scholarly journals ANALISIS KAUSALITAS ANTARA PENERIMAAN PAJAK DENGAN TINGKAT KEGIATAN EKONOMI INDONESIA DENGAN PENDEKATAN GRANGER CAUSALITY

2019 ◽  
Vol 8 (1) ◽  
pp. 1
Author(s):  
Abubakar Arif ◽  
R Rosiyana Dewi
Keyword(s):  
Time Series ◽  
Regression Analysis ◽  
Granger Causality ◽  
Tax Revenue ◽  
Annual Data ◽  
Analysis Model ◽  
Causality Test ◽  
Know How ◽  
Multiplier Effect ◽  
Causality Model

<p>The purpose of this study is to analysis the causality between tax revenue and economy activity in Indonesia period 1990-2010. The design of this research used time series analysis model with Granger Causality Model with the step analusis are (1) determine long of lag to know how long tax revenue and economy activity influence, (2) determine causality test to proof there are causality or there are correlation one direction between tax revenue and economy activity, (3) analyze the power of correlation or influence between tax revenue and economy activity after the result of causali8ty test was reach. The analysis used in this research was time serieswith annual data,starting 1990 too 2010. Tax revenue and economy activity with proxy product domestic bruto are valuables used in this study. The result of this study are not find causality between tax revenue and economy activity in Indonesia but one direction correlation when tax revenue influence economy activity.By the regression analysis can proff that tax revenue influence significant positive to economy activity with multiplier effect less than 1.</p>

scholarly journals ANALISIS KAUSALITAS INFLASI, KETIMPANGAN PENDAPATAN, DAN PERTUMBUHAN EKONOMI DI INDONESIA

Jurnal Ecogen ◽  
2019 ◽  
Vol 1 (3) ◽  
pp. 701
Author(s):  
Rifki Ihsan ◽  
Hasdi Aimon ◽  
Alpon Satrianto
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Income Inequality ◽  
Granger Causality ◽  
Vector Autoregression ◽  
Granger Causality Test ◽  
Analysis Model ◽  
Causality Test ◽  
The Relationship

The aim of this study is to analyze the relationship between Inflation, Income Inequality and Economic Growth in Indonesia. The type of this research is associative and analysisdescriptive. The data used in this reseach is secondary of time series from 1986 to 2016 obtained from Word Bank. Analysis model using the Vector Autoregression (VAR). Theanalysis initially used the Vector Autoregression (VAR), because the stationer variabel on first diferent range, then this study continued byVector Error CorrectionModel (VECM) and Granger Causality Test. The result of this study show (1) There is nocausality between Inflation affects to Income Inequality, (2) There is no causality between Inflation affects to Economic Growth, (3) There is causality in the direction in which Income Inequality affects to Economic Growth. In addition, because of the prevalence of income in Indonesia, this will increase economic growth in Indonesia. Keywords:Inflation, Income Inequality, Economic Growth

scholarly journals HUBUNGAN KAUSALITAS ANTARA PENERIMAAN PAJAK DAN PENGELUARAN NEGARA DI INDONESIA PERIODE 2000-2015

2017 ◽  
Vol 22 (1) ◽  
pp. 31-39
Author(s):  
Ridha Elvianti
Keyword(s):  
Granger Causality ◽  
Unit Root ◽  
Government Expenditure ◽  
Unit Root Test ◽  
Secondary Data ◽  
Critical Value ◽  
Tax Revenue ◽  
Annual Data ◽  
Causality Test ◽  
Augmented Dickey Fuller

This research intended to analyze the causal relationship between tax revenue and government expenditure in Indonesia. The data used in this research is secondary data form of time series. This resesarch using the approach of quantitative with Unit Root Test and Granger Causality. The observation samples in this research is annual data in the period 2000-2015 and this study examines tax revenue causes government expenditures or vice versa. Augmented Dickey Fuller (ADF) method indicates that the two variables have not stasionary unit root on data level, but the two variables have a stasionary unit root on firstdifference. Based on the result of granger causality test with a probability value of 0.7 which is below the critical value of 10% show that there is unidirectional causality from tax revenue to government expenditure.

scholarly journals PENGARUH ZIS (ZAKAT, INFAK, SEDEKAH) DAN ZAKAT FITRAH TERHADAP PENURUNAN KEMISKINAN DI INDONESIA PERIODE 1998 - 2010

Media Ekonomi ◽  
2017 ◽  
Vol 20 (1) ◽  
pp. 83
Author(s):  
Jumadin Lapopo
Keyword(s):  
Time Series ◽  
Developing Countries ◽  
Regression Analysis ◽  
Poverty Reduction ◽  
Time Series Data ◽  
Secondary Data ◽  
Series Data ◽  
Analysis Model ◽  
Independent Variables

