Petumbuhan ekonomi, inflasi, dan pengangguran adalah tiga indikator yang menjadi perhatian penting oleh masyarakat perekonomian dunia. Selama kurun waktu setengah abad, ketertarikan masyarakat perekonomian dunia mengarah pada cara untuk mempercepat pertumbuhan ekonomi nasional. Penelitian ini secara empiris menganalisis hubungan kausalitas antara pertumbuhan ekonomi, inflasi, dan pengangguran. Yang menjadi fokus utama dalam penelitian ini, yaitu: mengukur perubahan suatu variabel dalam merespon adanya shock dari variabel lainnya, besarnya kontribusi setiap variabel untuk sebuah variabel tertentu serta hubungan kausalitas antar variabel.

Penelitian ini menggunakan pendekatan kuantitatif dengan teknik pengambilan data menggunakan metode purposive sampling. Data sekunder didapatkan dari publikasi bank dunia dan badan pusat statistik dengan menggunakan analisis deret waktu dari tahun 2008-2017. Melalui analisis model Vector Autoregression didapatkan hasil bahwa data yang digunakan dalam penelitian ini stasioner pada level dan diferensi pertama serta tidak terdapat kointegrasi dari ketiga variabel tersebut. Berdasarkan analisis impulse response dapat dilihat bahwa setiap variabel memberikan guncangan yang tajam di awal periode, namun akan stabil sampai akhir periode. Analisi Variance Decomposition, menunjukkan porsi penjelasan masing-masing variabel bahwa pada periode awal guncangan masih didominasi oleh variabel itu sendiri, kecuali variabel inflasi yang pada periode awal didominasi oleh variabel GDP. Hasil pengujian hubungan kausalitas Granger menunjukkan adanya hubungan searah antara pengangguran dan pertumbuhan ekonomi, serta inflasi dan pengangguran, namun tidak ditemukan hubungan kausalitas antara pertumbuhan ekonomi dan inflasi. Kami menduga bahwa inflasi di Indonesia lebih disebabkan oleh sektor moneter.

Berdasarkan hasil analisis data, dapat disimpulkan bahwa terdapat hubungan kausalitas searah antara pertumbuhan ekonomi dan pengangguran, serta inflasi dan pengangguran, namun tidak ditemukan hubungan kausalitas antara pertumbuhan ekonomi dan inflasi. Beberapa dugaan ditemukan, namun namun diperlukan investigasi lebih lanjut di masa yang akan datang

Economic growth, inflation, and unemployment are three indicators that are important concerns of the people of the world economy. Over the past half century, public interest in the world economy has led to ways to accelerate national economic growth. This study empirically analyzes the causal relationship between economic growth, inflation, and unemployment. Which is the main focus in this study, namely: measuring changes in a variable in response to the shock of other variables, the magnitude of the contribution of each variable to a particular variable and the causality relationship between variables.

This study uses a quantitative approach with data collection techniques using purposive sampling method. Secondary data were obtained from world bank publications and statistical center bodies using time series analysis from 2008-2017. Through the analysis of the Vector Autregression model it was found that the data used in this study was stationary at the first level and differentiation and there was no cointegration of the three variables. Based on the impulse response analysis it can be seen that each variable gives a sharp shock at the beginning of the period, but will be stable until the end of the period. Analysis of Variance Decomposition, shows the explanation portion of each variable that in the initial period of shocks is still dominated by the variable itself, except for the inflation variable which in the initial period is dominated by the GDP variable. The results of testing the Granger causality relationship indicate a unidirectional relationship between unemployment and economic growth, as well as inflation and unemployment, but there is no causal relationship between economic growth and inflation. We suspect that inflation in Indonesia is more caused by the monetary sector

Based on the results of data analysis, it can be concluded that there is a one-way causality relationship between economic growth and unemployment, and inflation and unemployment, but there is no causal relationship between economic growth and inflation. Some allegations were found, but further investigation is needed in the future