dc.contributor.advisor | Sulvianti, Itasia Dina | |
dc.contributor.advisor | Achsani, Noer Azam | |
dc.contributor.author | Firmansah, Ardian | |
dc.date.accessioned | 2014-12-16T03:47:43Z | |
dc.date.available | 2014-12-16T03:47:43Z | |
dc.date.issued | 2014 | |
dc.identifier.uri | http://repository.ipb.ac.id/handle/123456789/71496 | |
dc.description.abstract | Stabilitas sistem keuangan dapat mendorong beroperasinya pasar sehingga dapat meningkatkan perekonomian suatu negara. Pasar modal merupakan salah satu elemen penting dalam menjaga stabilitas sistem keuangan. Integrasi antara perkembangan pasar modal dan kondisi perekonomian menyebabkan banyak perhatian, sehingga banyak penelitian dilakukan terhadap integrasi tersebut. Penelitian ini mengevaluasi hubungan antara Indeks Harga Saham Gabungan (IHSG) dan indikator makroekonomi Indonesia. Hasil yang didapatkan dari penelitian ini adalah IHSG memiliki pengaruh yang cukup kuat terhadap peubah makroekonomi Indonesia. Ketika IHSG mengalami guncangan, beberapa peubah makroekonomi akan mengalami guncangan. Guncangan yang diberikan IHSG terhadap peubah makroekonomi hanya pada 4 periode awal sedangkan pada periode berikutnya peubah makroekonomi cenderung stabil. Berdasarkan hasil uji hubungan kausalitas, disimpulkan bahwa peubah yang memiliki hubungan 2 arah adalah peubah IHSG dan peubah IHK, peubah Indeks Harga Konsumen dan Industrial Production Index (IPI), serta jumlah uang beredar luas (M2) dan Indeks Harga Saham Gabungan. | en |
dc.description.abstract | Stability of the financial system could incourage market operation so as to bush the economy of a country. The capital market is one of the important elements in maintaining financial stability. The integration between the development of the capital market and economic conditions caused a lot of attention, so a lot of research done on the integration. This study evaluated the relationship between Jakarta Composite Index (JCI) and the Indonesian macroeconomic indicators. The results obtained from this study is JCI has a strong influence on Indonesian macroeconomic variables. When JCI shocks, some macroeconomic variables will experience shock. JCI shocks given to the macroeconomic variables only at the beginning of period 4, while in the next period of macroeconomic variables tend to be stable. Based on the causality test results, it was concluded that the variables that have a two-way relationship is JCI with Consumer Price Index (CPI), Consumer Price Index (CPI) with Industrial Production Index (IPI), and broad money supply (M2) with JCI. | en |
dc.language.iso | id | |
dc.publisher | Bogor Agricultural University (IPB) | |
dc.title | Dampak perkembangan indeks harga saham gabungan (IHSG) terhadap peubah-peubah makroekonomi Indonesia | en |
dc.title.alternative | Impact of stock market development on Indonesian macroeconomic variables | en |
dc.type | Undergraduate Thesis | en |
dc.subject.keyword | makroekonomi | en |
dc.subject.keyword | model koreksi kesalahan | en |
dc.subject.keyword | sistem keuangan | en |
dc.subject.keyword | uji kausalitas Granger | en |