Widayatko Suparto (2020) Analisis Kausalitas PDB, Inflasi, Money Supply, dan Pembiayaan Rumah Syariah terhadap Indeks Harga Properti Residensial. S1 thesis, Universitas Muhammadiyah Yogyakarta.

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Abstract

This research aims at observing the influence and correlation of GDP, Inflation,
Money Supply, and Sharia House Financing variables on Residential Property Price
Index or Indeks Harga Properti Residensial (IHPR). The data used was the
monthly data from 2015-2019 using analysis method of Vector Auto Regression
(VAR)/ Vector Error Correction Model (VECM). In granger causality test, it is only
IHPR-PRS and IHPR-GDP variables showing that there was two-way relation
among the variables. Meanwhile, in short term equation, with IHPR as endogen it
indicates that it is only Inflation that does not have influence on IHPR with each
different lag. In long term equation, Money Supply and GDP have significant
influence with each positive and negative coefficient value, while Inflation variable
does not have significant influence in the long term equation. Then, constraint
define is carried out for PRS variable to see the influence and to show that PRS
variable does not have influence on IHPR in the long term equation. Based on
dynamic forecast, it shows that in some future periods IHPR variables will have
limitation, while Inflation and GDP variables move stably followed by Money
Supply that moves in fluctuational way in some early periods and followed by PRS
that moves stably.

Dosen Pembimbing:	SATRIA UTAMA, S.E.I., M.E.I | NIDN521078902
Item Type:	Thesis (S1)
Divisions:	Fakultas Agama Islam > S1 Ekonomi Syariah
Depositing User:	Unnamed user with email robi@umy.ac.id
Date Deposited:	13 Oct 2021 01:52
Last Modified:	29 Oct 2021 03:09
URI:	https://etd.umy.ac.id/id/eprint/1419

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