ANALISIS PANEL VAR ; PENANAMAN MODAL ASING, NILAI EKSPOR KELAPA SAWIT, DAN PRODUK DOMESTIK BRUTO INDONESIA

Abstract

Abstrak: Penelitian ini bertujuan untuk mengetahui efek timbal balik antara penanaman modal asing, nilai ekspor kelapa sawit dan produk domestik bruto di Indonesia periode 2000:Q1 – 2019:Q4, meliputi penanaman modal asing di Indonesia, nilai ekspor kelapa sawit, serta pendapatan domestik bruto digunakan untuk penelitian. Serta, uji Kausalitas Granger digunakan untuk menguji hubungan kausalitas dari variabel-variabel yang ada. Hasil penelitian menunjukkan bahwa di Indonesia, penanaman modal asing, nilai ekspor kelapa sawit dan produk domestik bruto mempunyai hubungan timbal balik dengan menggunakan lag sebagai Model Panel VAR terbaik pada penelitian ini
Kata Kunci :Produk Domestik Bruto, Pertumbuhan Ekonomi, Penanaman Modal Asing, Komoditas Kelapa Sawit
Abstract: This study aims to determine the mutual effects between foreign direct investment, the value of palm oil exports and gross domestic product in Indonesia. The data used is for period 2000: Q1 - 2019: Q4, including Foreign Direct Investment in Indonesia, the value of palm oil exports, and Gross Domestic Product are used for research. Also, the Granger Causality Test is used to test the causality of existing variables. The results showed that in Indonesia, Foreign Direct Investment, the value of palm oil exports and gross domestic product have a reciprocal relationship using lag as the best VAR Panel Model in this study
Keywords : Gross Domestic Product, Economic Growth, Foreign Direct Investment, Crude Palm Oil