ANALISIS VARIABEL MAKROEKONOMI TERHADAP INDEKS HARGA SAHAM JAKARTA ISLAMIC INDEX (JII) DENGAN PENDEKATAN ERROR CORRECTION MODEL (ECM)

DEWI ANGGRAINI, NIM 14830059 (2019) ANALISIS VARIABEL MAKROEKONOMI TERHADAP INDEKS HARGA SAHAM JAKARTA ISLAMIC INDEX (JII) DENGAN PENDEKATAN ERROR CORRECTION MODEL (ECM). Skripsi thesis, UIN Sunan Kalijaga.

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Abstract

ABSTRACT This study aims to analyze macroeconomics variables to Jakarta Islamic Index (JII). The variables used in this study are Fed Rate, Dow Jones Islamic Market United State (IMUS), Singapore Interbank Offered Rate (SIBOR), Straits Times Index (STI), BI Repo Rate, money supply, Industry Production Index (IPI). Starting from January 2006 to June 2018. The data used in this study are series data. Source of data from website. The sample collection technique has been done by using purposive sampling. Data analysis using Eviews 9 version. This study used Error Correction Model (ECM) method. The results of this study shows that fed rate has not significant in the short term and long term toward Jakarta Islamic Index (JII), Dow Jones Islamic Market United State is not significant in the short term, while in the long term has positive and significant toward JII. Singapore Interbank Offered Rate (SIBOR) has negative and significant toward JII in the short term, while SIBOR has not significant toward JIIin the long term. Straits Times Index has positive and significant toward JII in the short term and long term. BI Repo Rate has negative and significant toward JII in the short term and long term. Money supply has not significant toward JII in the short term, but has positive and significant toward JII in the long term. Industry Production Index (IPI) has not significant toward Jakarta Islamic Index (JII)in the short term and long term. Key words :Error Correction Model (ECM), Fed Rate, IMUS, SIBOR, STI, BI Repo Rate, Money Supply, IPI. ABSTRAK Penelitian ini bertujuan untuk menganalisis variabel makroekonomi terhadap Jakarta Islamic Index (JII). Variabel-variabel yang digunakan dalam penelitian ini antara lain: Suku bunga Amerika Serikat (Fed Rate), Dow Jones Islamic Market United State (IMUS), Singapore Interbank Offered Rate (SIBOR), Straits Times Index (STI), BI Repo Rate, jumlah uang beredar, Industry Production Index (IPI). Dimulai dari Januari tahun 2006 sampai dengan Juni 2018. Data yang digunakan ialah data time series. Sumber data diperoleh dari website resmi. Dalam pengambilan sampel teknik yang digunakan yaitu purposive sampling. Analisa data menggunakan alat analisis Eviews versi 9. Metode pengujian yang digunakan ialah Error Correction Model (ECM). Hasil penelitian menjelaskan bahwa suku bunga Amerika Serikat (Fed rate) tidak berpengaruh signifikan terhadap JII dalam jangka pendek dan panjang. Dow Jones Islamic Market United State (IMUS) dalam jangka pendek tidak berpengaruh terhadap JII, sedangkan dalam jangka panjang berpengaruh positif terhadap JII. Singapore Interbank Offered Rate (SIBOR) dalam jangka pendek berpengaruh negatif, sedangkan dalam jangka panjang tidak berpengaruh terhadap JII.Variabel Straits Times Index (STI) berpengaruh positif terhadap JII dalam jangka panjang maupun jangka pendek. BI Repo Rate berpengaruh negatif terhadap JII dalam jangka pendek maupun jangka panjang. Jumlah uang beredar dalam jangka pendek tidak berpengaruh terhadap JII, namun dalam jangka panjang berpengaruh positif terhadap JII. Sedangkan variabel Industry Production Index (IPI) dalam jangka pendek dan jangka panjang tidak berpengaruh terhadap JII. Kata Kunci :Error Correction Model (ECM), Fed Rate, IMUS, SIBOR, STI, BI Repo Rate, Jumlah Uang Beredar, IPI.

Item Type: Thesis (Skripsi)
Additional Information: JOKO SETYONO, SE., M.SI.
Uncontrolled Keywords: Error Correction Model (ECM), Fed Rate, IMUS, SIBOR, STI, BI Repo Rate, Money Supply, IPI, Error Correction Model (ECM), Fed Rate, IMUS, SIBOR, STI, BI Repo Rate, Jumlah Uang Beredar, IPI.
Subjects: Ekonomi Islam
Divisions: Fakultas Ekonomi dan Bisnis Islam > Manajemen Keuangan Syariah (S1)
Depositing User: Sugeng Hariyanto, SIP (sugeng.hariyanto@uin-suka.ac.id)
Date Deposited: 02 Apr 2020 08:17
Last Modified: 02 Apr 2020 08:17
URI: http://digilib.uin-suka.ac.id/id/eprint/37549

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