?url_ver=Z39.88-2004&rft_id=2117031022&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=APPLICATION+OF+PANEL+VECTOR+AUTOREGRESSIVE+(PVAR)+MODEL+ON+THE+ANALYSIS+OF+INFLATION+AND+GRDP+GROWTH+RATE+OF+PROVINCES+IN+INDONESIA&rft.creator=Khairunnisa%2C+.&rft.subject=510+Matematika&rft.description=PVAR+is+an+extension+of+the+VAR+model+applied+to+panel+data%2C+which+combines+time+series+data+with+cross-section+data+from+various+regions.+This+model+allows+all+variables+to+influence+each+other+and+be+analyzed+simultaneously+as+endogenous+variables.+This+study+aims+to+analyze+the+relationship+between+inflation+and+economic+growth+(GRDP)+across+provinces+in+Indonesia+using+the+Panel+Vector+Autoregressive+(PVAR)+model.+The+analysis+involves+stationarity+testing+(IPS+test)%2C+determining+the+optimal+lag+length+(MMSC)%2C+and+parameter+estimation+using+the+Generalized+Method+of+Moments+(GMM).+Instrument+validity+is+tested+using+the+Sargan-Hansen+test%2C+and+causal+relationships+are+examined+through+the+Granger+causality+test.+The+findings+reveal+a+bidirectional+relationship+between+inflation+and+economic+growth+in+several+provinces.+The+constructed+model+has+also+been+proven+to+be+stable.+The+Impulse+Response+Function+(IRF)+and+Forecast+Error+Variance+Decomposition+(FEVD)+analyses+demonstrate+how+changes+in+one+variable+affect+the+other+over+time.+These+results+are+expected+to+serve+as+a+valuable+reference+for+formulating+more+effective+regional+economic+policies.%0D%0A%0D%0AKeywords%3A+PVAR%2C+GRDP%2C+Inflation%2C+Panel+Data%2C+GMM%2C+IRF%2C+FEVD%0D%0A&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2025-04-21&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F87257%2F1%2F1.%2520ABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F87257%2F2%2F2.%2520SKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F87257%2F3%2F3.%2520SKRIPSI%2520FULL%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++Khairunnisa%2C+.++(2025)+APPLICATION+OF+PANEL+VECTOR+AUTOREGRESSIVE+(PVAR)+MODEL+ON+THE+ANALYSIS+OF+INFLATION+AND+GRDP+GROWTH+RATE+OF+PROVINCES+IN+INDONESIA.++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F87257%2F