PENGUJIAN KAUSALITAS ANTARA VARIABEL MAKROEKONOMI DENGAN RETURN PASAR DI BURSA EFEK INDONESIA : SEBUAH PENDEKATAN VECTOR AUTO
Indicators of macroeconomic have major impact on capital markets in general and stocks in particular. Influence of these indicators can be positive or negative. Vector Auto Regression (VAR) is a method of analysis used to predict the time series variable and analyze the dynamic impact factor interfe...
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| Format: | Article |
| Language: | Indonesian |
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Universitas Trisakti
2017-11-01
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| Series: | Media Ekonomi |
| Online Access: | http://www.trijurnal.lemlit.trisakti.ac.id/index.php/medek/article/view/770 |