Penerapan Autoregressive Distributed Lag Dalam Memodelkan Pengaruh Inflasi, Pertumbuhan Ekonomi, Dan Fdi Terhadap Pengangguran Di Indonesia

Jumhur, Jumhur

doi:10.26418/jebik.v9i3.41332

Cited by 5 publications

(6 citation statements)

References 21 publications

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“…Short-term estimation can be seen through the value of ECT or CointEq1. The cointegration or CointEq1 value must be negative and significant when estimating the PVECM model, because a negative CointEq1 value shows that the estimated model is valid (Jumhur, 2020). Table 7 shows that the CointEq1 value is negative, which means that if there is an error in the short term, the model will be corrected and find its balance towards the long term at a pace of 0.268960 percent per month.…”

Section: Finding and Discussionmentioning

confidence: 99%

Impact of Covid-19 Cases on Inflation in ASEAN

Wulandari,

Ajija

2023

JDE

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This study is aimed to examine the impact of the total cases of COVID-19, interest rates, and money supply on inflation in ASEAN-5. Using the Panel Vector Error Correction Model (PVECM), the study reveals that the number of COVID-19 cases has a negative impact on inflation in ASEAN-5 both in the short and long run. The higher the total cases, the lower the inflation in the region. This was caused by a shock from the demand aspect due to the large number of people who were not working, so that household income decreased. A decrease in income will certainly impact on a decrease in demand which will affect equilibrium inflation. In addition, some control variables such as interest rates have a negative effect on inflation in the long run. Meanwhile, the money supply has no significant effect on inflation during the pandemic.

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Section: Finding and Discussionmentioning

confidence: 99%

Impact of Covid-19 Cases on Inflation in ASEAN

Wulandari,

Ajija

2023

JDE

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“…Teori klasiknya yang disampaikan Pigou (1934) menjelaskan pengangguran disebabkan oleh permintaan dan penawaran jangka pendek dan beranggapan pasar bebas memberikan kekuatan penuh untuk mengatasinya sehingga dengan sendirinya perekonomian akan menciptakan kesempatan kerja penuh. Sedangkan menurut Keynes (1936) pengangguran dipicu berkurangnya permintaan agregat dalam perekonomian selama periode tertentu sehingga tidak banyak angkatan kerja yang terserap karena terjadinya pengurangan tenaga kerja di pasar tenaga kerja (Jumhur, 2020). Pengangguran berarti kesulitan dalam memperoleh pekerjaan bagi angkatan kerja yaitu individu yang siap bekerja dengan upah tertentu.…”

Section: Pendahuluanunclassified

“…Model ini dapat membedakan respon jangka pendek dan jangka panjang dari variabel yang diteliti. (Jumhur, 2020). Model ARDL ini memiliki uji kesesuai model (normalitas, heterokedastisitas,dan Jurnal Alwatzikhoebillah: Kajian Islam, Pendidikan, Ekonomi, Humaniora DOI: 10.37567/alwatzikhoebillah.v10i1.2592 autokorelasi), uji stasioner, uji kointegrasi, dan metode ARDL (Pambuko & Masrini, 2023) (Farichah, 2022).…”

Section: Metode Penelitianunclassified

Faktor Penentu Pertumbuhan Ekonomi Indonesia

Susanti,

Silvia,

Ariani

2024

ALWATZIKHOEBILLAH

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This research aims to determine: the effect of inflation on Indonesia's economic growth, the effect of HDI on Indonesia's economic growth and the effect of unemployment on economic growth in Indonesia. The data used in this research is secondary data sourced from the websites of various agencies including BPS, aseanstats.org, and kidb.adb.org, from 1993-2022. This research uses the Autoregressive Distributed Lag or ARDL analysis tool model. The ARDL model is a combination of autoregressive (AR) and distributed lag (DL) methods. The AR method is a method that uses one or more past data from the dependent variable, while DL is a regression method that involves data at the present and past times from the independent variable. This model can differentiate short-term and long-term responses of the variables studied. The findings of this study indicate that there is cointegration between the variables used in this study so that the ARDL test can be carried out. The results of short-term data processing show that inflation has had a negative and significant effect on Indonesia's economic growth in the current year, two and three years previously. Meanwhile, HDI has a significant influence in the current year and the previous two years. Meanwhile, unemployment has had a significant negative influence in the current year on Indonesia's economic growth. In long-term estimates, inflation and unemployment have a negative and significant effect on economic growth, however, HDI does not have a significant effect on Indonesia's economic growth.

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“…Karena keterlambatan dalam skenario ini, nilai-nilai dari masa lalu akan digunakan untuk memprediksi nilai-nilai masa depan. Model ini dapat digunakan untuk membedakan antara respon jangka pendek dan jangka panjang yang berasal dari variabel penelitian (Jumhur, 2020). Autoregressive Distributed Lag (ARDL) adalah salah satu pendekatan kointegrasi untuk menguji apakah keseimbangan jangka panjang ada dalam sistem ekonomi.…”

Section: Model Ekonometrikaunclassified

Analisis Perkembangan Penduduk Terhadap Tingkat Partisipasi Angkatan Kerja Di Indonesia

Ayuningtyas

Islami

2022

Transekonomika

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The demographic structure and change that happens through time is one of the most influential factors on economic development. Ignoring the demographic structure might result in discrepancies, which will affect planning issues. Ultimately, this results in inequalities in several economic, social, and political spheres. Meanwhile, the economic sector is one of the most effective areas of the demographic structure. This research aims to determine the extent to which population development factors impact Indonesia's work force participation rate. This research employs a time-series analysis technique using the ARDL Error Correction Model analytical instrument. ARDL models may be used to models with varying degrees of stationarity. Short-term fertility characteristics had a significant and negative influence on the work force participation rate, according to the findings of the investigation. On the other side, the dependence ratio and short-term government expenditures have a significant and positive influence on the work force participation rate. However, global factors have insignificant influence on the labor force participation rate in long-term.

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Penerapan Autoregressive Distributed Lag Dalam Memodelkan Pengaruh Inflasi, Pertumbuhan Ekonomi, Dan Fdi Terhadap Pengangguran Di Indonesia

Cited by 5 publications

References 21 publications

Impact of Covid-19 Cases on Inflation in ASEAN

Impact of Covid-19 Cases on Inflation in ASEAN

Faktor Penentu Pertumbuhan Ekonomi Indonesia

Analisis Perkembangan Penduduk Terhadap Tingkat Partisipasi Angkatan Kerja Di Indonesia

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