THE DETERMINANT ANALYSIS OF PROFITABILITY IN THE SHARIA BANKING INDUSTRY IN 2011-2018 USING AUTO REGRESSIVE DISTRIBUTED LAG (ARDL) APPROACH

This study aims to determine the influence of the Macro Economy, namely GDP and Inflation and Bank Characteristics, namely CAR, FDR, NPF, BOPO and Size on the Profitability of the Sharia Banking Industry in Indonesia in the 2011 - 2018 Period. The data used are secondary data, namely quarterly data obtained from the official website of Bank Indonesia (www.bi.go.id), Badan Pusat Statistik (www.bps.go.id), and Statistik Perbankan Syariah reports published by OJK (www.ojk.go.id). The sampling method used was purposive sampling method. The analysis technique uses the ARDL (Autoregressive Distributed Lag) model with statistical tools EViews 9. The results of the study show that in the short term of the GDP, Inflation, BOPO, Size variables, they have a significant effect on the profitability of the Sharia Banking Industry and the CAR, FDR, NPF variables have no significant effect on profitability of Islamic Banking Industry. Meanwhile in the long run of the GDP, BOPO, Size variables, they have a significant effect on the profitability of the Sharia Banking Industry and the Inflation, CAR, FDR, NPF variable does not significantly influence the profitability of the Sharia Banking Industry.

Keywords: Profitability, Sharia Bank, ARDL

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