Open AccessANALISIS PENGARUH FAKTOR VARIABEL MAKROEKONOMI TERHADAP JAKARTA ISLAMIC INDEX (JII) PERIODE 2010 – 2013
Author(s) -
Herni Ali
Publication year - 2014
Publication title -
signifikan
Language(s) - English
Resource type - Journals
eISSN - 2476-9223
pISSN - 2087-2046
DOI - 10.15408/sigf.v3i2.2061
Subject(s) - inflation (cosmology) , econometrics , exchange rate , linear regression , index (typography) , economics , granger causality , regression analysis , variables , statistics , monetary economics , mathematics , computer science , physics , theoretical physics , world wide web
The aim of this study is examining the relationship between cointergration and causality levels of Exchange Rate, GDP, BI interest rates and inflation on Islamic Capital Markets. The data used in this study is a quantitative secondary data in the form of time series of the period January 2010 to December 2013. The test were conducted with the approach of multiple regression models with variable index research JII (Y), the exchange rate (X1), GDP (X2) , BI rate (X3) and inflation (X4) as for hypothesis testing performed using SPSS statistical software. From the results obtained by testing the hypothesis that: a positive effect on the exchange rate, positive effect on GDP, interest harga sewa rates BI negative effect and inflation positive effect on JII. Simultanious testing into four macroeconomic variables affect the JII.DOI: 10.15408/sjie.v3i2.2061