Analisis Hubungan Variabel Makroekonomi Terhadap Pasar Modal Indonesia dengan Pendekatan Error Correction Model (ECM) Periode September 2013 – Juli 2016

Santoso, Andries Styani and , Muhammad Arif, S.E, M.Ec.Dev (2018) Analisis Hubungan Variabel Makroekonomi Terhadap Pasar Modal Indonesia dengan Pendekatan Error Correction Model (ECM) Periode September 2013 – Juli 2016. Skripsi thesis, Universitas Muhammadiyah Surakarta.

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Abstract

This study intended to examine the effects of Exchange Rate, Inflation , World Oil Price and Dow Jones Index on Composite Stock Price Index which is the largest index in Indonesia Stock Exchange (BEI). Data used in this research is data of the period of 2013 - 2016. The model is analyzed with Error Correction Model (ECM). The ECM results shows in the short term macroeconomic variables Exchange Rates and World Prices significantly affect the Composite Stock Price Index. Dow Jones Index has a positive significance to Stock Price Index macroeconomic variables Inflation does not affect the Composite Stock Price Index. In the long term, the macroeconomic variables of Foreign Exchange Rate, Inflation and World Price have a significant effect on the Composite Stock Price Index. Dow Jones Index Variables does not affect the Composite Stock Price Index. Variables, Exchange Rates, Inflation, World Oil Prices and Dow Jones Index have a significant effect on Composite Stock Price Index in 2013 - 2016.

Item Type:	Karya ilmiah (Skripsi)
Uncontrolled Keywords:	Exchange Rate, Inflation, World Oil Price, Dow Jones Index, Composite Stock Price Index (IHSG), Error Correction Model (ECM).
Subjects:	H Social Sciences > H Social Sciences (General)
Divisions:	Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi dan Studi Pembangunan
Depositing User:	ANDRIES STYANI SANTOSO
Date Deposited:	13 Apr 2018 10:17
Last Modified:	13 Apr 2018 10:17
URI:	http://eprints.ums.ac.id/id/eprint/62284

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