Analisis hubungan dinamis variabel inflasi, GDP, FDR, ROA, CAR, dan NPF pada bank umum syariah periode 2017-2024

This study aims to analyze the dynamic relationship among inflation, Gross Domestic Product (GDP), Financing to Deposit Ratio (FDR), Return on Assets (ROA), Capital Adequacy Ratio (CAR), and Non-Performing Financing (NPF) in Islamic Commercial Banks in Indonesia during the period 2017–2024. This research employs time-series data and applies the Vector Autoregression (VAR) and Vector Error Correction Model (VECM) approaches to capture both short-run and long-run dynamic relationships among the variables. The results indicate the existence of dynamic interactions between macroeconomic variables and bank soundness indicators in influencing NPF. The Impulse Response Function (IRF) analysis reveals that shocks to inflation and GDP generate varying responses in NPF, while internal bank variables such as ROA, CAR, and FDR play a role in mitigating or amplifying fluctuations in non-performing financing. Furthermore, the Forecast Error Variance Decomposition (FEVD) results show that NPF variations are predominantly influenced by internal bank factors, particularly profitability and liquidity ratios, rather than macroeconomic variables. These findings suggest that financing stability in Islamic Commercial Banks is not solely determined by macroeconomic conditions but is highly dependent on internal performance and effective risk management. Therefore, strengthening capital adequacy, improving profitability, and optimizing liquidity management are essential to enhance the resilience of Islamic banking against non-performing financing risks.