This study aims to determine the influence of internal and external factors on liquidity Islamic banks. The research observation period was from January 2015 April 2019 using autoregressive distributed lag (ARDL) data processing method. ARDL is used short-term long-term independent variables variable. results found that CAR has a significant negative effect FDR, but it not in short term. Likewi...

INTRODUCTION Box Jenkins’ linear autoregressive integrated moving average (ARIMA) methodology is widely used for analyzing time-series data. Beyond ‘linear’ domain, there are many nonlinear forms to be explored. In fact, nonlinear time-series analysis has been one of the major areas of research in Time-series analysis for more than two decades now. These models are generally more appropriate th...

This study aims to analyze the factors that affect profitability of Islamic Commercial Banks in Indonesia. The dependent variable this is Return on Assets (ROA), while independent variables include CAR, NPF, FDR, BOPO, DPK, mudharabah financing, murabahah BI Rate, and inflation. research period was from January 2015 July 2020 using Autoregressive Distributed Lag (ARDL) approach. found short ter...

This study estimates an Autoregressive Distributed Lag (ARDL) econometric model between 1970 to 2018 test the long-run effect of remittances on financial development in Kenya. It also interacts with monetary policy and human capital their complementarity facilitating development. The finds that hurt contradicting theoretical view. A possible explanation is substitutability hypothesis which stat...

Testing for white noise has been well studied in the literature of econometrics and statistics. For most of the proposed test statistics, such as the well-known Box–Pierce test statistic with fixed lag truncation number, the asymptotic null distributions are obtained under independent and identically distributed assumptions and may not be valid for dependent white noise. Because of recent popul...