KNM XVII 11-14 Juni 2014 ITS, Surabaya

ANALISIS EKONOMI KEBIJAKAN FISKAL:

SPATIAL SEEMINL! "N#ELATE$
#E#ESSION %SS"#& "NT"K
MENESTIMASI PENEL"A#AN
PEME#INTA'
ARUM ANURAVEGA
1
, AGUS SUHARSONO
2
, SETIAWAN
3
1
Kampus ITS Sukolilo Surabaa !"111, aruma#ura$%&a'&mail()om
2
Kampus ITS Sukolilo Surabaa !"111, a&us*s's+a+is+ika(i+s(a)(i,
3
Kampus ITS Sukolilo Surabaa !"111, s%+ia-a#'s+a+is+ika(i+s(a)(i,
Extended abstract
Masala. p%#&a#&&ura# ,a# k%miski#a# ,i I#,o#%sia m%#/a,i pol%mik
b%rk%pa#/a#&a# .i#&&a saa+ i#i( 0a,a +a.u# 2"13, 1a-a Timur m%rupaka#
pro$i#si ,%#&a# /umla. k%miski#a# +%rb%sar ,i I#,o#%sia( 0%m%ri#+a.
m%miliki p%ra# p%#+i#& ,alam m%#%#+uka# k%bi/aka#2k%bi/aka# a#&
ko#s+ruk+i3 a&ar +%r)apai k%la#&su#&a# s+abili+as sosial2%ko#omi, k.usus#a
,i 1a-a Timur( K%bi/aka# 3iskal ,i+%+apka# u#+uk m%#&a+ur /ala##a
p%r%ko#omia# m%lalui p%#&%lolaa# p%#%rimaa# ,a# p%#&%luara#
p%mba#&u#a#( Sala. sa+u k%bi/aka# 3iskal u#+uk m%#&a+asi masala.
p%#&a#&&ura# ,a# p%#i#&ka+a# p%r+umbu.a# %ko#omi a,ala. ,%#&a#
m%#%rapka# k%bi/aka# a#&&ara# ,%3isi+, ai+u a#&&ara# p%#&%luara# l%bi.
b%sar ,aripa,a p%#%rimaa#( 0%#&%luara# p%mba#&u#a# a#& m%#/a,i
p%r.a+ia# a,ala. p%#&%luara# u#+uk +i&a s%k+or u+ama, ai+u s%k+or %ko#omi,
s%k+or p%#,i,ika# ,a# s%k+or k%s%.a+a#( 0%#%+apa# k%+i&a s%k+or i#i
b%r,asarka# poros u+ama a#& ,ia#&&ap s%ba&ai p%#%bab s%s%ora#& m%#/a,i
miski#, ai+u r%#,a.#a +i#&ka+ k%s%.a+a#, r%#,a.#a p%#,apa+a#, ,a#
r%#,a.#a +i#&ka+ p%#,i,ika#( Variab%l a#& ,i&u#aka# +%r,iri ,ari $ariab%l
r%spo# 4p%#&%luara# p%m%ri#+a. s%k+or %ko#omi, p%#,i,ika# ,a# k%s%.a+a#5
,a# $ariab%l pr%,ik+or a#& +%r,iri ,ari s%pulu. $ariab%l, ai+u p%#,apa+a# asli
,a%ra., ,a#a alokasi umum, ,a#a alokasi k.usus, ,a#a ba&i .asil, +o+al
p%#%rimaa# p%m%ri#+a., k%miski#a#, p%#&a#&&ura#, p%r+umbu.a# %ko#omi,
i#3lasi ,a# i#,%ks p%mba#&u#a# ma#usia( Eko#om%+rika a,ala. sua+u ilmu
a#& m%#%rapka# +%ori %ko#omi, ma+%ma+ika ,a# s+a+is+ika u#+uk
m%mb%rika# ,uku#&a# %mpiris ,ari mo,%l a#& ,iba#&u# ol%. +%ori %ko#omi
u#+uk m%mb%rika# .asil ,alam a#&ka( Eko#om%+rika ,i&u#aka# s%ba&ai ala+
a#alisis %ko#omi a#& b%r+u/ua# u#+uk m%#&u/i k%b%#ara# +%ori %ko#omi
a#& b%rupa .ubu#&a# a#+ar $ariab%l %ko#omi ,%#&a# ,a+a %mpirik( S+u,i
,alam %ko#om%+rika mampu m%#&%s+imasi p%#&%luara# p%m%ri#+a. ,ari
.ubu#&a# %ko#omi b%b%rapa $ariab%l r%spo# s%.i#&&a ,apa+ ,iambil
k%pu+usa# m%#&&u#aka# m%+o,% Seemingly Unrelated Regression 4SUR5(
KNM XVII 11-14 Juni 2014 ITS, Surabaya
SUR +%la. ,i+%rapka# ,alam ba#ak p%#%li+ia# %ko#omi ,a# bi,a#&2bi,a#&
p%#%li+ia# lai##a( SUR +%la. m%mbuk+ika# ma#3aa+ %3isi%#si a#& ,ip%rol%.
,%#&a# m%#&%s+imasi sa+u s%+ p%rsamaa# s%)ara b%rsama2sama ,iba#,i#&ka#
,%#&a# m%#&%s+imasi s%+iap p%rsamaa# s%)ara +%rpisa. a+au sa+u2sa+u(
Namu#, SUR +i,ak mampu m%#%l%saika# %3%k spasial a#+ar kabupa+%#6ko+a
,i 1a-a Timur s%.i#&&a b%rk%mba#& Spatial Seemingly Unrelated
Regression 4SSUR5 u#+uk m%mb%ri solusi +%rbaik( T%r,apa+ b%b%rapa mo,%l
SSUR, ,ia#+ara#a mo,%l SUR ,%#&a# %3%k spasial la& pa,a $ariab%l r%spo#
4SUR2SAR5, ,%p%#,%#si spasial pa,a kompo#%# %rror 4SUR2SEM5, ,a#
+%r,apa+ %3%k k%,ua#a 4SUR2SARAR a+au SUR2SARMA5( Es+imasi
param%+%r u#+uk mo,%l SSUR p%#&%luara# p%m%ri#+a. kabupa+%#6ko+a ,i
1a-a Timur m%#&&u#aka# p%#,%ka+a# Maximum Likelihood Estimation
4M7E5 ,a# ,ipili. mo,%l SSUR +%rbaik( 0%mbobo+ a#& ,i&u#aka# a,ala.
Queen Contiguity ,a# Customize( S%la#/u+#a, ,iba#,i#&ka# %3%k+i$i+as
p%#&&u#aa# SSUR ,a# r%&r%si spasial u#+uk s%+iap $ariab%l r%spo# u#+uk
m%#/a-ab p%r+a#aa# apaka. mo,%l SSUR +%rbuk+i %3isi%# ,a# %3%k+i3 u#+uk
m%#%l%saika# sis+%m p%rsamaa# s%)ara b%rsamaa# ,iba#,i#&ka# ,i%s+imasi
sa+u p%r2sa+u( 0%mili.a# mo,%l +%rbaik b%r,asarka# #ilai Root Mean Square
Error 4RMSE5 mi#imum(
Ka(a Kun)i: p%#&%luara# p%m%ri#+a., SSUR, M7E, RMSE
KNM XVII 11-14 Juni 2014 ITS, Surabaya
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