ANALISIS LEADING INDICATOR SEKTOR ANEKA INDUSTRI DI BURSA EFEK INDONESIA METODE SIKLUS BISNIS OECD

PRASETYO, WIDODO (2021) ANALISIS LEADING INDICATOR SEKTOR ANEKA INDUSTRI DI BURSA EFEK INDONESIA METODE SIKLUS BISNIS OECD. S2 thesis, Universitas Mercu Buana Jakarta.

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Abstract

This research aims to analyze those leading indicator data transformation, leading indicator candidates selection and its determined of leading indicator candidates. Monthly price of Miscellaneous Industry Index as the reference series. While the proxy of leading indicator candidates in form of several indexes for other sectors at IDX, financial sector and other economic indicators that fills the criteria of Organisation for Economic Cooperation and Development (OECD) started during January 2008 - December 2019. OECD business cycle method aims to analyze these leading indicator (LI) that moved ahead from the main index movement. Analysis shows that as Nikkei 225, Brent Oil Future Price, RBOB Gasoline Future Price, Tin Future Price, Live Cattle Price, and Industrial Production Index are the most optimal Composite Leading Indicator for Miscellaneous Industry Index. Keywords: Reference Series, Leading Indicator, Miscellaneous Industry Sector, OECD. Penelitian ini bertujuan untuk menganalisis tranformasi data leading indicator, pemilihan kandidat leading indicator, dan penentuan kandidat leading indicator. Harga bulanan Indeks Aneka Industri menjadi seri acuan dalam penelitian ini. Sedangkan proksi kandidat leading indicator berupa beberapa variabel indeks sektor lain di BEI, indikator sektor finansial, serta indikator ekonomi lain yang sesuai kriteria The Organisation for Economic Cooperation and Development (OECD) mulai dari Januari 2008 - Desember 2019. Penelitian ini menggunakan metode siklus bisnis OECD, tujuannya untuk menganalisis leading indicator (LI) yang bergerak mendahului arah pergerakan indeks sektor Aneka Industri di BEI. Hasil analisis menujukkan bahwa Indeks Nikkei 225, Brent Oil Future Price, RBOB Gasoline Future Price, Tin Future Price, Live Cattle Price, dan Indeks Produksi Industri merupakan Composite Leading Indicator yang paling optimal terhadap Indeks Aneka Industri. Keywords: Reference Series, Leading Indicator, Sektor Aneka Industri, OECD. JEL Classification: E3, G1, G11

Item Type: Thesis (S2)
NIM/NIDN Creators: 55118110033
Uncontrolled Keywords: Reference Series, Leading Indicator, Sektor Aneka Industri, OECD. JEL Classification: E3, G1, G11
Subjects: 300 Social Science/Ilmu-ilmu Sosial > 320 Political dan Government Science/Ilmu Politik dan Ilmu Pemerintahan > 322 Relation of The State of Organized Groups/Hubungan Negara dengan Kelompok Sosial yang Terorganisir > 322.3 Business and Industry/Bisnis dan Industri
600 Technology/Teknologi > 680 Manufacture For Specific Uses/Industri Pembuatan produk untuk penggunaan tertentu
600 Technology/Teknologi > 680 Manufacture For Specific Uses/Industri Pembuatan produk untuk penggunaan tertentu > 680.1-680.9 Standard Subdivisions of Manufacture For Specific Uses/Subdivisi Standar Dari Industri Pembuatan Produk Untuk Penggunaan Tertentu
700 Arts/Seni, Seni Rupa, Kesenian > 710 Civic and Lanscape Art/Seni Perkotaan dan Pertamanan > 711 Area Planning/Perencanaan Wilayah Perkotaan dan Pertamanan > 711.5 Plans for Specific Kinds of Areas/Perencanaan untuk Jenis Area Tertentu > 711.55 Functional Areas/Daerah Fungsional > 711.552 Commercial and Industrial Areas/Perencanaan Daerah Fungsional Daerah Komersial dan Industri
Divisions: Pascasarjana > Magister Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 22 Oct 2021 02:34
Last Modified: 08 Jul 2023 02:22
URI: http://repository.mercubuana.ac.id/id/eprint/49825

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