Relationship Between Inflation And Unemployment Based On Phillip Curve In Malaysia, Thailand And Indonesia

Nurul Ainsyah, Muhammad (2020) Relationship Between Inflation And Unemployment Based On Phillip Curve In Malaysia, Thailand And Indonesia. [Final Year Project Report] (Unpublished)

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Abstract

The purpose of this study is to investigate the Phillip curve in Malaysia, Thailand and Indonesia. This study was on quarterly basis period from 1988-2018. All sources of data were driven from World Bank Open Data. The test that was employed in this study including Augmented Dickey-Fuller (ADF) unit root test, Phillips-Perron (PP) unit root test, Kwiatkowski Phillips-Schmidt-Shinn (KPSS) unit root test, Autoregressive Distributed Lag (ARDL) model, Johansen and Juselius Cointegration Test, Vector Error Correction Estimation Results, CUSUM of Square test and Granger causality test and diagnostic tests. This study found that there are inflation and unemployment based on Phillip curve in Malaysia, Thailand and Indonesia. Besides, Phillip curve exists in Malaysia and Thailand for long run. In addition, there is a causal relationship between the inflation and unemployment. Thus, there is an effective policy recommendations.

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