Sains Malaysiana 55(6)(2026): 1067-1076

http://doi.org/10.17576/jsm-2026-5506-11

 

Hubungan Kebersandaran Pasaran Buruh dan Ekonomi Malaysia: Pendekatan Entropi kopula tanpa Andaian Berparameter

(The Dependence Relationship between Labor Market and the Malaysian Economy: A Copula Entropy Approach without Parameterized Assumptions)

 

NUR LAYALI MOHD ALI KHAN & SAIFUL IZZUAN HUSSAIN*

 

Jabatan Sains Matematik, Fakulti Sains dan Teknologi, Universiti Kebangsaan Malaysia, 43600 UKM Bangi, Selangor, Malaysia

 

Diserahkan: 8 Julai 2025/Diterima: 29 Mei 2026

 

Abstrak

Hubungan kompleks antara kedudukan pasaran buruh dan prestasi ekonomi merupakan salah satu fokus utama dalam analisis makroekonomi. Namun, kaedah berparameter yang lazimnya digunakan bagi mengkaji permasalahan dalam bidang ini tertakluk kepada andaian kenormalan, kelinearan dan kepegunan. Dalam konteks Malaysia, andaian ini berpotensi menyebabkan salah tafsir terhadap hubungan sebenar yang dipengaruhi oleh faktor struktur dan ketidaktentuan. Oleh itu, kajian ini menggunakan entropi kopula sebagai pendekatan tak berparameter yang fleksibel untuk menilai kekuatan dan bentuk kebersandaran antara keluaran dalam negeri kasar (KDNK) benar, guna tenaga dan pengangguran bagi tempoh 2011 hingga 2024. Keputusan menunjukkan bahawa semua pasangan pemboleh ubah mempunyai nilai entropi kopula negatif yang menandakan kewujudan kebersandaran. Hubungan kebersandaran paling kuat ditemukan dalam pasaran buruh iaitu antara guna tenaga dan pengangguran manakala hubungan dengan KDNK benar adalah lebih lemah serta menunjukkan corak tak linear dan asimetri. Secara keseluruhan, kajian ini menunjukkan bahawa entropi kopula berupaya mendedahkan struktur kebersandaran yang kompleks dalam data makroekonomi dan selanjutnya menyediakan asas yang lebih tepat untuk menyokong penggubalan dasar pasaran buruh dan pertumbuhan ekonomi.

Kata kunci: Entropi kopula; guna tenaga; KDNK benar; kebersandaran tak linear; pasaran buruh Malaysia; pengangguran

 

Abstract

The intricate relationship between labour market conditions and economic performance is one of the central focuses in macroeconomic analysis. However, parametric methods which are often used to study the problems in this field are subject to assumptions of normality, linearity and stationarity. In the Malaysia’s context, these assumptions may lead to misinterpretation of the underlying relationships influenced by structural shifts and uncertainties. Thus, this study applies copula entropy as a flexible non-parametric approach to assess the strength and form of dependence between real gross domestic product (GDP), employment, and unemployment over the period of 2011 to 2024. The findings indicate that all variable pairs exhibit negative copula entropy values, reflecting the presence of dependence. The strongest dependence is observed within the labour market, between employment and unemployment, while relationships involving real GDP are weaker and display nonlinear and asymmetric patterns. Overall, the results demonstrate that copula entropy effectively captures complex dependence structures in macroeconomic data and provides a more reliable basis for informing labour market and economic policy. 

Keywords: Copula entropy; employment; Malaysia’s labour market; non-linear dependence; real GDP; unemployment

 

RUJUKAN

Akcan, A.T., Yilmaz, K.Ç. & Alptekin, V. 2019. Analyzing relationship between unemployment and growth for selected OECD countries through panel data. Yönetim ve Ekonomi Dergisi 26(3): 727-744.

Akdoğan, K. 2017. Unemployment hysteresis and structural change in Europe. Empirical Economics 53(4): 1415-1440.

Alencar, P.H.L. & Paton, E.N. 2025. Which droughts are becoming more frequent? A copula entropy analysis on the return period of droughts in Europe. Natural Hazards 121(1): 543-565.

Altunöz, U. 2024. In the context of Okun law, the relationship between real output and unemployment rate in OECD: A panel error correction and panel ARDL approaches. Ekonomika 103(1): 6-24.

Amor, M.B. 2023. Economic growth and unemployment relationship in Tunisia: An empirical evidence from ARDL bound test approach. Montenegrin Journal of Economics 19(2): 73-84.

Ang, S.H. 2022. Exploring the dynamics of GDP growth and unemployment rates in Asian economies: A longitudinal analysis. Journal of Business and Economic Options 5(2): 14-22.

Bank Dunia 2025. Global Economic Monitor. The World Bank Data Catalog.

Bank Dunia. 2021. Staying Afloat. Malaysia Economic Monitor (December).

