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Nusyirwan Nusyirwan
Teknik Mesin Politeknik Negeri Padang
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Journal : RAGAM: Journal of Statistics and Its Application

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APPLICATION OF PANEL VECTOR AUTOREGRESSIVE (PVAR) MODEL ON THE ANALYSIS OF INFLATION AND GDRP RATE Nusyirwan, Nusyirwan; Khairunnisa, Khairunnisa; Nisa, Khoirin; Misgiyati, Misgiyati
RAGAM: Journal of Statistics & Its Application Vol 5, No 1 (2026): RAGAM: Journal of Statistics & Its Application
Publisher : Universitas Lambung Mangkurat

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20527/ragam.v5i1.17067

Abstract

PVAR is an extension of the VAR model applied to panel data, combining time series with cross-sectional data from various regions. This model enables all variables to be treated as endogenous and analyzed simultaneously. This study aims to examine the relationship between inflation and economic growth (GRDP) across Indonesian provinces using the Panel Vector Autoregressive (PVAR) model. The analysis includes stationarity testing (IPS test), optimal lag selection (MMSC), and parameter estimation using the Generalized Method of Moments (GMM). The validity of instruments is assessed through the Sargan-Hansen test, while causal relationships are analyzed using the Granger causality test. Results indicate a bidirectional relationship between inflation and economic growth in several provinces. The model is proven to be stable. Furthermore, the Impulse Response Function (IRF) and Forecast Error Variance Decomposition (FEVD) analyses illustrate how shocks to one variable influence the other over time. These findings are expected to contribute to more effective formulation of regional economic policies.
Co-Authors AA Sudharmawan, AA Adam Malik Adriansyah Adriansyah Amalia Akita Anggi Septiawan Putra Aprianto, Hibatullah Anis Ardianto, Bagus Arifian, Naf'an Asmed Asmed Astuti, Enny Diah Ayu Putri Ningsih Azizul Kholis, Azizul Basrullah Basrullah Br Bangun, Edmy Febriani CICIK SURIANI Daulae, Abdul Hakim Dedi Erawadi Desmarita Leni Efiandi, Nota Ekayuliana, Arifia Elisma, Netri Eri Setiawan Fadhilla, Nadiyatul Fadilah, Alif Rifqi Fajri Arsyah, Ahmad Hasnul Fardinal Fardinal Fauziyah Harahap Fikri, Hayatul Haliatur Rahma, Haliatur Hamdani, Rifki Hamdani, Rifqi Handayani, Dina Haris Haris, Haris hasyim, hasyim Hendra Hendra Hendra Hendra Herkules Herkules, Herkules Hidayat, Rahmadani Hijar, Yul Ihsan Putra Erizal Ilham, M. Insani, Farhan Filza Irwan Irwan Jeremiah, Jogi Jumsu Trisno Jusafwar, Jusafwar Khairunnisa Khairunnisa Khoirin Nisa Kusdiana, Yayu Maimuzar Maimuzar Malik , Adam Martinius Martinius Masril Masril Misgiyati, Misgiyati Muhammad Luthfi Mustaqim, Adnan Nasirwan Nasirwan Nefri, Jhon Nofriadi Nofriadi Nota Effiandi Nursamsu Nursamsu Oktavia, Putri Meyla Oktaviani, Jelita Priyanda, Eko Purnomo, Yoga Amin Rama, Hilfama Rani, Mutya Reflin Riezky Idvi Alfitra Riki Rahman Rita Noveriza Robby Novrizal Ruzita Sumiati Safrizal Safrizal Salsabila, Syafira Seno, Abdi Setiadi, Bekti Sihombing, Josephine Gloria Margareth Sinuraya, Kenari Br Sir Anderson Siti Saudah Sonki Prasetya Sri Wahyuni Sri Yuliani Sulistyo Budi Utomo Syahmi Edi Syarifuddin Syarifuddin Tinaria, Lisa Tua Sibarani, Choms Gary Ganda Wahyuningratna, Ratu Nadya Widiyatmoko, Widiyatmoko Yul Hizhar Yuli Yetri Yuliarman Yuliarman Zubir, Zubir