Identifikasi Rezim Siklus Bisnis Regional dan Pergeseran Pertumbuhan Dalam Rezim: Pendekatan Markov-Switching Dan Self-Starting Cumulative Sum (SSCUSUM)

Usna Aning Yulianti, Sekar Utami Setiastuti, S.E., M.Sc., Ph.D.

2026 | Tesis | S2 Magister Ek.Pembangunan

Penelitian ini bertujuan mengidentifikasi rezim siklus bisnis Indonesia dan enam provinsi representatif, mendeteksi pergeseran rata-rata pertumbuhan ekonomi di dalam rezim, serta mengevaluasi implikasi integrasi Markov-Switching Autoregressive (MSAR) dan Self-Starting Cumulative Sum (SSCUSUM) bagi pemantauan siklus bisnis regional. Analisis nasional menggunakan data pertumbuhan PDB kuartalan Indonesia periode 1988Q1–2025Q2, sedangkan analisis regional menggunakan data pertumbuhan PDRB kuartalan Sumatera Utara, DKI Jakarta, Bali, Kalimantan Timur, Sulawesi Tengah, dan Papua periode 2011Q1–2025Q4. Penelitian ini menggunakan pendekatan kuantitatif dengan data univariat. MSAR digunakan untuk mengidentifikasi rezim ekspansi dan resesi secara probabilistik, sedangkan SSCUSUM digunakan untuk mendeteksi pergeseran rata-rata pertumbuhan di dalam, menjelang, atau setelah perubahan rezim. Hasil penelitian menunjukkan bahwa Sumatera Utara dan DKI Jakarta menunjukkan ekspansi yang relatif persisten; Bali sangat rentan terhadap guncangan pariwisata; Kalimantan Timur dan Sulawesi Tengah mencerminkan siklus berbasis komoditas; sedangkan Papua menunjukkan volatilitas ekstrem, dengan catatan adanya diskontinuitas statistik akibat pemekaran wilayah. SSCUSUM mengungkap pergeseran pertumbuhan yang tidak selalu tertangkap oleh MSAR, sehingga integrasi keduanya memberikan kerangka pemantauan yang lebih rinci dan antisipatif bagi perencanaan pembangunan ekonomi daerah.

This study aims to identify business-cycle regimes in Indonesia and six representative provinces, detect shifts in average economic growth within the identified regimes, and evaluate the implications of integrating Markov-Switching Autoregressive (MSAR) and Self-Starting Cumulative Sum (SSCUSUM) methods for regional business-cycle monitoring. The national analysis uses quarterly GDP growth data for Indonesia from 1988Q1 to 2025Q2, while the regional analysis uses quarterly GRDP growth data for North Sumatra, DKI Jakarta, Bali, East Kalimantan, Central Sulawesi, and Papua from 2011Q1 to 2025Q4. This study employs a quantitative approach using univariate time-series data. MSAR is used to identify expansion and recession regimes probabilistically, while SSCUSUM is used to detect shifts in mean of economic growth within, before, or after regime Changes. The results show that all regions exhibit different duration, persistence, and intensity characteristics. North Sumatra and DKI Jakarta show relatively persistent expansion; Bali is highly vulnerable to tourism-related shocks; East Kalimantan and Central Sulawesi reflect commodity-based cycles; while Papua exhibits extreme volatility, with a statistical discontinuity related to administrative territorial division. SSCUSUM reveals growth shifts that are not always captured by MSAR. Therefore, the integration of MSAR and SSCUSUM provides a more detailed and anticipatory monitoring framework for regional economic development planning.

Kata Kunci : siklus bisnis regional; MSAR; SSCUSUM; PDRB; pergeseran rata-rata pertumbuhan/regional business cycles; MSAR; SSCUSUM; GRDP; average growth shifts