomposition (FEVD) menunjukkan bahwa inflasi adalah variabel yang memberikan kontribusi terbesar terhadap pertumbuhan deposito.

Mudharabah deposits is a fund collection product that provides the largest proportion of the composition of third party funds (DPK). The growth of Islamic banking mudharabah deposits in Indonesia has tended to decline since 2014. This study aims to examine the influence of internal and external factors on mudharabah deposits growth in Indonesia. This research using a Vector Error Correction Model (VECM) analysis with time-series data for the period 2014 to 2019. The results of the study using the Impulse Response Function (IRF) analysis show that the shock of the Financing to Deposit Ratio (FDR) variable, the rate of profit sharing on deposits, the growth of industrial production index and the growth of the Jakarta Islamic index were responded positively by deposit growth while variable shocks from inflation were Non-Performing Financing (NPF), and the rupiah exchange rate was responded negatively by the growth in deposits. The results of the Forecast Error Variance Decomposition (FEVD) analysis show that inflation is the variable that provides the largest contribution to deposit growth