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All Journal JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI
Nabila Zahratu Fuadi
Department of Statistics, Faculty of Mathematic and Natural Science, Bandung Islamic University, Indonesia
Mathematics

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Covid-19 Vaccination Impact on Four Asean Countries’ Stock With Spatial Dependency: A Comparison of Panel and Geographically Weighted Regression Marizsa Herlina; Shafira Rizq; Eti Kurniati; Nabila Zahratu Fuadi
Jurnal Matematika, Statistika dan Komputasi Vol. 21 No. 1 (2024): SEPTEMBER 2024
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v21i1.36177

Abstract

Research about various policies and responses toward COVID-19 cases and its impact on stocks has grown recently. It shows that spatial influence is one of the keys in this research. The pandemic is not free from spatial dependence regarding how it indirectly impacts a country’s economy. Each country has different policies to handle COVID-19, such as lockdowns and vaccination. WHO stated that all countries require vaccination to build human immunity against COVID-19 in the future. Naturally, ASEAN implemented this policy; thus, it is crucial to see the extent of the impact of vaccination on the ASEAN economy. However, the residuals have heterogeneity problems when using the panel regression model. One of the reasons is that there is spatial dependence, especially when modeling the COVID-19 pandemic. Therefore, comparing panel regression with a geographically weighted regression panel (GWR-Panel) is substantial when exploring the reaction of stock returns to vaccination and positive cases of COVID-19 in Indonesia, Malaysia, Singapore, and Thailand
Co-Authors Eti Kurniati Marizsa Herlina Shafira Rizq