Analisis Pengaruh Variabel Makroekonomi terhadap Profitabilitas Bank Umum di Indonesia

Abstract

This study aims to determine and analyze the effect of macroeconomic variables, namely inflation, interest rates, exchange rates (exchange rate), and economic growth on the profitability of commercial banks in Indonesia. This study uses monthly time series data from January 2016 to December 2020 with a sample size of 60 months. The model used is multiple regression with the least squares equation or ordinary least squares (OLS) using EViews 10 software. The results show that inflation has a positive and significant effect on the profitability of commercial banks in Indonesia. Interest rates have a positive and significant influence on the profitability of commercial banks in Indonesia. The exchange rate (exchange rate) has a negative and insignificant effect on the profitability of commercial banks in Indonesia. GDP has a positive and significant influence on the profitability of commercial banks in Indonesia. Simultaneously, the results of this study indicate that all independent variables, namely: inflation, interest rates, exchange rates, and GDP together have a significant effect on the profitability of commercial banks in Indonesia.