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ANALISIS HUBUNGAN FOREIGN DIRECT INVESTMENT (FDI) DENGAN NILAI TUKAR (KURS) DI INDONESIA TAHUN 2010 – 2021

FATHURRAHMAN, MUHAMAD (2024) ANALISIS HUBUNGAN FOREIGN DIRECT INVESTMENT (FDI) DENGAN NILAI TUKAR (KURS) DI INDONESIA TAHUN 2010 – 2021. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.

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Abstract

This research was conducted to analyze the long-term and short-term influence of exchange rates, interest rates and gross domestic product on foreign direct investment in Indonesia for the period 2010Q1 – 2021Q4. Using secondary data obtained from various official sites and publications in Indonesia and internationally with quarterly time series data. This research uses the Autoregressive Distributed Lag (ARDL) method with the aim of looking at the influence of the dependent variable (foreign direct investment) and independent variables (exchange rate, interest rates and gross domestic product). The results obtained in this research are that in the long term and short term the exchange rate variable has a positive and significant effect on the 1st lag. In the short term, the Libor interest rate variable has a positive and significant effect, but in the long term the Libor interest rate has a negative and significant effect on foreign direct investment. Meanwhile, in the GDP variable in the 3rd lag there is a positive and significant influence, but in the long term there is a negative and significant influence between GDP and FDI.

Item Type: Thesis (S1)
Contributors:
ContributionContributorsNIP/NIM
Thesis advisorARIFIN, SAMSUL197811192009121002
Thesis advisorCAHAYA SUCI, STANNIA199104202019032020
Additional Information: Penelitian ini dilakukan untuk mengkaji menganalisis pengaruh jangka panjang serta jangka pendek nilai tukar, suku bunga libor dan produk domestik bruto terhadap foreign direct investment di Indonesia periode 2010Q1 – 2021Q4. Menggunakan data sekunder yang didapatkan dari berbagai situs dan publikasi resmi yang ada di Indonesia dan internasional dengan data timeseris kuartal. Penelitian ini menggunakan metode Autoregressive Distributed Lag (ARDL) dengan tujuan melihat pengaruh variabel dependen (foreign direct investment) dan variabel independent (nilai tukar, suku bunga, dan produk domestik bruto). Hasil yang didapatkan dalam penelitian ini adalah dalam jangka panjang dan jangka pendek variabel nilai tukar berpengaruh positif dan signifikan pada lag ke-1. Pada variabel suku bunga Libor dalam jangka pendek berpengaruh positif dan signifikan, namun dalam jangka panjang suku bunga libor berpengaruh negarif dan signifikan terhadap foreign direct investment. Sedangkan pada variabel PDB dalam lag ke-3 terdapat pengaruh positif dan signifikan, namun dalam jangka panjang terdapat pengaruh negarif dan signifikan antara PDB dan FDI.
Uncontrolled Keywords: Foreign Direct Investment (FDI), Exchange Rate, Interest Rates and Gross Domestic Product Foreign Direct Investment (FDI), Nilai Tukar, Suku Bunga Libor Dan Produk Domestik Bruto
Subjects: H Social Sciences > HB Economic Theory
H Social Sciences > HJ Public Finance
Divisions: 05-Fakultas Ekonomi dan Bisnis
05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan
Depositing User: MUHAMAD FATHURRAHMAN
Date Deposited: 28 May 2024 16:41
Last Modified: 04 Jun 2024 11:08
URI: http://eprints.untirta.ac.id/id/eprint/35727

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