Pengaruh Kebijakan Quantitative Easing The Fed, Harga Emas, Suku Bunga Deposito, Kurs USD, dan Inflasi Terhadap IHSG
| Main Author: | KHANIF , 1211021069 |
|---|---|
| Format: | Bachelors NonPeerReviewed Book Report |
| Terbitan: |
FAKULTAS EKONOMI DAN BISNIS
, 2017
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| Subjects: | |
| Online Access: |
http://digilib.unila.ac.id/27815/1/ABSTRAK.pdf http://digilib.unila.ac.id/27815/2/SKRIPSI%20FULL.pdf http://digilib.unila.ac.id/27815/3/SKRIPSI%20TANPA%20BAB%20PEMBAHASAN.pdf http://digilib.unila.ac.id/27815/ |
Daftar Isi:
- Penelitian ini bertujuan untuk melihat pengaruh pada Indeks Harga Saham Gabungan berdasarkan kondisi perekonomian global: kebijakan Quantitative Easing The Fed dan harga emas, serta kondisi perekonomian dalam negeri dilihat dari suku bunga deposito, nilai kurs USD, dan inflasi. Data yang digunakan dalam penelitian adalah data time series pada periode 2011.1-2014.12 dan menggunakan regresi berganda dengan metode Error Correction Mechanism (ECM) pada lag satu. Hasil penelitian ini menunjukkan kebijakan Quantitative Easing The Fed berpengaruh positif, suku bunga deposito, kurs USD, dan inflasi berpengaruh negatif terhadap Indeks Harga Saham Gabungan. Kata Kunci : Harga emas, Indeks Harga Saham Gabungan, Inflasi, kurs USD, Quantitative Easing, Suku Bunga Deposito ABSTRACT The purposes of this study to analyze the influence to Jakarta Composite Index based on the global economic condition: Quantitative easing policy of Federal Reserve and gold price, as well as domestic economic condition reflected on deposite rate, currency and inflation. This study used time series data for 2011.1-2014.12 and using multiple regression with error correction mechanism (ECM) method on the first lag. The result of the study shows that the The Fed’s quantitative easing has positive effect, deposite rate, currency, and inflation has negatif effect towards Jakarta Composite Index. Kata Kunci : Currency, Deposite Rate, Gold Price, Inflation, Jakarta Composite Index, Quantitative Easing