Analisis Pengaruh Variabel Makro Ekonomi terhadap Jakarta Islamic Index (JII) Tahun 2000-2010

Oleh :
Sri Wahyu Ristanti - F0108118 - Fak. Ekonomi dan Bisnis

The purpose of the research is to analyze the influence of Macro Economics Variable towards Jakarta Islamic Index (JII). The Macro Economics variable from secondary data, they are Economic growth (GDP), Inflation, Exchange Rate, and Interest Rate of SBI. This file include data from July 2000 until December 2010 (126 Observations). The appointment value of observation is based on fluctuation occurred event at the research. The model used in the research are autoregressive Distributed Lag Model because there are Autocorrelation and heteroskedasticity when used Ordinary Least Square Model. The result of analysis data shown that, by simultaneous test, the explanation variables were significant at 5% level. But, by individual test only exchange rate that significantly influence JII. So we can conclude that all variables in the model influence JII.