<p>Poverty is being a problem in all developing countries including Indonesia. Among goverment programs, poverty has become the center offattention in policy at both of the regional and national levels. Looking at thephenomenon of poverty, Islam present with solution to reduce poverty through Zakat. This study aims to analyze the effect of ZIS and Zakat Fitrah against poverty in Indonesia in 1998 until 2010, data used in this study is secondary data and uses time series data, for the dependent variabel is poverty and for independent variables are ZIS and Zakat Fitrah. The analysis tools used in this study is to use multiple regression analysis model and the assumptions of classical test using the software Eviews-4. In this study also concluded that the ZIS variables significantly affect to the reduction of poverty in Indonesia although the effect is very small. In the variable Zakat Fitrah not significantly affect poverty reduction in Indonesia because of the nature of Zakat Fitrah is for consumption and not for long-term needs. The results of this study can be used for the management of zakat to be able to develop the management and to get a better system for distribution of zakat so that the main purpose of zakat can be achieved to reduce poverty.<br />Keywords : Poverty, Zakat Fitrah, ZIS.</p>

scholarly journals Financial Development and Economic Growth: Time Series Analysis of Economy of Pakistan

2018 ◽  
Vol 5 (2) ◽  
pp. 59
Author(s):  
Muhammad Shoukat Malik ◽  
Raisham Hayee ◽  
Raima Adeel
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Time Series Analysis ◽  
Causal Relationship ◽  
Financial Development ◽  
Granger Causality Test ◽  
Growth Time ◽  
Annual Data ◽  
Causality Test ◽  
Stationary Level

This study aims in understanding the causal relationship between financial development and economic growth. This research used annual data and applied dickey fuller test and granger causality test in order to understand stationary level and causation in variables. The results of this test give support to first hypothesis that financial development causes economic growth. While no evidence was found on the support of our second hypothesis i.e. economic growth is causing financial development.

The relationship between energy consumption and gross domestic product in Hong Kong (1992–2015): Evidence from sectoral analysis and implications on future energy policy

2019 ◽  
Vol 31 (2) ◽  
pp. 215-236
Author(s):  
Ruixiaoxiao Zhang ◽  
Geoffrey QP Shen ◽  
Meng Ni ◽  
Johnny Wong
Keyword(s):  
Time Series ◽  
Energy Consumption ◽  
Gross Domestic Product ◽  
Causal Relationship ◽  
Granger Causality ◽  
Value Added ◽  
Granger Causality Test ◽  
Domestic Product ◽  
Causality Test ◽  
Per Capita

The causal relationship between energy consumption and gross domestic product in Hong Kong from 1992 to 2015 is investigated in this study. Different from the previous studies focusing on the causal relationship between total energy consumption and total gross domestic product per capita, this study further investigates the causal relationship from sectoral perspective, including residential, commercial, industrial and transportation sectors. For each sector, the time series data of sectoral energy consumption and sectoral per capita value added are collected. To conduct the Granger causality test, the unit root test is first applied to analyse the stationarity of time series. The cointegration test is then employed to examine whether causal relationship exists in long-term. Finally, based on the aforementioned tests, both vector error correction model and vector autoregression model can be selected to determine the Granger causality between time series. It is interesting to find that the sectoral energy consumption and corresponding sectoral per capita value-added exhibit quite different causal relationships. For both residential sector and commercial sectors, a unidirectional causal relationship is found running from the sectoral per capita value added to sectoral energy consumption. Oppositely, for industrial sector and transportation sector, a unidirectional causal relationship is found running from sectoral energy consumption to sectoral per capita value added. Regarding the Granger causality test results, the indicative suggestions on energy conservation policies, energy efficiency policies and greenhouse gas emission reduction policies are discussed based on the background of Hong Kong’s economic structure and fuel types.

scholarly journals Interactions of viral pathogens on hospital admissions for pneumonia, croup and chronic obstructive pulmonary diseases: results of a multivariate time-series analysis

2006 ◽  
Vol 134 (6) ◽  
pp. 1174-1178 ◽  
Author(s):  
R. E. G. UPSHUR ◽  
R. MOINEDDIN ◽  
E. J. CRIGHTON ◽  
M. MAMDANI
Keyword(s):  
Time Series ◽  
Granger Causality ◽  
Hospital Admissions ◽  
Multivariate Time Series ◽  
Chronic Obstructive Lung Disease ◽  
Epidemiological Data ◽  
Chronic Obstructive ◽  
Causality Test ◽  
Syncytial Virus ◽  
The Impact

Co-circulation of respiratory syncytial virus (RSV) and influenza has made the partitioning of morbidity and mortality from each virus difficult. Given the interaction between chronic obstructive lung disease (COPD) and pneumonia, often one can be mistaken for the other. Multivariate time-series methodology was applied to examine the impact of RSV and influenza on hospital admissions for bronchiolitis, pneumonia, and COPD. The Granger Causality Test, used to determine the causal relationship among series, showed that COPD and pneumonia are not influenced by RSV (P=0·2999 and 0·7725), but RSV does influence bronchiolitis (P=0·0001). Influenza was found to influence COPD, pneumonia, and bronchiolitis (P<0·0001). The use of multivariate time series and Granger causality applied to epidemiological data clearly illustrates the significant contribution of influenza and RSV to morbidity in the population.

scholarly journals The Effect of Higher Education on Growth: A Cointegration Analysis

