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DYNAMIC RELATIONSHIP BETWEEN CAPITAL INFLOWS AND BANK LENDING: THE ROLE OF COMMODITY PRICE AND GLOBAL FINANCIAL MARKET SHOCKS

Buletin Ekonomi Moneter dan Perbankan · Vol. 24 No. 4 (2021) · hlm. 589–630

DOI
10.21098/bemp.v24i4.1170
ISSN
2460-9196, 1410-8046
Terbit
2021-12-31
Penerbit
Bank Indonesia
Bahasa
eng
Lisensi
creativecommons.org/licenses/by-nc/4.0

Abstrak

This paper investigates the dynamic relationship between capital inflows and bank lending in Indonesia. We use a Structural Vector AutoRegression (SVAR) model that allows exogenous international commodity prices and global financial market fluctuations to influence capital inflows. We find that commodity price shocks are more important as compared to global financial shocks in explaining the variance of capital inflows in the long run. Furthermore, shocks from capital inflows lead to a change in bank lending allocation across economic sectors.

Jaringan kolaborasi para penulis

11 penulis · 14 tautan kepenulisan bersama · 9 lintas organisasi

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  • Bank Indonesia
  • University of Indonesia
  • Universitas Negeri Padang
  • RMIT University
  • Organisasi berbeda
  • Organisasi sama
  • Afiliasi tidak diketahui
  • Garis lebih tebal = lebih banyak artikel bersama · lingkaran lebih besar = lebih banyak artikel
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Rekan penulisOrganisasiArtikel bersama
Justina AdamantiBank Indonesia2
Solikin M. JuhroBank Indonesia2
Iman SugemaBank Indonesia1
Wijoyo SantosoBank Indonesia1
Sri AndaiyaniUniversity of Indonesia1
Seema NarayanRMIT University1
Lutzardo TobingBank Indonesia1

Afiliasi berasal dari OpenAlex; metadata OAI-PMH jurnal tidak memuatnya. Penulis tanpa ID OpenAlex dicocokkan berdasarkan nama, sehingga dua orang bisa tergabung atau satu orang bisa terpisah.

Sumber metadata: OAI-PMH (metadata jurnal) https://www.bmeb-bi.org/index.php/BEMP/oai, pertama di-harvest 8 Nov 2026, terakhir terlihat 8 Nov 2026.
Metadata asli (oai_dc) 
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	<dc:title xml:lang="en-US">DYNAMIC RELATIONSHIP BETWEEN CAPITAL INFLOWS AND BANK LENDING: THE ROLE OF COMMODITY PRICE AND GLOBAL FINANCIAL MARKET SHOCKS</dc:title>
	<dc:creator>Satria, Doni</dc:creator>
	<dc:creator>Nachrowi, Nachrowi Djalal</dc:creator>
	<dc:creator>Falianty, Telisa A.</dc:creator>
	<dc:creator>Simorangkir, Iskandar</dc:creator>
	<dc:description xml:lang="en-US">This paper investigates the dynamic relationship between capital inflows and bank lending in Indonesia. We use a Structural Vector AutoRegression (SVAR) model that allows exogenous international commodity prices and global financial market fluctuations to influence capital inflows. We find that commodity price shocks are more important as compared to global financial shocks in explaining the variance of capital inflows in the long run. Furthermore, shocks from capital inflows lead to a change in bank lending allocation across economic sectors.</dc:description>
	<dc:publisher xml:lang="en-US">Bank Indonesia</dc:publisher>
	<dc:date>2021-12-31</dc:date>
	<dc:type>info:eu-repo/semantics/article</dc:type>
	<dc:type>info:eu-repo/semantics/publishedVersion</dc:type>
	<dc:type xml:lang="en-US">Peer-reviewed Article</dc:type>
	<dc:format>application/pdf</dc:format>
	<dc:identifier>https://www.bmeb-bi.org/index.php/BEMP/article/view/1170</dc:identifier>
	<dc:identifier>10.21098/bemp.v24i4.1170</dc:identifier>
	<dc:source xml:lang="en-US">Buletin Ekonomi Moneter dan Perbankan; Vol 24 No 4 (2021); 589-630</dc:source>
	<dc:source xml:lang="id-ID">Buletin Ekonomi Moneter dan Perbankan; Vol 24 No 4 (2021); 589-630</dc:source>
	<dc:source>2460-9196</dc:source>
	<dc:source>1410-8046</dc:source>
	<dc:source>10.21098/bemp.v24i4</dc:source>
	<dc:language>eng</dc:language>
	<dc:relation>https://www.bmeb-bi.org/index.php/BEMP/article/view/1170/992</dc:relation>
	<dc:rights xml:lang="en-US">Copyright (c) 2022 Buletin Ekonomi Moneter dan Perbankan</dc:rights>
	<dc:rights xml:lang="en-US">http://creativecommons.org/licenses/by-nc/4.0</dc:rights>
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