ANALISIS VECTOR AUTO REGRESSIVE (VAR) TERHADAP KORELASI ANTARA BELANJA PUBLIK DAN PERTUMBUHAN EKONOMI DI SULAWESI SELATAN, TAHUN 1985-2005
ABSTRACT: 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.
Keywords: hubungan kausalitas, belanja publik,
pertumbuhan ekonomi, Vector Auto Regression (VAR) analysis
Penulis: Abustan, Mahyuddin
Kode Jurnal: jpmanajemendd090099
Pesan jurnal yang anda butuhkan disini.... >>> KLIK DISINI <<<
