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All Journal Jurnal Ilmiah Edunomika (JIE) Transformatif: Jurnal Pengabdian Masyarakat Journal of Economics INTERNATIONAL JOURNAL OF ECONOMIC LITERATURE
Dita Dismalasari Dewi
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Biochemistry, Genetics & Molecular Biology Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Languange, Linguistic, Communication & Media Physics Social Sciences

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Journal : Journal of Economics

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Dampak Indeks Ketidakpastian Kebijakan Moneter dan Nilai Tukar Terhadap IHSG Indonesia I Made Hegar Danendra Nararya; Daffa Sukma Falih; Farhan Taufiqurrahman; Ladi Wajuba Perdini Fisabilillah; Dita Dismalasari Dewi
Jurnal Ekonomika : INDEPENDEN Vol 5 No 1 (2025): April 2025
Publisher : Universitas Negeri Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26740/independent.v5i1.66064

Abstract

This study aims to analyze the impact of the Monetary Policy Uncertainty (MPU) index and exchange rates on the Jakarta Composite Index (IHSG) in Indonesia from January 2018 to December 2023. The method used is the Vector Error Correction Model (VECM), with data sourced from the Federal Reserve Economic Data (FRED). The analysis results show that both exchange rates and the MPU index have a significant negative relationship with the IHSG, where depreciation of the exchange rate and high MPU will weaken the IHSG in the long term. Additionally, the response of the IHSG to shocks in exchange rates and MPU indicates a positive direction, suggesting that the Indonesian stock market shows resilience to these shocks. This research is expected to provide new insights for policymakers in formulating strategies to address the impacts of economic uncertainty.
Co-Authors Adi Suroso Agung Widarman Amândio de Araújo Sarmento Aminudin Ma'ruf Daffa Sukma Falih Dimas Galih Saputra Farhan Taufiqurrahman Gunawan, Untung Harsya, Rabith Madah Khulaili HM. Saiful Bahri I Made Hegar Danendra Nararya Iyad Abdallah Al- Shreifeen Kukuh Arisetyawan Ladi Wajuba Perdini Fisabilillah Muhamad Azkia Muhammad Salman Alfansuri Jacob Nurul Hanifa Prabowo, Prayudi Setiawan Rudi Rahman Tony Seno Aji Wenny Restikasari Yunita Sopiana