การวิเคราะห์ความสัมพันธ์ระหว่างรายจ่ายรัฐบาลและผลิตภัณฑ์มวลรวมของประเทศไทยรายสาขา

Abstract

This study was to investigate the relationship between government expenditure and GDP of the sector. This study used secondary data quarterly, since the first quarter of 1998 to the fourth quarter of 2015, consisting of current government expenditure, investment government expenditure, gross agricultural sector, gross industrial sector, and gross services sectors. The unit root test is in the first order of integration or I(1). The optimal lag length or lag estimated the lag right in the eighth lag. The analysis of cointegration models was at full rank. Therefore, the analysis of cointegration models became VAR models, significant at confidence level of ninety-five percent. These results show that the value of agricultural product industrial product and services products in the current quarter were not a result of government spending in both current expenditure and investment expenditure. At the same time, current expenditure and investment expenditure were a result of the gross domestic product in the manufacturing sector in the previous quarter. Analysis of the Granger Causality method found that the industrial and service sectors have caused a change in current government expenditure and the value of agricultural, industrial, and services sectors caused the change in expenditure for investments by the government.