STASIONARITAS PRODUK DOMESTIK BRUTO RIIL PERKAPITA DARI LIMA BESAR NEGARA ASAL WISATAWAN MANCANEGARA KE INDONESIA TAHUN 1970-2009
ABSTRACT: The goal of this
paper is to examine whether the per capita of real GDP for five’s biggest
market of Indonesia tourism demand: Australia, Japan, Malaysia, Singapore, and
Taiwan have stasionary or degree integration of order one, I(1).
We apply Ng Perron test (2001) preceded by ADF(1979) and PP (1988)
tests. Annual data from 1979 to 2009 of those each country’s GDP are used to
the analysis. Our main findings are: (1) when we apply conventional tests, such
as the ADF and PP univariate tests
without structural breaks, we find that two out of five countries: Singapore
and Taiwan have evidence for non-stationary; (2) when we apply the Ng-Perron
univariate test, we find that tree out of five countries: Australia, Japan, and
Taiwan have evidence of non-stationary.
Keywords: riil GDP riil,
stationary, univariate, ADF test, PP test, Ng-Perron test
Penulis: Sarwoko
Kode Jurnal: jpmanajemendd110179
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