探討印尼海外直接投資、GDP與出口之間的關聯性

The Relationship Between Foreign Direct Investment, GDP Growth and Export in Indonesia

賴蘿菈(Nurhikmah Ola Lairi)

指導教授 ： 李正文

中原大學/商學院/商學博士學位學程/博士(2017年)

https://doi.org/10.6840/cycu201700919

摘要

本文嘗試使用向量誤差修正模型(VECM)，探討在1981-2015年間，海外直接投資(FDI)、出口與印尼的國內生產毛額(GDP)增長之間的關係。

研究結果發現顯示，在海外直接投資、出口與印尼的GDP增長之間是有關聯的。向量誤差修正模型顯示，從FDI與GDP到出口，有著長期與短期的因果關係。

因為迴歸殘差沒有自相關，所以該模型具有重要的意義以及具體的說明。該模型具有常態分佈的概率χ2是5％以上（80.1％）。

出口、GDP增長和海外直接投資之間關係的性質一直是近幾年備受爭議的問題之一。

本研究旨在探討海外直接投資、GDP增長與海外直接投資對GDP和出口的影響之間的關係。因為FDI和出口是印尼經濟增長的最顯著因素之一，因此這些問題的結果非常重要，對於決策者的判斷來說，能夠幫助制定適當的策略與政策。

關鍵字

國內生產毛額 ； 出口 ； 海外直接投資 ； 向量誤差修正模型

並列摘要

This paper is an attempt to investigate the relationship between foreign direct investment, export, and GDP growth in Indonesia using Vector Error Correction Model (VECM) for the period 1981-2015. The result suggests that there is a relationship between foreign direct investment, export and GDP growth of Indonesia. The Vector Error Correction Model shows that there is long run and short run causality running from FDI and GDP to export. The model is very significant and well specified because the residuals of the regressions have no auto correlation. The model has normal distribution with the probability chi2 is more than 5 % (80.1%). The nature of the relationship between export, GDP growth and foreign direct investment has been one of the most debated topics in the recent past. This study aims to investigate the relationships between foreign direct investment, GDP growth and the effect of foreign direct investment to GDP and export. The results of this questions are very important for policy-makers’ decisions in determining the appropriate strategies and policies because FDI and export are one of the most significant factors of economic growth in Indonesia

並列關鍵字

GDP ； Export ； Foreign Direct Investment ； Vector Error Correction Model (VECM)

參考文獻

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