ANALISIS VECTOR AUTO REGRESSIVE (VAR) TERHADAP KORELASI ANTARA BELANJA PUBLIK DAN PERTUMBUHAN EKONOMI DI SULAWESI SELATAN, TAHUN 1985-2005
Vector Auto Regression (VAR) is an analysis or statistic method which can be used to predict time series variable and to analyst dynamic impact of disturbance factor in the variable system. In addition, VAR analysis is very useful to assess the interrelationship between economic variables. This rese...
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| Format: | UMS Journal (OJS) |
| Language: | eng |
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Muhammadiyah University Press
2009
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| Online Access: | https://journals.ums.ac.id/index.php/JEP/article/view/805 |
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| author | Abustan, Abustan Mahyuddin, Mahyuddin |
| author_facet | Abustan, Abustan Mahyuddin, Mahyuddin |
| author_sort | Abustan, Abustan |
| collection | OJS |
| description | Vector Auto Regression (VAR) is an analysis or statistic method which can be used to predict time series variable and to analyst dynamic impact of disturbance factor in the variable system. In addition, VAR analysis is very useful to assess the interrelationship between economic variables. This research through the following test phases: unit root test, test of hypothesis, Granger causality test, and form a vector autoregresion model (VAR). The data used in this research is the GDP data and budget data of South Sulawesi in the period 1985-2004. The research aims to analyze the interrelationship between public expenditure and economic growth in South Sulawesi. The result showed statistically significant in economic growth (PDRB) influence public expenditure (APBD), however, not vice versa. Otherwise, for the need of APBD prediction, the used of lag 4 was the optimum model based on the causal relationship to PDRB. |
| format | UMS Journal (OJS) |
| id | oai:ojs2.journals.ums.ac.id:article-805 |
| institution | Universitas Muhammadiyah Surakarta |
| language | eng |
| publishDate | 2009 |
| publisher | Muhammadiyah University Press |
| record_format | ojs |
| spelling | oai:ojs2.journals.ums.ac.id:article-805 ANALISIS VECTOR AUTO REGRESSIVE (VAR) TERHADAP KORELASI ANTARA BELANJA PUBLIK DAN PERTUMBUHAN EKONOMI DI SULAWESI SELATAN, TAHUN 1985-2005 Abustan, Abustan Mahyuddin, Mahyuddin hubungan kausalitas, belanja publik, pertumbuhan ekonomi, Vector Auto Regression (VAR) analysis Vector Auto Regression (VAR) is an analysis or statistic method which can be used to predict time series variable and to analyst dynamic impact of disturbance factor in the variable system. In addition, VAR analysis is very useful to assess the interrelationship between economic variables. This research through the following test phases: unit root test, test of hypothesis, Granger causality test, and form a vector autoregresion model (VAR). The data used in this research is the GDP data and budget data of South Sulawesi in the period 1985-2004. The research aims to analyze the interrelationship between public expenditure and economic growth in South Sulawesi. The result showed statistically significant in economic growth (PDRB) influence public expenditure (APBD), however, not vice versa. Otherwise, for the need of APBD prediction, the used of lag 4 was the optimum model based on the causal relationship to PDRB. Muhammadiyah University Press 2009-06-01 info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion application/pdf https://journals.ums.ac.id/index.php/JEP/article/view/805 10.23917/jep.v10i1.805 Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan; Vol 10, No 1 (2009): JEP Juni 2009; 1 - 14 2460-9331 1411-6081 eng https://journals.ums.ac.id/index.php/JEP/article/view/805/531 Copyright (c) 2015 Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan https://creativecommons.org/licenses/by/4.0 |
| spellingShingle | hubungan kausalitas, belanja publik, pertumbuhan ekonomi, Vector Auto Regression (VAR) analysis Abustan, Abustan Mahyuddin, Mahyuddin ANALISIS VECTOR AUTO REGRESSIVE (VAR) TERHADAP KORELASI ANTARA BELANJA PUBLIK DAN PERTUMBUHAN EKONOMI DI SULAWESI SELATAN, TAHUN 1985-2005 |
| title | ANALISIS VECTOR AUTO REGRESSIVE (VAR) TERHADAP KORELASI ANTARA BELANJA PUBLIK DAN PERTUMBUHAN EKONOMI DI SULAWESI SELATAN, TAHUN 1985-2005 |
| title_full | ANALISIS VECTOR AUTO REGRESSIVE (VAR) TERHADAP KORELASI ANTARA BELANJA PUBLIK DAN PERTUMBUHAN EKONOMI DI SULAWESI SELATAN, TAHUN 1985-2005 |
| title_fullStr | ANALISIS VECTOR AUTO REGRESSIVE (VAR) TERHADAP KORELASI ANTARA BELANJA PUBLIK DAN PERTUMBUHAN EKONOMI DI SULAWESI SELATAN, TAHUN 1985-2005 |
| title_full_unstemmed | ANALISIS VECTOR AUTO REGRESSIVE (VAR) TERHADAP KORELASI ANTARA BELANJA PUBLIK DAN PERTUMBUHAN EKONOMI DI SULAWESI SELATAN, TAHUN 1985-2005 |
| title_short | ANALISIS VECTOR AUTO REGRESSIVE (VAR) TERHADAP KORELASI ANTARA BELANJA PUBLIK DAN PERTUMBUHAN EKONOMI DI SULAWESI SELATAN, TAHUN 1985-2005 |
| title_sort | analisis vector auto regressive var terhadap korelasi antara belanja publik dan pertumbuhan ekonomi di sulawesi selatan tahun 1985 2005 |
| topic | hubungan kausalitas, belanja publik, pertumbuhan ekonomi, Vector Auto Regression (VAR) analysis |
| topic_facet | hubungan kausalitas, belanja publik, pertumbuhan ekonomi, Vector Auto Regression (VAR) analysis |
| url | https://journals.ums.ac.id/index.php/JEP/article/view/805 |
| work_keys_str_mv | AT abustanabustan analisisvectorautoregressivevarterhadapkorelasiantarabelanjapublikdanpertumbuhanekonomidisulawesiselatantahun19852005 AT mahyuddinmahyuddin analisisvectorautoregressivevarterhadapkorelasiantarabelanjapublikdanpertumbuhanekonomidisulawesiselatantahun19852005 |