Image of Analisis hubungan dinamis Pasar Modal dengan sektor Industri dengan metode Vector Autoregression (VAR) periode 1999 - 2009

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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 NumberLocationAvailable
7247PSB lt.2 - Karya Akhir1
Penerbit Depok Program Studi Manajemen Fakultas Ekonomi Universitas Indonesia.,
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 -
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