Open AccessANALISIS KAUSALITAS TRIPLE DEFICIT HYPOTHESIS DI INDONESIA
Author(s) -
Lara Putri Arantika,
Yeniwati Yeniwati,
Mike Triani
Publication year - 2018
Publication title -
ecosains: jurnal ilmiah ekonomi dan pembangunan/ecosains : jurnal ilmiah ekonomi dan pembangunan
Language(s) - English
Resource type - Journals
eISSN - 2655-6480
pISSN - 2302-8408
DOI - 10.24036/ecosains.11065857.00
Subject(s) - deficit spending , vector autoregression , current account , investment (military) , economics , causality (physics) , granger causality , econometrics , macroeconomics , political science , politics , exchange rate , debt , physics , quantum mechanics , law
This study aims to determine and analyze the causal relationship of triple deficit hypotheis between budget deficit, current account deficit, and saving-investment gap in Indonesia by using Vector Autoregression (VAR) method. The type of this research is descriptive reseacrh, where the data used secondary data in the form of time series data from the year 2003:Q1-2016:Q4. The finding of this study indicate that budget deficit and current account deficit have one-way relationship, budget deficit and saving-investment gaphave one-way relationship and current account deficit and saving-investment gap not have causality or one-way relationship.