Analisis pengaruh variabel-variabel makro ekonomi terhadap indeks harga saham gabungan di bursa efek Indonesia

Penulis Utama : Arya Putra Perdana
NIM / NIP : F1204065
× The purpose of this study was to provide empirical evidence of whether macroeconomic variables such as inflation, interest rates, money supply, and has good influence on the exchange rate is partially or simultaneously for Composite Stock Price Index. Based on the hypothesis of previous studies, suspected that macro variables to partial economic impact or simultaneous Composite Stock Price Index in Indonesia Stock Exchange. Population in this study is the inflation rate, interest rates, money supply, exchange rate and the Composite Index in Indonesia Stock Exchange in the period 2004-2008. Sampling technique with the purposive sampling and produce financial data for 300 sampled observations in the year. Financial data obtained from JSX Monthly Statistics and Indonesian Capital Market Directory (ICMD), Bank Indonesia, and Central Bureau of Statistics during the period 2004-2008. analysis tool used is multiple linear regression by the method of ordinary least square (OLS) and using the program SPSS 15. prior to the test data analysis of the data for normality, multikolinieritas, autokorelasi and heterokedastisitasnya. To determine the effect of independent variables on the dependent variable used multiple linear regression analysis to test the value of F and the value of t. F test results showed that the level of significance of F for 5% which produces the inflation rate, interest rates, money supply, and simultaneously influence the exchange rate of the Composite Stock Price Index. While the results of partial t test showed that the only variable inflation rates, which does not have a significant effect on Composite Stock Price Index. Keywords: Macro Economy, Inflation, Interest Rate, Money Supply, Exchange Rate, Composite Stock Price Index.
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Penulis Utama : Arya Putra Perdana
Penulis Tambahan : -
NIM / NIP : F1204065
Tahun : 2010
Judul : Analisis pengaruh variabel-variabel makro ekonomi terhadap indeks harga saham gabungan di bursa efek Indonesia
Edisi :
Imprint : Surakarta - F. Ekonomi - 2010
Program Studi : S-1 Manajemen Non Reguler
Kolasi :
Sumber : UNS-F. Ekonomi Jur. Manajemen-F.1204065-2010
Kata Kunci :
Jenis Dokumen : Skripsi
ISSN :
ISBN :
Link DOI / Jurnal : -
Status : Public
Pembimbing : 1. Dra. Endang Suhari, M.Si.
Penguji :
Catatan Umum :
Fakultas : Fak. Ekonomi dan Bisnis
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