TIARA SANTI, AZIZAH (2024) RESPON MAKROEKONOMI TERHADAP INDEKS HARGA SAHAM SEKTOR PROPERTI DAN REAL ESTATE DI INDONESIA. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
Changes in macroeconomic conditions affect stock price indices in the capital market, including the property and real estate sector. Most capital market participants primarily pay attention to changes in Exchange Rates, Inflation, Bank Indonesia Interest Rates, Economic Growth, and Foreign Direct Investment (FDI) as macroeconomic indicators before making investments. This study was conducted to analyze the response of the Property and Real Estate Sector Stock Price Index due to a shock to the independent variables included in the macroeconomic indicators, as well as the contribution of the percentage variation of each independent variable to changes that occur in the Property and Real Estate Sector Stock Price Index in Indonesia. The method used in this study is VECM, the results obtained are the response of the Property and Real Estate Sector Stock Price Index due to a shock to the Exchange Rate, Bank Indonesia Interest Rates, and Foreign Direct Investment (FDI) shows a positive response, while a shock to Inflation and Economic Growth is responded negatively by the Property and Real Estate Sector Stock Price Index. Meanwhile, the largest variation contribution to the Property and Real Estate Sector Stock Price Index is given by the variable itself.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Perubahan kondisi makroekonomi memengaruhi indeks harga saham di pasar modal, termasuk pada sektor properti dan real estate. Sebagian besar pelaku pasar modal, utamanya memperhatikan perubahan Nilai Tukar, Inflasi, Suku Bunga Acuan, Pertumbuhan Ekonomi, dan Foreign Direct Investment (FDI) sebagai indikator makroekonomi sebelum melakukan investasi. Penelitian ini dilakukan untuk menganalisis respons dari Indeks Harga Saham Sektor Properti dan Real Estate akibat adanya shock pada variabel independen yang termasuk ke dalam indikator makroekonomi, serta kontribusi persentase variasi dari setiap variabel independen atas perubahan yang terjadi pada Indeks Harga Saham Sektor Properti dan Real Estate di Indonesia. Metode yang digunakan dalam penelitian ini adalah VECM, hasil yang diperoleh adalah respons dari Indeks Harga Saham Sektor Properti dan Real Estate akibat adanya shock pada Nilai Tukar, Suku Bunga Acuan, dan Foreign Direct Investment (FDI) menunjukkan respons yang positif, sedangkan adanya shock pada Inflasi dan Pertumbuhan Ekonomi direspons negatif oleh Indeks Harga Saham Sektor Properti dan Real Estate. Sementara itu, kontribusi variasi terbesar pada Indeks Harga Saham Sektor Properti dan Real Estate diberikan oleh variabel itu sendiri. | |||||||||
| Uncontrolled Keywords: | Property and Real Estate Sector Stock Price Index, Macroeconomic, VECM Indeks Harga Saham Sektor Properti dan Real Estate, Makroekonomi, VECM | |||||||||
| Subjects: | H Social Sciences > HA Statistics H Social Sciences > HB Economic Theory H Social Sciences > HC Economic History and Conditions |
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| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan |
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| Depositing User: | Azizah Tiara Santi | |||||||||
| Date Deposited: | 05 Sep 2024 15:47 | |||||||||
| Last Modified: | 05 Sep 2024 15:47 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/41549 |
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