臺灣博碩士論文加值系統

本文旨在分析東盟8國（文萊達魯薩蘭國，緬甸，印度尼西亞，馬來西亞，菲律賓，新加坡，泰國和越南）匯率，通貨膨脹率，利率和政治穩定指數對外國直接投資資本流入的影響。 。研究方法採用普通最小二乘法（OLS），2005年至2015年採用年度數據序列的SPSS程序進行數據處理。根據該模型，本研究發現匯率和通貨膨脹率影響外商直接投資資本流入， 0.08和0.015。雖然8個東盟國家的貸款利率沒有影響，政治穩定指數影響菲律賓國家資本流入的外商直接投資額，其顯著性水平為0.003，但在回歸模型中存在多重性，α= 5％

This research aimed to analyze the effect of Exchange Rate, Inflation Rate, Interest Rate and Political stability index on Capital Inflows of Foreign Direct Investment in 8 of ASEAN Countries (Brunei Darussalam, Burma, Indonesia, Malaysia, Philippine, Singapore, Thailand and Vietnam). The research method uses Ordinary Least Square (OLS), data processing using SPSS program with annual data series from 2005 to 2015. According to the model, this research found that the Exchange Rate and Inflation Rate affect the capital inflows of FDI with significance levels of 0.08 and 0.015. While the lending rate has no effect in 8 ASEAN countries and the Political stability index affects the amount of FDI of capital inflows in Philippine country with a significance level of 0.003 but there is multicolinearity in the regression model with α = 5%.

ABSTRACT I
ACKNOWLEDGMENT II
Contents III
List of Tables V
List of Figures VI
Chapter 1 Introduction 1
1.1 Background of Study 1
1.1.1 The Movement of Direct Investment in ASEAN Countries 2
1.2 Problem Statement 6
1.3 Purposes of The Study 6
Chapter 2 Literature Review 7
2.1 Foreign Direct Investment 7
2.1.1 Definition of Foreign Direct Investment 7
2.1.2 Clasification of Foreign Direct Investment 8
2.2 Factor Affecting of Foreign Direct Investment 11
2.2.1 Exchange Rate 11
2.2.2 Inflation Rate 13
2.2.1 Interest Rate 13
2.2.1 Political Stability 14
2.3 Empirical Literature Review 15
2.2 Hypothesis 17
Chapter 3 Research Methodology 19
3.1 Research Design 19
3.2 Types and Sources of Data 19
3.3 Data Processing 19
3.4 Data Analysis Model 20
3.5 Hypothesis Testing 20
3.5.1 Statistic Test 20
3.5.1.1 Individual Test (t-test) 20
3.5.1.2 Simultaneous Test (F-test) 21
3.5.1.3 The Coefficient of Determination Test (R2) 22
3.5.2 Deviation of Classical Assumption Test 22
3.5.2.1 Multicolinearity 22
3.5.2.2 Autocorrelation 23
3.6. Operational Definition 24
Chapter 4 Findings and Data Analysis 26
4.1 Estimation Result 26
4.2 Coefficient of Determination (goodness of fit) 28
4.3 Hypothesis Testing Result 29
4.3.1 Test on Individual Coefficient Regression (t-statistic test) 29
4.3.2 Simultaneous Regression Coefficient test 33
4.4 Classical Assumption Diversion Test 35
4.4.1 Multicolinearity Result 35
4.4.2 Autocorrelation Result 37
Chapter 5 Conclusion and Recommendation 39
5.1 Conclusion 39
5.2 Recommendation 40

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