Text
Analisis hubungan dinamis Pasar Modal dengan sektor Industri dengan metode Vector Autoregression (VAR) periode 1999 - 2009
This study examines the dynamic relationship between stock market and real industrial sector market. The method employed in this paper is a bivariate Vector Autoregression (VAR). Monthly data of Index of Industrial Production and Composite Stock Index of Indonesia were used in this observation, from year 1999 until 2009. This paper also attempts to investigate the causal relationship between the two variables. The results shows that the relationship between stock market and real industrial sector is a negative relationship in the long run. Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 7247 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Program Studi Manajemen Fakultas Ekonomi Universitas Indonesia 2010 |
|---|---|
| Edisi | - |
| Subjek | Shares Capital market Industrial sector Granger causality Vector Autoregression |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xii, 186 p. : diagr., il. ; 30 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |