Pemodelan Pertumbuhan Ekonomi di Indonesia Menggunakan Regresi Data Panel Dinamis

Setyorini, Marlisa Wijayati (2017) Pemodelan Pertumbuhan Ekonomi di Indonesia Menggunakan Regresi Data Panel Dinamis. Undergraduate thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Pertumbuhan ekonomi merupakan salah satu indikator keberhasilan perekonomian negara. Pertumbuhan ekonomi Indonesia pada tahun 2015 sebesar 4,79 persen, terendah dalam 6 tahun terakhir dan kali pertama pertumbuhan ekonomi Indonesia berada di bawah 5 persen sejak krisis keuangan global tahun 2009. Tujuan penelitian ini adalah untuk melakukan pemodelan pertumbuhan ekonomi di Indonesia. Variabel yang diduga mempengaruhi pertumbuhan ekonomi di Indonesia antara lain penanaman modal asing, penanaman modal dalam negeri, pengeluaran pemerintah, tingkat partisipasi tenaga kerja, ekspor, dan indeks pembangunan manusia. Data yang digunakan merupakan data panel 19 provinsi yang ada di pulau Jawa, Kalimantan, dan Sumatera tahun 2009-2015. Model yang digunakan adalah regresi data panel dinamis dengan estimasi GMM Arellano-Bond. Hasil analisis menunjukkan bahwa pertumbuhan ekonomi daerah berdasarkan nilai PDRB di tiap provinsi cenderung menurun meskipun penurunan tidak lebih rendah dari krisis ekonomi pada tahun 2009. Pemodelan pertumbuhan ekonomi di Indonesia secara signifikan dipengaruhi oleh variabel ekspor dan pengeluaran pemerintah. Secara jangka pendek elastisitas untuk ekspor terhadap PDRB sebesar 0,2867 persen dan elastisitas jangka panjang sebesar 0,6481 persen, sedangkan elastisitas jangka pandek untuk pengeluaran pemerintah terhadap PDRB sebesar 0,0755 persen dan elastisitas jangka panjang sebesar 0,1708 persen.
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Economic growth is one of indicators to define a country's economic success. Indonesia's economic growth in 2015 was 4.79 percent, the lowest in 6 years. It was the first time for Indonesia to has economic growth under 5 percent since global financial crisis that happened in 2009. The purpose of this research is to get an overview of economic growth in Indonesia along with the variables that influence it. Variables which are expected to influence the economic growth in Indonesia are foreign investment, domestic investment, government expenditure, labor participation rates, exports, and human development index. The data used is panel data of 19 provinces in Java, Kalimantan, and Sumatra Island on year 2009-2015. The model used is dynamic panel data regression with GMM Arellano-Bond estimation. The results of analysis indicate that the regional economic growth based on the GDP value of each province tends to decrease even though the decline was not lower than the economic crisis in 2009. Modelling economic growth of Indonesia yields GDP is significantly influenced by export and government expenditure. Short term elasticity of export to GDP is amounts 0.2867 percent, and long term elasticity of export to GDP is amounts 0.6481 percent. Short term elasticity of government expenditure to GDP is amounts 0.0755 percent, and long term elasticity of government expenditure to GDP is amounts 0.1708 percent.

Item Type: Thesis (Undergraduate)
Additional Information: RSSt 519.536 Set p
Uncontrolled Keywords: GMM Arellano-Bond, Pertumbuhan Ekonomi, Regresi Data Panel Dinamis, Economic Growth, Dynamic Data Panel Regression
Subjects: H Social Sciences > HA Statistics
Q Science > QA Mathematics > QA278.2 Regression Analysis. Logistic regression
Divisions: Faculty of Mathematics and Science > Statistics > 49201-(S1) Undergraduate Thesis
Depositing User: Marlisa Wijayati Setyorini
Date Deposited: 25 Oct 2017 04:01
Last Modified: 05 Mar 2019 04:02
URI: http://repository.its.ac.id/id/eprint/48483

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