Relationship in Indonesia Tax Receivable Components Period 1990-2016

2018 ◽  
Vol 7 (3.27) ◽  
pp. 379
Author(s):  
Endang Mahpudin ◽  
. .
Keyword(s):  
Web Sites ◽  
Central Body ◽  
Granger Causality Test ◽  
Tax Revenue ◽  
Analysis Tool ◽  
Linkage Relationship ◽  
Causality Test ◽  
Strong Linkage ◽  
Export Tax ◽  
Very High

This paper aims to analyze the revenue from the tax sector in Indonesia during the period 1990-2016. The variables in the analysis tool consist of VAT, PBB, PPH, Domestic tax, international tax, non oil tax, oil tax, other tax, bphtb, excise, cost in, export tax. The data in this study is downloaded from the website of the central body statistics and other web sites. This research uses correlation test, covariance and granger causality test. From the research conducted do explain that almost the variables of tax revenue in the meticulous have a strong linkage relationship, and mutually correlated very high, with the causality test as the tax revenue variable has a two-way relationship and partly 1 direction and mutually unrelated. So with the results in the can, be sure that the tax revenue variable there is a relationship and relevance. 

scholarly journals ANALISIS KAUSALITAS ANTARA IHSG, INDEKS DOW JONES INDUSTRIAL AVERAGE DAN NILAI TUKAR RUPIAH/US$

2019 ◽  
Vol 3 (2) ◽  
pp. 229
Author(s):  
Khairina Natsir ◽  
Yusbardini Yusbardini ◽  
Nurainun Bangun
Keyword(s):  
Exchange Rate ◽  
Granger Causality Test ◽  
Analysis Tool ◽  
Test Results ◽  
Causality Test ◽  
Monthly Data ◽  
Dow Jones Industrial Average ◽  
Causality Relationship ◽  
The Exchange Rate

Penelitian ini bertujuan untuk menginvestigasi hubungan kausalitas antara IHSG, nilai tukar rupiah/US$  dan Indeks Global yang diwakili oleh Indeks Dow Jones Industrial Average. Penelitian mengambil sampel nilai-nilai variabel yang diteliti dengan periode data bulanan dalam periode Juli 2005-Desember 2018. Alat analisis menggunakan uji Engle-Granger untuk menginvestigasi  hubungan kausalitas.  Hasil Uji kausalitas Granger memperlihatkan terdapat hubungan dua arah atau saling mempengaruhi antara IHSG dengan nilai rupiah/US$. Selain itu ditemukan pula bahwa pergerakan Indeks Dow Jones Industrial  secara signifikan mempengaruhi kepada pergerakan IHSG dan nilai tukar rupiah/US$, tetapi sebaliknya pergerakan yang terjadi pada IHSG dan nilai tukar tidak mampu mempengaruhi gerakan indeks Dow Jones Industrial. Hasil Uji kointegrasi Johansen memperlihatkan bahwa semua variabel penelitian mempunyai  hubungan keseimbangan jangka panjang yang signifikan. This study aims to investigate the causality relationship between the CSPI, the exchange rate of rupiah / US $ and the Global Index represented by the Dow Jones Industrial Average. The study sampled variable values studied with monthly data periods in the period July 2005-December 2018. The analysis tool uses the Engle-Granger test to investigate causality relationships. Granger causality test results show there is a two-way relationship or influence each other between the CSPI with the value of rupiah / US $. In addition it was also found that the movement of the Dow Jones Industrial Index significantly affected the movement of the JCI and the exchange rate of the rupiah / US $, but conversely the movements that occurred on the JCI and the exchange rate were unable to influence the movement of the Dow Jones Industrial index. Johansen's cointegration test results show that all research variables have a significant long-term balance relationship.

scholarly journals The Short and Long Run Effects of Selected Variables on Tax Revenue - A Case Study

2018 ◽  
Vol 5 (5) ◽  
pp. 23
Author(s):  
Sima Siami-Namini ◽  
Daniel Muhammad ◽  
Fahad Fahimullah
Keyword(s):  
Local Government ◽  
Granger Causality ◽  
Government Expenditure ◽  
Granger Causality Test ◽  
Sales Tax ◽  
Tax Revenue ◽  
Causality Test ◽  
The Real ◽  
Long Run ◽  
Local Government Expenditure

The main objective of this article is to empirically examine the short and long-run relationship between real tax revenue and real local government expenditure as well as investigate the relationship between real sales tax revenue and real individual tax revenue and selective variables in Washington, D.C. for the period ranging from 1984-2015. The study uses the Johansen co-integration techniques as well as the bivariate and multivariate vector error correction model (VECM). The results indicate that there is a unidirectional and one-way causality running from real local government expenditure to the real DC’s tax revenue in the short and long-run, but not vice versa. The finding indicates that DC’s tax revenue changes local government expenditure. As a result, budget deficits can be avoided by implementing policies that stimulate DC’s tax revenue. The Granger-causality test shows that DC resident employment does affect real individual tax in the short and long-run, simultaneously. The Granger-causality test shows that DC resident employment, household’s population and stock of housing does affect real sales tax revenue in the short and long-run simultaneously. Furthermore, the results of the impulse response function (IRF) indicate that household’s population and stock of housing are the major short-run effect on the real individual income tax and real sales tax revenue.  

scholarly journals Uncertainty Due to Infectious Diseases and Stock–Bond Correlation

Econometrics ◽  
2021 ◽  
Vol 9 (2) ◽  
pp. 17
Author(s):  
Konstantinos Gkillas ◽  
Christoforos Konstantatos ◽  
Costas Siriopoulos
Keyword(s):  
Neural Networks ◽  
Artificial Neural Networks ◽  
Infectious Diseases ◽  
Granger Causality ◽  
Predictive Value ◽  
High Frequency ◽  
Causal Relation ◽  
Granger Causality Test ◽  
Causality Test ◽  
Non Linear

We study the non-linear causal relation between uncertainty-due-to-infectious-diseases and stock–bond correlation. To this end, we use high-frequency 1-min data to compute daily realized measures of correlation and jumps, and then, we employ a nonlinear Granger causality test with the use of artificial neural networks so as to investigate the predictability of this type of uncertainty on realized stock–bond correlation and jumps. Our findings reveal that uncertainty-due-to-infectious-diseases has significant predictive value on the changes of the stock–bond relation.

scholarly journals R&D Investment, Financial and Environmental Performance Nexuses via Bootstrap Fourier Quantiles Granger Causality Test

Economies ◽  
2021 ◽  
Vol 9 (2) ◽  
pp. 85
Author(s):  
Feng-Li Lin
Keyword(s):  
Financial Performance ◽  
Granger Causality ◽  
Environmental Performance ◽  
Co2 Emission ◽  
Positive Relationship ◽  
Granger Causality Test ◽  
Causality Test ◽  
Emission Reductions ◽  
Policy Makers ◽  
D Investment

This study investigated the relationship between R&D investments and financial and environmental performance. The direction, size, and significance of various phases of these variables were generated using the bootstrap Fourier quantiles Granger causality test. In our results, a positive relationship between R&D investment and CO2 emission reductions was found at two tails of quantiles. Additionally, we observed a significantly positive relationship between financial performance and CO2 emission reductions at the 0.5 quantile and above. The correlation between R&D investment and financial performance was identified to be positive under the 0.3, 0.4, 0.5 and 0.9 quantiles and negative under the 0.5 and 0.6 quantiles. The changing linkages among R&D investment, environmental performance and financial performance found in this study provide important information for policy makers, aiding in the development of R&D strategies to upgrade financial and environmental performance simultaneously.

The effect of spillover on the Granger causality test

2010 ◽  
Vol 37 (9) ◽  
pp. 1473-1486 ◽  
Author(s):  
Panagiotis Mantalos ◽  
Ghazi Shukur
Keyword(s):  
Granger Causality ◽  
Granger Causality Test ◽  
Causality Test

scholarly journals Changes in the lease and permanent sale quota markets of a rock lobster fishery in response to stock abundance

2015 ◽  
Vol 72 (5) ◽  
pp. 1555-1564 ◽  
Author(s):  
Rafael León ◽  
Caleb Gardner ◽  
Ingrid van Putten ◽  
Klaas Hartmann
Keyword(s):  
Granger Causality Test ◽  
Economic Rent ◽  
Rock Lobster ◽  
Markov Modelling ◽  
Causality Test ◽  
Individual Transferable Quotas ◽  
Theoretical Pattern ◽  
Lobster Fishery ◽  
Trade Market ◽  
Stock Abundance

AbstractEffective individual transferable quotas (ITQ) systems rebuild stocks and allow transfer of quotas to more efficient operators. This process requires functional markets for both quota sales and temporary quota leases. These markets are expected to respond to changes in economic rent from the fishery, which is influenced by stock abundance and the international rock lobster price. This research used multistate Markov modelling and Granger causality test to examine changes in the permanent and temporary quota trade in the Tasmanian rock lobster fishery quota market, during periods of both increasing and decreasing stock abundance. The permanent quota trade market was more active during the period of stock growth, while the quota lease market was active in both periods of stock growth and decline. In contrast to theoretical trends in ITQ fisheries, trades in both markets were not linked to the technical efficiency (i.e. catching capability) of operators, but were more driven by the quota owners' financial capacity (i.e. number of owned quotas). Prolonged and unexpected stock decline affected the quota market so that it deviated from the theoretical pattern of ITQ fisheries. Operators previously active in the market reduced their activity, while smaller operators and firms that previously had not traded became more active, so the fleet expanded with smaller operators entering.

The relationship between financial development and economic growth in Eswatini (formerly Swaziland)

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Siphe-okuhle Fakudze ◽  
Asrat Tsegaye ◽  
Kin Sibanda
Keyword(s):  
Economic Growth ◽  
Granger Causality ◽  
Financial Development ◽  
Granger Causality Test ◽  
Causality Test ◽  
Content Type ◽  
Distributed Lag ◽  
Long Run ◽  
Short Run ◽  
The Relationship

PurposeThe paper examined the relationship between financial development and economic growth for the period 1996 to 2018 in Eswatini.Design/methodology/approachThe Autoregressive Distributed Lag bounds test (ARDL) was employed to determine the long-run and short-run dynamics of the link between the variables of interest. The Granger causality test was also performed to establish the direction of causality between financial development and economic growth.FindingsThe ARDL results revealed that there is a long-run relationship between financial development and economic growth. The Granger causality test revealed bidirectional causality between money supply and economic growth, and unidirectional causality running from economic growth to financial development. The results highlight that economic growth exerts a positive and significant influence on financial development, validating the demand following hypothesis in Eswatini.Practical implicationsPolicymakers should formulate policies that aims to engineer more economic growth. The policies should strike a balance between deploying funds necessary to stimulate investment and enhancing productivity in order to enliven economic growth in Eswatini.Originality/valueThe study investigates the finance-growth linkage using time series analysis. It determines the long-run and short-run dynamics of this relationship and examines the Granger causality outcomes.

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