Bartolucci, F., Choudhry, M.T., Marelli, E. & Signorelli, M. 2018. GDP dynamics and unemployment changes in developed and developing countries. Applied Economics 50(31): 3338-3356.

Boga, S. 2020. Investigating the asymmetry between economic growth and unemployment in Turkey: A hidden cointegration approach. Journal of Economics Finance and Accounting 7(1): 22-33.

Borjas, G.J. 2016. Labor Economics. 7th. New York: McGraw-Hill Education.

Bruhn, M. 2020. Can Wage subsidies boost employment in the wake of an economic crisis? Evidence from Mexico. The Journal of Development Studies 56(8): 1558-1577.

Charzyńska, A. & Gambin, A. 2016. Improvement of the k-NN entropy estimator with applications in systems biology. Entropy 18(1): 13.

Chen, M., Liu, J., Zhang, N. & Zheng, Y. 2024. Vulnerability analysis method based on network and copula entropy. Entropy 26(3): 192.

Durante, F. & Sempi, C. 2016. Principles of Copula Theory. Boca Raton: CRC Press.

Feldstein, M. 2017. Underestimating the real growth of GDP, personal income, and productivity. Journal of Economic Perspectives 31(2): 145-164.

Gajdosova, K. 2023. Role of GDP in the sustainable growth era. SocioEconomic Challenges 7(3): 94-112.

Genest, C. & Favre, A.C. 2007. Everything you always wanted to know about copula modeling but were afraid to ask. Journal of Hydrologic Engineering 12(4): 347-368.

Gurgul, H. & Syrek, R. 2024. Mutual information between the main foreign subindices: The application of copula entropy around WHO’s declaration date at the time of the COVID-19 pandemic. International Entrepreneurship Review 10(2): 7-24.

International Labour Organization. 2013. Resolution I - Resolution concerning statistics of work, employment and labour underutilization. 19th International Conference of Labour Statistician. Anjuran International Labour Organization. Geneva, 2–11 October.

Jabatan Perangkaan Malaysia. 2024a. Banci Ekonomi 2023: Profil Perusahaan Kecil dan Sederhana.

Jabatan Perangkaan Malaysia. 2024b. Banci Ekonomi 2023: Statistik Pertubuhan.

Jabatan Perangkaan Malaysia. 2025. Statistik Tenaga Buruh Suku Tahunan Utama. OpenDOSM, Jabatan Perangkaan Malaysia.

Junankar, P.R. 2016. Employment and unemployment. Dlm. Economics of the Labour Market: Unemployment and the Costs of Unemployment. New York: Palgrave Macmillan. hlm. 42-46.

Kat, H.M. 2003. The dangers of using correlation to measure dependence. Journal of Alternative Investments 6(2): 54-58.

Kaufman, B.E. & Hotchkiss, J.L. 2006. The Economics of Labor Markets. 7th ed. United States of America: Thomson South-Western.

Kementerian Ekonomi. 2023. Kajian Separuh Penggal Rancangan Malaysia Kedua Belas 2021 - 2025.

Keynes, J.M. 1936. The General Theory of Employment, Interest and Money. London: Macmillan.

Khalid, W., Akalpler, E., Khan, S., Shah, N.H. & Khan, S. 2021. The relationship between unemployment and economic growth in South Africa: VAR analysis. Forman Journal of Economic Studies 17(1): 1-32.

Klein, M. & Schiman, S. 2022. What accounts for the German labor market miracle? A structural VAR approach. Macroeconomic Dynamics 27(3): 794-825.

Kraskov, A., Stögbauer, H. & Grassberger, P. 2004. Estimating mutual information. Physical Review E 69(6): 066138.

Kullback, S. & Leibler, R.A. 1951. On information and sufficiency. The Annals of Mathematical Statistics 22(1): 79-86.

Lee, S., Schmidt-Klau, D., Weiss, J. & Chacaltana, J. 2020. Does economic growth deliver jobs? Revisiting Okun's law. ILO Working Paper 2020.

Lim, B.F.Y. 2022. Impact of the COVID-19 pandemic on Malaysian labour market and policy responses. Japan Labor Issues 60(40): 37-44.

Lim, G.C., Dixon, R. & Van Ours, J.C. 2019. Beyond Okun’s law: Output growth and labor market flows. Empirical Economics 60(3): 1387-1409.

Ma'in, M., Othman, S.M., Isa, S.S.M. & Junos, S. 2021. Unemployment and macroeconomic indicators in Malaysia. Global Business and Management Research: An International Journal 13(4): 38-45.

Ma, J. 2021. Estimating transfer entropy via copula entropy. arXiv preprint arXiv:1910.04375.

Ma, J. & Sun, Z. 2011. Mutual information is copula entropy. Tsinghua Science & Technology 16(1): 51-54.

Mankiw, N.G. 2021. Principles of Economics. 9th ed. Boston: Cengage Learning.

Mcconnell, C.R., Brue, S.L. & Macpherson, D.A. 2016. Contemporary Labor Economics. 11th ed. New York: McGraw-Hill Education.

