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Analisis Pengaruh Suku Bunga SBI, Nilai Kurs, Harga Emas Dunia, Indeks Dow Jones, dan Indeks Hang Seng Terhadap IHSG (Studi Pada BEI Periode 2007-2016)

Author

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  • Nugroho, Yudhinanto Cahyo
  • Surya, Andi

Abstract

Tujuan dari penelitian ini adalah untukk menganalisis pengaruh variabel Tingkat Suku Bunga SBI, Nilai Kurs, Harga Emas Dunia, Indeks Dow Jones, dan Indeks Hang Seng terhadap IHSG dalam periode pengamatan 2007-2016. Metode analisis yang digunakan dalam penelitian ini adalah analisis regresi berganda yang dioperasikan dengan menggunakan program EViews 9. Saat menggunakan analisis regresi berganda, data yang digunakan harus memenuhi uji asumsi klasik agar persamaan regresi yang dihasilkan bersifat BLUE (Best, Linear, Unbiased, Estimator). Selain itu, dilakukan uji koefisien determinasi, Uji F, dan Uji t. Data yang digunakan dalam penelitian ini merupakan data bulanan dari setiap variabel penelitian pada periode 2007-2016. Hasil dari penelitian ini menunjukkan bahwa variabel Tingkat Suku Bunga SBI memiliki pengaruh negatif terhadap IHSG. Sementara variabel Nilai Kurs, Harga Emas Dunia, Indeks Dow Jones, dan Indeks Hang Seng berpengaruh positif terhadap IHSG. Nilai adjusted R-square adalah sebesar 96,6%, yang berarti bahwa pergerakan IHSG dapat dijelaskan sebesar 96,6% dari kelima variabel independen tersebut.

Suggested Citation

  • Nugroho, Yudhinanto Cahyo & Surya, Andi, 2017. "Analisis Pengaruh Suku Bunga SBI, Nilai Kurs, Harga Emas Dunia, Indeks Dow Jones, dan Indeks Hang Seng Terhadap IHSG (Studi Pada BEI Periode 2007-2016)," OSF Preprints vbydj, Center for Open Science.
    • Handle: RePEc:osf:osfxxx:vbydj
    DOI: 10.31219/osf.io/vbydj
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