Analisis Pengaruh Inflasi, BI Rate, Indeks Dow Jones dan Kurs Terhadap Indeks Harga Saham Gabungan (IHSG) Periode Januari 2011 – Desember 2015

Tri Yudhanto, Mochamad Rizky and , Muhammad Arif, SE, M.Ec, Dev (2017) Analisis Pengaruh Inflasi, BI Rate, Indeks Dow Jones dan Kurs Terhadap Indeks Harga Saham Gabungan (IHSG) Periode Januari 2011 – Desember 2015. Skripsi thesis, Universitas Muhammadiyah Surakarta.

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Abstract

This study entitled "Influence Inflation Analysis, BI Rate, Dow Jones Index and Exchange Rate Against Joint Stock Price Period January 2011 - December 2015. The purpose of this research is to analyze the influence of some macroeconomic variables on the movement of Composite Stock Price Index, in use is the monthly data period January 2011 - December 2015. The method of analysis using Error Correction Model (ECM) developed by Engle - Granger. The results of the research using the above analysis tools are: (i) In the short run, the inflation variable, BI rate and exchange rate do not have a significant effect on the movement of JCI, while the Dow Jones index variable has a significant positive influence on the JCI. This implies that in the short term Dow Jones index can be used to predict the JCI and inflation, BI Rate and exchange rate is not a good indicator to predict the movement of JCI. (ii) In the long run, the inflation variable, BI rate and exchange rate have negative and signified effect on JCI, while Dow Jones index does not have significant influence to JCI. This implies that in the long run inflation, BI Rate and exchange rate can be used to predict JCI and Dow Jones index is not a good indicator to predict JCI movement.

Item Type:	Karya ilmiah (Skripsi)
Uncontrolled Keywords:	Inflation, BI Rate, Exchange Rate, IHSG, Error Correction Model (ECM).
Subjects:	H Social Sciences > HB Economic Theory
Divisions:	Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi dan Studi Pembangunan
Depositing User:	MOCHAMAD RIZKI TRI YUDHANTO
Date Deposited:	06 Nov 2017 06:10
Last Modified:	06 Nov 2017 06:17
URI:	http://eprints.ums.ac.id/id/eprint/56974

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