Fitriani, Heni (2012) Analisis Pengaruh Tingkat Inflasi, Nilai Tukar Rupiah Dan Suku Bunga Sertifikat Bank Indonesia (SBI) Terhadap Indeks LQ-45 Pada Tahun 2008-2011. Other thesis, STIE Bank BPD Jateng.
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Abstract
This research is conducted to analiyze the influence of inflation rate, exchange rate (IDR/US$) and SBI interest rate to the LQ-45 index. The population of this research are consisting data of inflation rate, exchange rate, SBI interest rate and LQ-45 for period 2008-2011 without selected by sampling method. The analytical method used in this study is multiple regression analysis performed with SPSS 17 for windows. Before doing multiple regression analysis, we must do a classic assumption test. In addition to assessing the goodness of fit from a model, we use coefficient of determination test, F test and t test. This research using a monthly data from 2008 – 2011 for each variable. The results of analysis then showed that this research data had fulfilled the classical assumption covering normal distribution, no multicolinearity, no autocorrelation, and no heterocedasticity. The empiric result indicates that simultaneously all factors significantly affect the LQ-45 index and partially exchange rate (Rupiah/US$) and SBI interest rate have significant influence to LQ-45 index but not at inflation rate. Exchange rate have beta value -2,664 with value of significance 0,000. SBI interest rate have beta value -9,868 with value of significance 0,015. Simultaneously, macro variables have significant effects on the LQ-45 index that is in the amount of 89,7%, whereas the rest 10,3% is influenced by other factors outside the research models
| Item Type: | Thesis (Other) |
|---|---|
| Uncontrolled Keywords: | inflation rate, exchange rate, SBI interest rate and Lq-45 index. |
| Subjects: | H Social Sciences > H Social Sciences (General) H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Law, Arts and Social Sciences > School of Art |
| Depositing User: | Magang Magang Siswa |
| Date Deposited: | 19 Feb 2024 05:17 |
| Last Modified: | 19 Feb 2024 05:17 |
| URI: | http://eprints.stiebankbpdjateng.ac.id/id/eprint/1682 |
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