Analisis Pengaruh Kebijakan Moneter Terhadap Return Indeks Saham Infobank15 Di Indonesia Periode Januari 2017 - Desember 2020
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Institusion
Universitas Muhammadiyah Surakarta
Author
Salsabila, Wanda Raysa Auliani
, Dr. Daryono Soebagiyo, M.Ec
, Dr. Daryono Soebagiyo, M.Ec
Subject
HC Economic Development
Datestamp
2022-05-20 03:08:15
Abstract :
The purpose of this study was to determine the effect of monetary policy on return of the Infobank15 index on the Indonesia Stock Exchange. The monetary policy variables represent the BI-day repo rate, inflation, exchange rate/exchange rate, and the Dow Jones index. The data analysis method used is multiple regression analysis with the Partial Adjustment Model (PAM) model and uses secondary data from January 2017 to December 2020. Data collection is done by taking data related to monetary policy from online data searches (web searching). From these data, the author discusses how significant the influence of monetary policy on returns of Infobank15 is. The results of the classical assumption test that from the multicollinearity test there is no problem, the residual normality test shows the data is normally distributed, the heteroscedasticity test shows that there is no problem, the autocorrelation test shows there is no problem and the model specification test shows that the model is linear.
The purpose of this study was to determine the effect of monetary policy on return of the Infobank15 index on the Indonesia Stock Exchange. The monetary policy variables represent the BI-day repo rate, inflation, exchange rate/exchange rate, and the Dow Jones index. The data analysis method used is multiple regression analysis with the Partial Adjustment Model (PAM) model and uses secondary data from January 2017 to December 2020. Data collection is done by taking data related to monetary policy from online data searches (web searching). From these data, the author discusses how significant the influence of monetary policy on returns of Infobank15 is. The results of the classical assumption test that from the multicollinearity test there is no problem, the residual normality test shows the data is normally distributed, the heteroscedasticity test shows that there is no problem, the autocorrelation test shows there is no problem and the model specification test shows that the model is linear.
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