SATRIADI, MUHAMMAD IQBAL (2016) PENGARUH INFLASI DAN KURS TERHADAP PERGERAKAN INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA PADA TAHUN 2007–2015 MENGGUNAKAN METODE VECM. S1 thesis, Universitas Negeri Jakarta.
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Abstract
ABSTRACT MUHAMMAD IQBAL SATRIADI. The effect ofinflation and kursagainst the movement of composite stock price index in the Indonesia Stock Exchange in 2007 -2015 using VECM. 2016 Tris ResearchIs intended to determine whether the stock price index is influenced by inflation and the exchange rate in 2007-2015. The research sample numbering 108 variables of date each month from 2007 - 2015. The data used comes from www.BI.go.id and www.yahoo.finance.com. Analysis technique of the dateused is VECM (Vector Error correlation Model) that includes a stationary test, cointegration test, lag test, Grenger causality test and VECM test. For the analysis of long-term or cointegration, three variables have a long-term relationship that is balanced it can be seen from the ECT 2,65 larger dati t table is 1.9828. To test Grenger causality, Inflation variables significantly affect the value of IHSGwith probabilistic 0.0152 <than 0.05 and for variable rate appeared to have a one-way relationship in which IHSG affecting the rate seen from the probabilistic value 0.0000000003 <than 0.05. hereinafter known coefficient of determination (R2) for the long term by 25%. Keywords: Composite Stock Price Index, inflation, exchange rate, VECM (Vector Error Correlation Model)
| Item Type: | Thesis (S1) |
|---|---|
| Additional Information: | Pembimbing I: Dr. Haryo Kuncoro, SE, M.Si ., Pembimbing II: Herlita, M.Ec.Dev |
| Subjects: | Ilmu Sosial (Social Science) > Ilmu Ekonomi (Economics) Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) |
| Divisions: | Fakultas Ekonomi > S1 Pendidikan Ekonomi |
| Depositing User: | Budi Siswanto |
| Date Deposited: | 20 Dec 2017 06:40 |
| Last Modified: | 20 Dec 2017 06:40 |
| URI: | http://repository.fe.unj.ac.id/id/eprint/1563 |
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