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M. Satrio Al Ridho
Fakultas Ekonomi dan Bisnis Islam, Universitas Islam Negeri Sumatera Utara
Economics, Econometrics & Finance Social Sciences

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ANALISIS KOINTEGRASI DAN KAUSALITAS TINGKAT PENGANGGURAN TERHADAP VARIABEL MAKRO DI INDONESIA M. Satrio Al Ridho; Isnaini Harahap; Marliyah Marliyah
Jurnal Akuntansi dan Pajak Vol 23, No 2 (2023): JAP : Vol. 23, No. 2, Agustus 2022 - Januari 2023
Publisher : ITB AAS INDONESIA

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29040/jap.v23i2.7149

Abstract

This study aims to analyze in depth the Contribution and Integration of Unemployment Rate, Inflation, Investment and Economic Growth. This research is a quantitative study and used Eviews 10 software. The Vector Auto Regression (VAR) analysis technique is used to see the relationship between the variables that are the choices in determining the unemployment rate in Indonesia. In this study using VAR in First Difference because the data is not Stationary at the level. Cointegration test, it indicates that these variables are cointegrated at the level < 5% so that there is a long-term relationship. Granger causality test results, there is a one-way causality relationship between INV to UNEMP, GDP to GROWTH, INF to GDP, and INF to GROWTH and two-way causality between INV and GROWTH. Based on long-term VECM estimates, GROWTH has a negative and significant effect, GDP and INV have a significant positive effect. In the short term, INF and INV have a negative and significant effect on the value of Adj. R-Square of 20.3%. Impulse Response Function analysis, GROWTH is a variable that experiences stability more quickly when shocks occur. Variance Decomposition, it turns out that UNEMP has the largest response and composition for other variables
Co-Authors Isnaini Harahap Marliyah