Implementasi Model Panel VAR pada Analisis Hubungan Korupsi, Foreign Direct Investment, dan Pertumbuhan Ekonomi

Nasution, Faridah Aini (2026) Implementasi Model Panel VAR pada Analisis Hubungan Korupsi, Foreign Direct Investment, dan Pertumbuhan Ekonomi. Other thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Korupsi merupakan salah satu masalah global yang banyak dihadapi negara berkembang dan berkaitan erat dengan kualitas tata kelola pemerintahan, investasi, serta pembangunan ekonomi. Dampak korupsi tidak hanya menghambat efektivitas pemerintahan, tetapi juga berpotensi memengaruhi investasi dan pertumbuhan ekonomi suatu negara. Oleh karena itu, analisis hubungan antara korupsi dengan variabel ekonomi lainnya menjadi penting untuk memahami dinamika yang terjadi dalam suatu perekonomian. Penelitian ini menggunakan data panel 30 negara anggota Organisasi Kerja Sama Islam (OKI) berpendapatan menengah selama periode 2016–2024 yang bersumber dari World Bank. Variabel yang digunakan meliputi Indeks Persepsi Korupsi (IPK), Foreign Direct Investment (FDI), dan Produk Domestik Bruto (PDB) per kapita. Analisis dilakukan menggunakan model Panel Vector Autoregression (PVAR) dengan pendekatan estimasi Arellano-Bond Generalized Method of Moments (AB-GMM). Hasil penelitian menunjukkan bahwa model terbaik yang terbentuk adalah PVAR(1). Berdasarkan hasil estimasi menggunakan pembobot One Step Consistent Estimator (W1), tidak ditemukan hubungan yang signifikan antara korupsi, FDI, dan pertumbuhan ekonomi, namun terdapat pengaruh signifikan pada korupsi terhadap nilai masa lalunya sendiri serta pertumbuhan ekonomi terhadap nilai masa lalunya sendiri. Sementara itu, hasil estimasi menggunakan pembobot Two-Step Efficient Estimator (W2) juga menunjukkan tidak adanya hubungan yang signifikan antara ketiga variabel, dengan pengaruh signifikan hanya ditemukan pada pertumbuhan ekonomi terhadap nilai masa lalunya sendiri.
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Corruption is one of the most pervasive global challenges faced by developing nations, closely intertwined with the quality of governance, investment climates, and economic development. Corruption not only hinders the effectiveness of government, but also has the potential to affect a country’s investment and economic growth. Consequently, analyzing the relationship between corruption and other economic variables is essential for understanding the dynamics at play within a given economy. This study employs panel data from 30 middle-income member states of the Organisation of Islamic Cooperation over the period 2016–2024, sourced from the World Bank. The variables examined include the Corruption Perceptions Index, Foreign Direct Investment, and Gross Domestic Product per capita. The analysis is conducted using a Panel Vector Autoregression (PVAR), estimated through the Arellano–Bond Generalized Method of Moments (AB-GMM) approach. The findings indicate that the optimal model identified is PVAR(1). Based on estimation results using the One Step Consistent Estimator weighting matrix (W1), no statistically significant relationship was found among corruption, FDI, and economic growth; however, significant effects were observed for corruption on its own lagged values, as well as for economic growth on its own lagged values. Meanwhile, estimation results using the Two-Step Efficient Estimator weighting matrix (W2) similarly revealed no significant relationship among the three variables, with significant effects detected only for economic growth on its own lagged values

Item Type:	Thesis (Other)
Uncontrolled Keywords:	PVAR, AB-GMM, Korupsi, FDI, Pertumbuhan Ekonomi, PVAR, AB-GMM, corruption, Foreign Direct Investment, economic growth
Subjects:	H Social Sciences > HA Statistics > HA31.3 Regression. Correlation. Logistic regression analysis. Q Science > QA Mathematics > QA278.2 Regression Analysis. Logistic regression
Divisions:	Faculty of Mathematics and Science > Mathematics > 44201-(S1) Undergraduate Thesis
Depositing User:	Faridah Aini Nasution
Date Deposited:	28 Jul 2026 06:37
Last Modified:	28 Jul 2026 06:37
URI:	http://repository.its.ac.id/id/eprint/138589

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