2013 ◽  
Author(s):  
Murat Mustafa Kutlutürk ◽  
Hakan Kasım Akmaz ◽  
Ahmet Çetin
Keyword(s):  
Higher Education ◽  
Granger Causality ◽  
Cointegration Analysis ◽  
Annual Data ◽  
Causality Test ◽  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
Long Run ◽  
Short Run ◽  
The Relationship

In this study the relationship between higher education and economic growth was investigated using annual data between 1988 and 2012 for Turkey. To see short and long run effects of higher education on growth the Autoregressive Distributed Lag (ARDL) testing approach was used. In this investigation ratio of higher education graduates in employment was used as an explanatory variable. Zivot and Andrews test was implemented for the variables. The long and short run effects of higher education on growth was found significant. Granger causality test was implemented and one way Granger causality from higher education to growth was determined.

scholarly journals The Relation between Tourism and Economic Growth: A Case of Saudi Arabia as an Emerging Tourism Destination

2020 ◽  
Vol 3 (4) ◽  
pp. 29-47
Author(s):  
Lamia Jamel
Keyword(s):  
Economic Growth ◽  
Saudi Arabia ◽  
Granger Causality ◽  
Co2 Emissions ◽  
Financial Development ◽  
Positive Impact ◽  
Trade Openness ◽  
Granger Causality Test ◽  
Annual Data ◽  
Causality Test

This paper examines empirically the relation between tourism and economic growth in Saudi Arabia. The authors try to justify how tourism contributes to the economic growth of Saudi Arabia. There are applied descriptive statistics, unit root test, VAR model and Granger Causality test as an econometric methodology to examine the connection between tourism and economic growth in Saudi Arabia for the annual data in the period from 1990 to 2018. The main empirical results of the study find out that tourism affects positively the economic growth in Saudi Arabia. Also, there is found a positive nexus among tourism and economic growth. Furthermore, CO2 emissions and financial development impact positively the tourism sector, while trade openness predicts a negative effect on tourism. Additionally, CO2 emissions, financial development, and trade openness have a positive impact on economic growth in Saudi Arabia. Finally, the Granger causality test provides evidence of bidirectional nexus between tourism and economic growth in Saudi Arabia. This paper contributes to the current research by explaining the causal nexus among tourism and economic growth in Saudi Arabia during the period from 1990 to 2018, applying a vector autoregressive model and Granger Causality.

scholarly journals Relationship between Money, Output and Price Level in India: A Granger Causality Approach

2018 ◽  
Vol 4 (02) ◽  
Author(s):  
M. Manikandan ◽  
N. Mani ◽  
P. Karthikeyan
Keyword(s):  
Granger Causality ◽  
Money Supply ◽  
Price Level ◽  
Annual Data ◽  
Demand For Money ◽  
Causality Test ◽  
Time Series Method ◽  
Direction Of Causation ◽  
The Relationship ◽  
Casual Relationship

The relationship between money supply, income and prices is still a contentious concern mostly between the Keynesians and Monetarists. The Keynesians emphasise that a change in income reflects changes in money through demand for money, which means that there exists a unidirectional causality from income to money without any criticism. The Monetarists claim that money is the most important cause leading to changes in income and prices. Therefore, the direction of causation runs from money to income and prices without any feedback. This article studies the association between these macroeconomic aggregates using time series method of pair wise Granger causality test on annual data of the Indian economy over the period 1950-51 to 2012-13. Lag length is favoured by using standard criteria through VAR estimation. The Monetarists view is strongly supported by the result of this study. It is understood from the paper that the monetary policy has a force on the Indian macroeconomic variables as there is a casual relationship between money supply to inflation and income. Nevertheless, these relationships of variables are sensitive to lag length selections.

scholarly journals Linear and nonlinear linkage of conditional stochastic volatility of interbank interest rates: Empirical evidence of the BRICS countries

2021 ◽  
Vol 2 (2) ◽  
pp. 4-16
Author(s):  
Zouhaier Dhifaoui ◽  
Faicel Gasmi
Keyword(s):  
Time Series ◽  
Interest Rates ◽  
Stochastic Volatility ◽  
Causal Relationship ◽  
Granger Causality ◽  
Granger Causality Test ◽  
Causality Test ◽  
Brics Countries ◽  
Volatility Model ◽  
Linear And Nonlinear

The purpose of this article is to detect a possible linear and nonlinear causal relationship between the conditional stochastic volatility of log return of interbank interest rates for the BRICS countries in the period from January 2015 to October 2018. To extract the volatility of the analyzed time series, we use a stochastic volatility model with moving average innovations. To test a causal relationship between the estimated stochastic volatilities, two steps are applied. First, we used the Granger causality test and a vector autoregressive model (VAR). Secondly, we applied the nonlinear Granger causality test to the raw data to explore a new nonlinear causal relationship between stochastic volatility time series, and also applied it to the residual of the VAR model to confirm the causality detected in the first step. This study demonstrates the existence of some unidirectional/bidirectional linear/nonlinear causal relationships between the studied stochastic volatility time series.

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