CD Skripsi
Analisis Kausalitas Foreign Direct Investment (Fdi) Dan Suku Bunga Di Provinsi Riau Periode 1995 - 2018
This study aims to determine whether there is a reciprocal relationship and a significant influence between foreign direct investment on interest rates in Riau Province in 1995-2018. This study uses time series data at regular intervals for 24 years. Research data in the form of secondary data obtained from the publication of the Central Statistics Agency and Bank Indonesia publications.
This research uses a quantitative analysis method using the econometric model, VAR (Vector Auto Regression) / VECM (Vector Error Correction Model). This study uses the Eviews 10 analysis tool.
Unit root test results show that foreign direct investment is stationary at the level level while stationary interest rates at the level of first difference. Cointegration test results show that the relationship between foreign direct investment and interest rates in Riau Province is indicated to have a long-term equilibrium relationship. Granger Causality Test results show that there is a causality relationship between foreign direct investment and interest rates. Based on the results of the impulse response function test, it was found that interest rates have a negative effect on foreign direct investment. While the decompotion variant test results show that the role of interest rates and foreign direct investment is significant.
Keywords: Foreign Direct Investment and Interest Rates
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