Daftar Isi

DAFTAR ISI

Halaman

ABSTRAK ……..................………………………..........………...

….........i

ABSTRACT ..................................................................

.........................................ii

KATA PENGANTAR ............……………………….…........……......

….….iii

DAFTAR ISI

..............................................................................................

............vi

DAFTAR TABEL

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............ix

DAFTAR GRAFIK

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....xi

DAFTAR GAMBAR

...........................................................................................

xii

DAFTAR LAMPIRAN

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ii

BAB I PENDAHULUAN

1.1 Latar Belakang

..............................................................................................

1

1.2 Identifikasi Masalah

................................................................................5

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1.3 Tujuan Penelitian

................................................................................5

1.4 Kegunaan Penalitian

................................................................................6

1.5 Kerangka

Pemikiran. ...............................................................................

...6

1.5.1 Tabungan ........................................................

........................6

1.5.1.1 Definisi Tabungan

.....................................................6

1.5.1.2 Faktor-faktor yang Mempengaruhi

Tabungan...............7

1.5.2 Investasi

..............................................................................10

1.5.2.1 Definisi Investasi

..................................................10

1.5.2.2 Determinan Investasi

..................................................11

1.6 Metodologi Penelitian

..............................................................................13

1.6.1 Ruang Lingkup Penelitian

..................................................13

1.6.2 Operasionalisasi Variabel

..................................................14

1.6.3 Metode

Analisis .........................................................................16

1.6.4 Pengujian Statistik

................................................................19

1.6.4.1 Uji Akar-Akar Unit(Unit Roots

test) ...........................19

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1.6.4.2 Uji

Kointegrasi ......................................................20

1.6.4.3 Penaksiran Koefisien Determinasi ( )

...................21

1.6.4.4 Uji t-

Statistik ................................................................21

1.6.4.5 Uji F-

Statistik...................................................................22

1.6.4.6 Pengujian Masalah Yang Terjadi dalm

Regresi .........23

Masalah Multikolinier

..................................................23

Masalah Serial Korelasi

..................................................23

BAB II TINJAUAN PUSTAKA

2.1 Definisi

Tabungan ...................................................................................2

6

2.2 Teori dan Pemikiran Tentang

Tabungan ..............................................28

2.2.1 Teori

J.M.Keynes ...................................................................28

2.2.2 The Life-cycle – Permanent Income thery of

Consumption and

Saving ..........................................................

............................30

2.2.2.1 Life-cycle

Theory..............................................

........30

2.2.2.2 Permanent Income

Theory........................................31

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2.2.3 Teori

Klasik .........................................................................31

2.2.4 Teori

neoklasik .......................................................................32

2.3 Definisi

Investasi ..................................... ................................................

34

2.3.1 Penanaman Modal

Asing .......................................................36

2.3.2 Penanaman Modal Dalam

Negeri ........................................39

2.4 Teori dan Pemikiran Tentang

Investasi .................................................40

2.4.1 The Neoclassical theory of Investment

Behavior.............................40

2.4.2 Tobin’s q Theory of

Investment....................................................

42

2.4.3 Pandangan Moneteris dan Keynesian

tentang Pengeluaran Investasi sektor

Swasta...........................................................

43

2.5 Penelitian Empiris Tentang Tabungan dan

Investasi...........................46

2.5.1 Penelitian Ipumbu W. Shiimi dan Gerson

Kadhikwa ......46

2.5.2 Penelitian Paul R. Mason, Tamim Bayoumi,

dan Hossein

Samiei............................................................

............................49

2.5.3 Penelitian Mohamad Ikhsan dan M. Chatib

Bisri .............51

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BAB III OBJEK PENELITIAN

3.1 Variabel

Terikat .......................................................................

.................55

3.1.1 Tabungan

Swasta .................................................................

............55

3.1.2 Investasi

Swasta..................................................................

..............57

3.2 Variabel Bebas

............................................................................................5

9

3.2.1 Pendapatan Nasional

Disposibel ...................................................59

3.2.2 Tingkat Suku Bunga

Tabungan ......................................................60

3.2.3 Tingkat

Inflasi ....................................................................

...............63

3.2.4 Pendapatan

Nasional ...............................................................

........65

3.2.5 Rasio Investasi Pemerintah Terhadap

PDB .................................69

3.2.6 Variabel Dummy Krisis

Ekonomi ...................................................71

BAB IV HASIL DAN PEMBAHASAN

4.1 Uji Akar – akar Unit (Unit

Root) ..........................................................73

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4.2 Estimasi dan Hasil Regresi Model

Kointegrasi......................................75

4.2.1 Uji

Kointegrasi ............ ..........................................................

76

4.2.2 Pengujian

Statistik ...........................................................

...........78

4.2.3 Pengujian Masalah dalam regresi Linier Klasik

.....................82

4.2.4 Analisis Ekonomi Model

Kointegrasi.......................................85

4.3 Hasil Regresi Error Correction

Model ...........................................................92

4.3.1 Pengujian

Statistik .... .................................................................95

4.3.2 Pengujian Masalah dalam regresi Linier Klasik

.....................98

4.3.3 Analisis Ekonomi Model

Dinamis .........................................102

BAB V KESIMPULAN

.........................................................................................11

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DAFTAR PUSTAKA

LAMPIRAN

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