Open AccessHUBUNGAN KAUSALITAS INVESTASI DENGAN PERTUMBUHAN EKONOMI INDONESIA
Author(s) -
Fitri Amalia
Publication year - 2013
Publication title -
signifikan
Language(s) - English
Resource type - Journals
eISSN - 2476-9223
pISSN - 2087-2046
DOI - 10.15408/sjie.v2i1.2370
Subject(s) - proxy (statistics) , granger causality , private sector , investment (military) , foreign direct investment , gross domestic product , gross private domestic investment , economics , variables , government (linguistics) , monetary economics , causality (physics) , business , return on investment , open ended investment company , macroeconomics , econometrics , economic growth , production (economics) , statistics , mathematics , law , linguistics , philosophy , physics , quantum mechanics , politics , political science
This research aim to know how the relation of causality between investment, in this case governmental investment and investment of private sector with growth of Indonesia. Data applied is data time series during 36 years and is secondary data. There are some variable applied in this research, that is: growth of chartered investment counsel proxy with value GDP, investment of government proxy with disbursement of government, investment of foreign private sector (PMA) and investment of domestic private sector (PMDN). Method applied analyst to the relation of causality is with approach of model Vector Auto Regression (VAR). To test there are no of the relation of causal between variable is applied [by] causality test Granger. Result of testing of Granger indicates that there are three the relation of concurrent. Based on the result, hence chartered gross domestic product (GDP), governmental investment and investment of domestic private sector (PMDN) in significant influences investment of foreign private sector (PMA) and not happened on the contraryDOI: 10.15408/sjie.v2i1.2370