PEMODELAN INDEKS PEMBANGUNAN MANUSIA DAN KEMISKINAN DENGAN PERSAMAAN SIMULTAN DATA PANEL DINAMIS MENGGUNAKAN METODE 2SLS GMM AB

Inne Sukma Ayu, NIM.: 21106010037 (2025) PEMODELAN INDEKS PEMBANGUNAN MANUSIA DAN KEMISKINAN DENGAN PERSAMAAN SIMULTAN DATA PANEL DINAMIS MENGGUNAKAN METODE 2SLS GMM AB. Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

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Abstract

Poverty and low human resource quality are major challenges in Indonesia’s development. This study aims to analyze the two-way (simultaneous) relationship between the Human Development Index (HDI) and poverty in 34 provinces in Indonesia during the period 2019–2023. A dynamic panel simultaneous equation model is used to capture the interrelationships between variables and the influence of past values on current values. A common issue in this model is endogeneity, where independent and dependent variables simultaneously influence each other, and time dynamics, where past conditions affect current conditions. To address these issues, the Two Stage Least Square (2SLS) and Generalized Method of Moment Arellano-Bond (GMM AB) methods were used. The results of the study indicate a significant reciprocal relationship between HDI and poverty. A 1% increase in poverty increases the HDI by 0.0075% in the short term and 0.0086% in the long term. Conversely, a 1% increase in the HDI actually increases poverty by 8.6796% in the short term and 0.8906% in the long term. This indicates that an increase in the HDI does not directly reduce poverty. These findings are consistent with Prasetyowati (2021) and Ningrum et al. (2020). Additionally, per capita expenditure and life expectancy significantly influence HDI growth, while the provincial minimum wage significantly influences poverty growth.

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