dc.contributor.advisor | Alexandi, Muhammad Findi | |
dc.contributor.advisor | El Ayyubi, Salahuddin | |
dc.contributor.author | Fitriyanti | |
dc.date.accessioned | 2014-12-22T05:01:03Z | |
dc.date.available | 2014-12-22T05:01:03Z | |
dc.date.issued | 2014 | |
dc.identifier.uri | http://repository.ipb.ac.id/handle/123456789/72400 | |
dc.description.abstract | Penelitian ini bertujuan menganalisis pengaruh variabel makroekonomi terhadap tingkat imbal hasil Sukuk Ritel di Indonesia dan mengidentifikasi variabel yang paling dominan berpengaruh terhadap tingkat imbal hasil Sukuk Ritel dengan menggunakan metode Vector Error Correction Model (VECM). Variabel yang digunakan dalam penelitian ini adalah yield Sukuk Ritel SR003, tingkat suku bunga SBI, Industrial Production Index (IPI), Indeks Harga Konsumen (IHK), dan nilai tukar rupiah terhadap dolar (Exrate). Hasil analisis menunjukkan bahwa dalam jangka panjang, SBI memberikan pengaruh positif secara signifikan terhadap yieldsukuk ritel, sedangkan IPI dan IHK berpengaruh negatif secara signifikan terhadap yield sukuk ritel. Variabel Exrate tidak berpengaruh signifikan terhadap yield sukuk ritel. Guncangan yang terjadi pada SBI, IHK, dan Exrate direspon positif oleh yield sukuk ritel sedangkan guncangan pada IPI direspon negatif oleh yield sukuk ritel dan akan stabil dalam jangka panjang. Urutan kontribusi guncangan yang paling dominan memengaruhi yield sukuk ritel yaitu yield sukuk ritel itu sendiri, IPI, SBI, dan IHK. | en |
dc.description.abstract | This research aims to analyze the impact of macroeconomic variables towards yield of sukuk retail in Indonesia and identify the most dominant variable effect towards yield of sukuk retail using Vector Error Correction Model (VECM). The variables observed in this research are yield of retail sukuk SR003, the interest rate of SBI, Industrial Production Index (IPI), Consumer Price Index (CPI), and Exchange Rate Rupiah-United States Dollar. The result shows that in the long run, SBI significantly positive effect on the yield of Retail Sukuk, while IPI and IHK significantly negative effect on the yield of Retail Sukuk. Variable Exrate has no significant effect on the yield of Retail Sukuk. Shocks that occur in SBI, CPI, and Exrate positively responded by yield of Retail Sukuk, while shocks to IPI negatively responded by yield of Retail Sukuk and will be stable in the long term. The order of the dominant contribution of the shocks affecting the yield of Retail Sukuk is yield of Retail Sukuk itself, IPI, SBI, and CPI. | en |
dc.language.iso | id | |
dc.publisher | Bogor Agricultural University | |
dc.title | Analisis pengaruh variabel makroekonomi terhadap tingkat imbal hasil sukuk negara seri ritel di Indonesia | en |
dc.title.alternative | Impact of macroeconomic variables towards yield‟s sovereign sukuk retail series in Indonesia | en |
dc.type | Undergraduate Thesis | en |
dc.subject.keyword | makroekonomi | en |
dc.subject.keyword | sukuk ritel | en |
dc.subject.keyword | vecm | en |
dc.subject.keyword | yield | en |