奥肯定律的再检验:基于面板格兰杰因果关系的实证分析

G. Sasongko, Niken Artanti Putri, A. Huruta, Cheng-Wen Lee
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引用次数: 1

摘要

本研究旨在证实奥肯系数在印度尼西亚的存在性。作者从中央统计局获得了2014年至2019年期间印尼34个省的面板数据。采用面板数据模型和面板格兰杰因果关系对数据进行分析。面板格兰杰因果分析结果表明,经济增长与失业之间存在单向因果关系。这是由教育水平、人口和就业机会等几个影响因素造成的。根据固定效应模型和面板格兰杰因果关系的结果,作者得出结论,在印度尼西亚的34个省,奥肯定律尚未得到证明。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Reexamination of Okun's law: Empirical analysis from Panel Granger Causality
This study aims to confirm the existence of Okun's coefficients in Indonesia. Authors conducted panel data of 34 provinces in Indonesia for the period from 2014 to 2019, obtained from the Central Bureau of Statistics. The data were analyzed by using the panel data model and Panel Granger Causality. The Panel Granger causality analysis results show that there was one-way causality between the economic growth and the unemployment. It was caused by several influencing factors, such as education level, population, and employment opportunities. Based on the Fixed Effect Model and Panel Granger Causality results, authors conclude that Okun's Law has not been proven for 34 provinces in Indonesia.
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