ALFIAN, ARIF (2017) ANALISIS PENGARUH KURS (USD/IDR), SUKU BUNGA SERTIFIKAT BANK INDONESIA (SBI), INFLASI, DAN PERTUMBUHAN PDB TERHADAP IHSG DI BURSA EFEK INDONESIA (BEI) PERIODE 2000-2015. S1 thesis, Universitas Mercu Buana Jakarta.
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Abstract
Penelitian ini bertujuan untuk mengetahui secara empiris pengaruh nilai tukar kurs Rupiah terhadap Dollar Amerika, suku bunga sertifikat Bank Indonesia,inflasi, dan produk domestik bruto terhadap Indeks Harga Saham Gabungan di Bursa Efek Indonesia. Penelitian ini menggunakan data dari website resmi Bank Indonesia, Yahoo! Finance, dan website resmi Badan Pusat Statistik Indonesia tahun 2000 – 2015. Teknik analisis yang digunakan adalah metode ECM untuk pengujian dalam jangka pendek dan regresi linier berganda untuk pengujian dalam jangka panjang. Penelitian ini menggunakan program analisis Eviews 9. Sebelum diuji, data ditransformasi menjadi logaritma natural. Hasil penelitian menemukan bahwa hanya variabel Suku Bunga Sertifikat Bank Indonesia yang berpengaruh dan negatif terhadap Indeks Harga Saham Gabungan dalam jangka pendek,kemudian pada jangka panjang variabel nilai tukar kurs Rupiah terhadap Dollar Amerika, dan Produk Domestik Bruto berpengaruh dan positif, kemudian variabel Suku Bunga Sertifikat Bank Indonesia berpengaruh dan negatif terhadap Indeks Harga Saham Gabungan di Bursa Efek Indonesia tahun 2000 – 2015.This research aims to determine empirically the effect of exchange rate,interest rate of Bank Indonesia Certificates, inflation and gross domestic product against Indonesian Composite Index in the Indonesia Stock Exchange. This research uses data from the official website of Bank Indonesia, Yahoo! Finance,and the official website of Badan Pusat Statistik Indonesia in 2000 - 2015. The analysis technique using ECM method for short term effect and multiple linear regression for long term effect. This research using analysis program Eviews 9.Before the test, data is transformed into natural logarithms. As a result, only one variable of interest rate of Bank Indonesia Certificates had negative influence and significant against Indonesian Composite Index in the short term, then long-term variable of exchange rate, and variable of gross domestic product had positive influences and significant, thus variable of interest rate of Bank Indonesia Certificates had negative influence and significant against Indonesian Composite Index in the Indonesia Stock Exchange in 2000 – 2015.
| Item Type: | Thesis (S1) |
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| Call Number CD: | FE/MJ. 17 070 |
| NIM/NIDN Creators: | 43110110045 |
| Uncontrolled Keywords: | Kurs, SBI, Inflasi, Produk Domestik Bruto, IHSG, ECM, OLS, variabel makro ekonomi, Eviews 9. |
| Subjects: | 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 332 Financial Economics, Finance/Ekonomi Keuangan dan Finansial, Ekonomi Biaya dan Pembiayaan 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 332 Financial Economics, Finance/Ekonomi Keuangan dan Finansial, Ekonomi Biaya dan Pembiayaan > 332.1 Banks/Bank, Perbankan |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | Admin Perpus UMB |
| Date Deposited: | 09 Mar 2017 15:20 |
| Last Modified: | 22 Feb 2024 01:44 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/33194 |
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