Art Original

Analisis Respon Pasar Modal terhadap Makroekonomi di Indonesia : Vector Auto Regression Model

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This study aims to analyze the reciprocal relationship between macroeconomic variables, namely Inflation, Interest Rates, Exchange Rates, and the Composite Stock Price Index (CSPI) on the Indonesia Stock Exchange during the period 2018-2022. The analysis method used is time series using Vector Autoregression (VAR) through the Eviews 10 application. This study uses monthly data from 2018 to 2022 for each variable. The results showed that there was no significant reciprocal relationship between Inflation, Interest Rates, Exchange Rates, and the Composite Stock Price Index (CSPI).

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Detail Information

Call Number

Manajemen 332.642 Ame a

Language

Indonesia

NPM

205210345

Publisher

Manajemen : Universitas Islam Riau., 2024

Keyword(s)

Inflation
Interest Rate
Composite Stock Price Index
Exchange Rates

Other Information

Petugas

Uthi Kurnia

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