STASIONARITAS PRODUK DOMESTIK BRUTO RIIL PERKAPITA DARI LIMA BESAR NEGARA ASAL WISATAWAN MANCANEGARA KE INDONESIA TAHUN 1970-2009

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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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