This study aims to analyze the shock response between the variables of economic growth, consumption, investment, government spending, export, poverty, unemployment and income inequality in all provinces in Indonesia during 2015-2021. This research is important because promoting economic stability is a major goal of economic policy and allows other macroeconomic goals to be achieved. The novelty of this study is to analyze shocks to macroeconomic variables consisting of economic growth, fiscal indicators, monetary indicators and welfare indicators by using the Panel Vector Autoregression (PVAR). The results of the study conclude that there is a causal relationship between unemployment and export; unemployment and poverty; poverty and export; unemployment and poverty. Furthermore, variables that have a one-way relationship such as economic growth affect consumption; consumption affects government spending; government spending affects investment; investment affects export. The recommendations from this study require that the government must be proactive in encouraging other elements, such as the private sector, which has a big role in helping government programs run optimally. The limitation of this research is the research methodology because all the research variables are endogenous and only analyze balance in the long run.