CD Skripsi

Pendekatan Vector Error Correction Model Untuk Analisis Pengaruh Antara Foreign Direct Investment Dan Nilai Tukar Rupiah Di Indonesia Tahun 1996-2018

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This study aims to determine whether there is a causal relationship between foreign direct investment and the rupiah exchange rate in Indonesia in 1996-2018 and to determine whether there is a significant influence between foreign direct investment and the rupiah exchange rate in Indonesia in 1996-2018 in the long term and long term short.

This study uses secondary data in the form of quantitative data in the form of time series, namely data on foreign direct investment and the rupiah exchange rate in Indonesia in 1996-2018. In this study, the model used is the Vector Autoregressive (VAR) model with a Vector Error Correction Model (VECM) technique to analyze the presence or absence of a causal relationship and a significant influence between foreign direct investment and exchange rates and is calculated using E-views 10 application software.

From the tests that have been done, the results of this study are obtained that from the causality test that has been carried out on foreign direct investment and the rupiah exchange rate in Indonesia there is a one-way relationship, where foreign direct investment affects the rupiah exchange rate. But the rupiah exchange rate has no effect on foreign direct investment. In the long run, it shows that foreign direct investment has a significant negative effect on the exchange rate, which means that if there is an increase in foreign direct investment, it will cause the exchange rate to appreciate (nominally decrease). In the short run foreign direct investment has no effect on the exchange rate.

Keywords: Foreign Direct Investment, Rupiah Exchange Rate, Vector Error Correction Model, Granger Causality.

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

02 01. 119 (0199)

Penerbit

Pekanbaru : Universitas Riau – Fakultas Ekonomi Dan Bisnis – Ilmu Ekonomi., 2019

Deskripsi Fisik

xi, 71 hlm.; ill.; 29 cm

Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

02 01. 119 (0199)

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

ILMU EKONOMI

Info Detail Spesifik

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Pernyataan Tanggungjawab

DAUS

Versi lain/terkait

Lampiran Berkas

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