Analisis Mudharabah Deposit pada Perbankan Syariah: Metode VAR

Abstract

The aims of the result are to test the factors affecting the Mudharabah deposits in Sharia Bank in Indonesia. We use the variables as Gross Domestic Product, Unemployment Rate, Capital Adequacy Ratio, Non-Performing Financing, and Profit Sharing toward Mudharabah Deposits. We use data from Statistic Center Official and Sharia Bank Statistics. The data took quarterly among 7 years from 20013 – 2021. The research method is using Vector Autoregressive. The result of the research is using the Granger Causality Test, we found 2 Lag that is Lag 1 and 2, that have similarity. NonPerforming Financing is statistically significantly affected by Profit Sharing, Mudharabah Deposits, and Gross Domestic Product with degree of freedom 95% and 99%. Beside that another variable from Lag 1 is Gross Domestic Product affected CAR and Mudharabah Deposits affected Gross Domestic Product. The Lag 2, the variable CAR affected NPF and Unemployment Rate affected Gross Domestic Product.