能源消耗、國內生產毛額與人口關聯性之研究—印尼與泰國之Granger因果關聯性探究

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Please use this identifier to cite or link to this item: https://irlib.pccu.edu.tw/handle/987654321/24504

Title:	能源消耗、國內生產毛額與人口關聯性之研究—印尼與泰國之Granger因果關聯性探究 The Granger Causal Relationship between Energy Consumption, GDP, and Population: Evidence from Indonesia and Thailand
Authors:	古思達 (Fierdaus, Gustav)
Contributors:	國際企業管理學系
Keywords:	energy consumption GDP Granger causality test population
Date:	2013
Issue Date:	2013-03-16 14:20:39 (UTC+8)
Abstract:	The research questions for this study are (1) what is the relationship among energy consumption, GDP, and population in Indonesia? (2) what is the relationship among energy consumption, GDP, and population in Thailand?, (3) what are the differences between Indonesia and Thailand based on the investigated relationship? This study is the first one which explains the relationship between energy consumption, GDP, and population for Indonesia and Thailand using Granger causality test with the collected data from 1972 until 2011. The relationship between energy consumption, GDP, and population were run by Augmented Dickey-Fuller test statistics for unit root test, multivariate co-integration test based on Johansen method, VAR model or VECM model, and Granger Causality test. The results of this study show that there is a bi-directional causality between energy consumption and population for Indonesia, a unidirectional causality running from energy consumption to GDP in Thailand, and also a unidirectional causality running from GDP to population for both countries. Keywords: energy consumption, GDP, Granger causality test, population The research questions for this study are (1) what is the relationship among energy consumption, GDP, and population in Indonesia? (2) what is the relationship among energy consumption, GDP, and population in Thailand?, (3) what are the differences between Indonesia and Thailand based on the investigated relationship? This study is the first one which explains the relationship between energy consumption, GDP, and population for Indonesia and Thailand using Granger causality test with the collected data from 1972 until 2011. The relationship between energy consumption, GDP, and population were run by Augmented Dickey-Fuller test statistics for unit root test, multivariate co-integration test based on Johansen method, VAR model or VECM model, and Granger Causality test. The results of this study show that there is a bi-directional causality between energy consumption and population for Indonesia, a unidirectional causality running from energy consumption to GDP in Thailand, and also a unidirectional causality running from GDP to population for both countries.
Appears in Collections:	[Department of Business Administration & Graduate Institute of International Business Administration ] Thesis

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