ANALISIS HUBUNGAN DINAMIS ANTARA KINERJA EKONOMI MAKRO DENGAN INDEKS HARGA SAHAM SEKTOR PROPERTI 2006:1-2009:12

• المؤلفون الرئيسيون: , Elyas Ajiwangsa, S.E., , Dr. Soeratno, M.Ec.
• التنسيق: Theses and Dissertations NonPeerReviewed
• منشور في: [Yogyakarta] : Universitas Gadjah Mada 2011
• الموضوعات: ETD
• الوصول للمادة أونلاين: https://repository.ugm.ac.id/90789/; http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=53300

This study aims to analyze the dynamic relationship between macroeconomic performance with stock price index property sector. The method of analysis used is the Vector Autoregression (VAR). The data used in this study is a secondary data with time intervals (time series) during the period 2006:1-2009:12 obtained from Badan Pusat Statistik (BPS), Bank Indonesia (BI), Indonesia Stock Exchange (IDX) and literature review obtained from the text books and articles in scientific journals. Based on the results of the analysis there are no variables stationary at level, all variables in this study have been stationary at first difference level. From the results of cointegration test using the Johansen�s Cointegration Test method. Known establishment is not cointegration equation. VAR estimation results difference froms, showing the movement of stock price indices in addition to the property sector affected the stock price index of the sector property itself, but also influence the exchange rate variable. These results reinforced the impulse response analysis and variance decomposition.