Rahmasari, Risma (2023) PENGARUH KETIDAKPASTIAN KEBIJAKAN EKONOMI DAN MAKROEKONOMI TERHADAP INDEKS SAHAM SYARIAH (JAKARTA ISLAMIC INDEX 70 PERIODE 2018 – 2022). S1 thesis, Universitas Sultan Ageng Tirtayasa.
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Abstract
The stock market has a strategic role in the development of a country's economy in the era of globalization, including the Islamic stock market. The rapid growth of the Islamic stock market, especially in developing countries, is recorded in the history of the Indonesian financial sector. This study aims to analyze the effect of EPU Index, World Gold Price, World Oil Price, Inflation and Exchange Rate on Jakarta Islamic Index. The data used in this study are time series data from June 2018 to December 2022. This study uses a dynamic model of the error correction model (ECM) to determine the long-term and short-term economic policy uncertainty, World Gold Prices, World Oil Prices, Inflation and Exchange Rates on the Jakarta Islamic Index. The data source of this research is secondary data. Secondary and primary data are data obtained or collected by other parties. Based on the results of data analysis research using the help of eviews 9, the results of the T test on the long-term EPU variable amounted to 0.7435. and in the short term the EPU probability value is 0.9648, meaning that the EPU variable has no significant effect on the JII70 in the short and long term. Long-term HED is equal to 0.5034 in the short term of 0.3640, meaning that HED has no significant effect on JII70 in the short or long term. Long-term HMD is equal to 0.0069 in the short term of 0.2403, meaning that HMD has a significant effect in the long term but has no effect on JII70 in the short term. Long-term INF is equal to 0.0000 in the short term of 0.5867, meaning that the INF variable has a significant effect in the long term but has no significant effect on JII70 in the short term. NT in the short term is 0.000 in the long term of 0.000, meaning that NT has a significant effect both in the short and long term on JII70. The statistical F test result is 7.182852 with a statistical F probability of 0.000044 or smaller than the 5% significance level. Thus, it can be interpreted that all independent variables used in this model have a jointly significant effect on the dependent variable.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Pasar saham memmpunyai peran strategis dalam perkembangan perekonomian suatu negara di era globalisasi, termasuk pasar saham syariah. Pertumbuhan yang cepat dari pasar saham syariah, khususnya di negara berkembang, hal tersebut tercatat dalam sejarah pada sektor keuangan Indonesia. Penelitian ini bertujuan untuk menganalisis pengaruh dari EPU Index, Harga Emas Dunia, Harga Minyak Dunia, Inflasi dan Nilai Tukar terhadap Jakarta Islamic Index. Data yang digunakan dalam penelitian ini adalah data time series selama Juni 2018 sampai Desember 2022. Penelitian ini menggunakan model dinamis dari model koreksi kesalahan (ECM) untuk mengetahui jangka panjang dan jangka pendek Ketidakpastian kebijakan ekonomi, Harga Emas Dunia, Harga Minyak Dunia, Inflasi dan Nilai Tukar terhadap Jakarta Islamic Index. Sumber data penelitian ini adalah data sekunder. Data sekunder dan primer adalah data yang diperoleh atau dikumpulkan oleh pihak lain. Berdasarkan hasil penelitian analisis data menggunakan bantuan eviews 9 hasil uji T pada variabel EPU jangka panjang sebesar 0,7435. dan dalam jangka pendek nilai probabilitas EPU sebesar 0,9648 artinya variabel EPU tidak berpengaruh signifikan terhadap JII70 dalam jangka pendek maupun jangka panjang. HED jangka panjang sebesar 0,5034 dalam jangka pendek sebesar 0,3640 artinya HED tidak berpengaruh signifikan terhadap JII70 dalam jangka pendek maupun jangka panjang. HMD jangka panjang sama dengan 0,0069 dalam jangka pendek 0,2403 artinya HMD berpengaruh signifikan dalam jangka panjang namun tidak berpengaruh terhadap JII70 dalam jangka pendek. INF jangka panjang sebesar 0,0000 jangka pendek sebesar 0,5867 artinya variabel INF berpengaruh signifikan dalam jangka panjang namun tidak berpengaruh signifikan terhadap JII70 dalam jangka pendek. NT dalam jangka pendek sebesar 0,000 jangka panjang 0,000 artinya NT berpengaruh signifikan baik dalam jangka pendek maupun jangka panjang terhadap JII70. Hasil Uji F statistik adalah sebesar 7.182852 dengan Probabilitas F statistik adalah sebesar 0,000044 atau lebih kecil dari taraf signifikansi 5%. Dengan demikian, dapat diartikan bahwa semua variabel independen yang digunakan dalam model ini mempunyai pengaruh yang signifikan secara bersamasama terhadap variabel dependen. Kata Kunci: EPU Index, Harga Emas Dunia, Harga Minyak Dunia, Inflasi, Nilai Tukar, Jakarta Islamic Index, Model Koreksi Kesalahan (ECM). | |||||||||
| Uncontrolled Keywords: | EPU Index, World Gold Price, World Oil Price, Inflation, Exchange Rate, Jakarta Islamic Index, Error Correction Model (ECM). EPU Index, Harga Emas Dunia, Harga Minyak Dunia, Inflasi, Nilai Tukar, Jakarta Islamic Index, Model Koreksi Kesalahan (ECM) | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HC Economic History and Conditions H Social Sciences > HG Finance |
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| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > Program Sarjana Ekonomi Syariah |
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| Depositing User: | Mrs Risma Rahmasari | |||||||||
| Date Deposited: | 02 Aug 2023 15:43 | |||||||||
| Last Modified: | 03 Aug 2023 09:37 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/27551 |
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