CYNTIA PUTRI AULIA RIDWAN, 1111021024 (2015) ANALISIS PENGARUH FAKTOR EKSTERNAL DAN FAKTOR INTERNAL TERHADAP PERGERAKAN INDEKS HARGA SAHAM GABUNGAN DI INDONESIA PERIODE 2009:01 – 2014:09. FAKULTAS EKONOMI DAN BISNIS, UNIVERSITAS LAMPUNG.
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Abstract
ABSTRAK INDONESIA Penelitian ini bertujuan untuk mengetahui dan menganalisis pengaruh faktor eksternal dan faktor internal terhadap pergerakan Indeks Harga Saham Gabungan di Indonesia. Faktor eksternal dalam penelitian ini adalah Dow Jones Industrial Average (DJIA), harga emas dunia, dan harga minyak mentah dunia, sedangkan faktor internal adalah Inflasi, BI Rate, Kurs dan PDB. Data yang digunakan adalah data time-series dengan periode penelitian Januari 2009 sampai September 2014. Analisis yang digunakan dalam penelitian ini adalah metode analisis deskriptif kuantitatif dengan menggunakan model faktor esternal dan faktor internal secara bersama-sama terhadap pergerakan Indeks Harga Saham Gabungan. Untuk melihat pengaruh antara satu variabel dependen dengan variabel independen dilakukan dengan menggunakan metode Error Correction Model (ECM). Hasil estimasi menggunakan model penelitian dengan metode ECM menunjukkan bahwa dalam jangka pendek faktor eksternal dan faktor internal secara bersama-sama signifikan terhadap pergerakan Indeks Harga Saham Gabungan. Secara parsial variabel DJIA dan BI Rate berpengaruh signifikan, sedangkan harga emas dunia, harga minyak mentah dunia, inflasi, kurs dan PDB tidak signifikan. Kata Kunci : Indeks Harga Saham Gabungan (IHSG), Indeks Dow Jones Industrial Average (DJIA), Harga Emas Dunia, Harga Minyak Mentah Dunia, Inflasi, BI Rate, Kurs, PDB, Error Correction Model (ECM). ABSTRAK INGGRIS ANALYSIS OF THE INFLUENCE EXTERNAL FACTORS AND INTERNAL FACTORS MOVEMENT OF COMPOSITE STOCK PRICE INDEX IN INDONESIA PERIOD OF 2009:01- 2014:09 This research aims to know and analyze the influence of eksternal factors and internal factors movement of Composite Stock Price Index in Indonesia. Eksternal factors variables in this research are Dow Jones Industrial Average (DJIA), world gold price, and world oil price, while the internal factors is inflation, BI Rate, exchange rate, Gross Domestic Product (GDP). Data used in this research was time-series data in research periode of January 2009 until September 2014. Data analysis method used in this research was desktiptif quantitative analysis method by using eksternal factors and internal factor analyzed together against movement of composite stock price index model. The methode used to see the influence between dependent variable and independent variables was error correction Model ( ECM). Result of the estimation by using three research models with ECM method shows that in the short-term, both eksternal factors and internal factors together significant to Movement of Composite Stock Price Index. Partialy, DJIA and BI Rate significantly affect, while world gold price, world oil price, inflation, exchange rate and Gross Domestic Product does not significantly affect. Key words : Composite Stock Price Index (CSPI), ), Indeks Dow Jones Industrial Average (DJIA), World gold price, World oil price, inflation, BI Rate, Exchange rate, Gross Domestic Product (GDP), Error Correction Model (ECM).
| Item Type: | Other |
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| Subjects: | H Ilmu Sosial = Social Sciences > HB Economic Theory |
| Divisions: | Fakultas Ekonomi dan Bisnis > Prodi Ekonomi Pembangunan |
| Depositing User: | 8752214 . Digilib |
| Date Deposited: | 12 Aug 2015 03:56 |
| Last Modified: | 12 Aug 2015 03:56 |
| URI: | http://digilib.unila.ac.id/id/eprint/11617 |
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