Mohd, S., Nurazleena, I. & Farah, M. 2024. Jobless rate and its dynamic determinants in ASIA countries during global crisis. Asian Social Science 20(6): 20-41.

Mujitapha, D., Nurul Sabrina, N.N.A., Norashida, O. & Ruhaini, M. 2021. Unemployment and economic growth: An empirical verification of Okun's law in Malaysia. Global Business and Management Research 13(4): 355-364.

Nickell, S. & Layard, R. 1999. Labor market institutions and economic performance. Dlm. Handbook of Labor Economics, disunting oleh Ashenfelter, O. & Layard, R. Elsevier.

Okun, A.M. 1962. Potential GNP: Its measurement and significance. Proceedings of the Business and Economics Statistics. Anjuran American Statistical Association. Washington, DC,

Pertubuhan Buruh Antarabangsa. 2013. Resolution I - Resolution concerning statistics of work, employment and labour underutilization. 19th International Conference of Labour Statistician. Anjuran Pertubuhan Buruh Antarabangsa. Geneva, 2–11 October 2013.

Rasul, F., Asghar, N. & Ur Rehman, H. 2021. Validity and asymmetry of Okun’s law: Evidence from Asian economies. iRASD Journal of Economics 3(2): 143-156.

Sahoo, M. & Sahoo, J. 2019. The relationship between unemployment and some macroeconomic variables: Empirical evidence from India. Theoretical & Applied Economics 1(618): 115-128.

Schmidt, A.F. & Finan, C. 2018. Linear regression and the normality assumption. Journal of Clinical Epidemiology 98: 146-151.

Schober, P., Boer, C. & Schwarte, L.A. 2018. Correlation coefficients: Appropriate use and interpretation. Anesthesia & Analgesia 126(5): 1763-1768.

Seip, K.L. & Zhang, D. 2022. A high-resolution lead-lag analysis of US GDP, employment, and unemployment 1977-2021: Okun’s law and the puzzle of jobless recovery. Economies 10(10): 260.

Shrestha, M.B. & Bhatta, G.R. 2018. Selecting appropriate methodological framework for time series data analysis. The Journal of Finance and Data Science 4(2): 71-89.

Škare, M., Franc-Dąbrowska, J. & Cvek, D. 2020. Cointegration analysis and VECM of FDI, employment, export and GDP in Croatia (2002-2017) with particular reference to the global crisis and poor macroeconomic governance. Equilibrium. Quarterly Journal of Economics and Economic Policy 15(4): 761-783.

Sklar, M. 1959. Fonctions de répartition à n dimensions et leurs marges. Annales de l'ISUP VIII(3): 229-231.

Stiglitz, J.E., Gow, J., Guest, R., Walsh, C.E., Richmond, W. & Tani, M. 2015. Principles of Economics. 2nd ed. Australia: John Wiley & Sons.

Sun, Y., Qin, W. & Zhuang, Z. 2022. Nonparametric-copula-entropy and network deconvolution method for causal discovery in complex manufacturing systems. Journal of Intelligent Manufacturing 33: 1699-1713.

Sun, F., Zhang, W., Wang, N. & Zhang, W. 2019. A copula entropy approach to dependence measurement for multiple degradation processes. Entropy 21(8): 724.

Syahira, N., Salwaty, J., Sharul Shahida Shakrein, S., Nazurah Abdul, M. & Muhammad Ridzuan Abdul, A. 2024. Revisiting Okun's law: Evidence from Malaysia. Information Management and Business Review 16(3(I)S): 551-561.

Tahir, M., Hayat, A., Rashid, K., Afridi, M.A. & Tariq, Y.B. 2020. Human capital and economic growth in OECD countries: Some new insights. Journal of Economic and Administrative Sciences 36(4): 367-380.

Tang, K.H.D. 2021. From movement control to National Recovery Plan: Malaysia’s strategy to live with COVID-19. International Journal of Science and Healthcare Research 6(4): 286-292.

Unit Perancang Ekonomi. 2021. Rancangan Malaysia Kedua Belas 2021 - 2025.

United Nations Department of Economic and Social Affairs. 2023. Goal 8 - Promote Sustained, Inclusive and Sustainable Economic Growth, Full And Productive Employment And Decent Work For All. https://sdgs.un.org/goals/goal8 Diakses pada 20 Jun 2023.

van den Bergh, J.C.J.M. 2009. The GDP paradox. Journal of Economic Psychology 30(2): 117-135.

Widarjono, A. 2020. Asymmetric Okun's law in an emerging market: ASEAN-3 case. Economics and Sociology 13(3): 203-217.

Zhao, N. & Lin, W.T. 2011. A copula entropy approach to correlation measurement at the country level. Applied Mathematics and Computation 218(2): 628-642.

 

*Pengarang untuk surat-menyurat; email: sih@ukm.edu.my