The Autoregressive Distributed Lag Model to Analyze Soybean Prices in Indonesia

The Autoregressive Distributed Lag Model to Analyze Soybean Prices in Indonesia

The main objective of this study was to observe factors that affecting domestic soybean prices, including government intervention through BULOG. By using Bound Testing Cointegration method with ARDL approach. In the short term the world soybean price variables in the t-period and exchange rate affec...

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Main Authors: Ekananda Mahjus, Suryanto T.
Format: Article
Language:English
Published: EDP Sciences 2018-01-01
Series:MATEC Web of Conferences
Online Access:https://doi.org/10.1051/matecconf/201815005035
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spelling doaj-51d89f3520ef4be3b6f5ef778320f5d42021-03-02T10:55:46ZengEDP SciencesMATEC Web of Conferences2261-236X2018-01-011500503510.1051/matecconf/201815005035matecconf_mucet2018_05035The Autoregressive Distributed Lag Model to Analyze Soybean Prices in IndonesiaEkananda MahjusSuryanto T.The main objective of this study was to observe factors that affecting domestic soybean prices, including government intervention through BULOG. By using Bound Testing Cointegration method with ARDL approach. In the short term the world soybean price variables in the t-period and exchange rate affect the domestic soybean prices positively and significantly. The variable volume of soybean imports, GDP, and the role of BULOG as sole importer in the t-period does not affect the domestic soybean price significantly. In the long run, the t-period import tariff has a negative and significant effect.https://doi.org/10.1051/matecconf/201815005035
collection DOAJ
language English
format Article
sources DOAJ
author Ekananda Mahjus
Suryanto T.
spellingShingle Ekananda Mahjus
Suryanto T.
The Autoregressive Distributed Lag Model to Analyze Soybean Prices in Indonesia
MATEC Web of Conferences
author_facet Ekananda Mahjus
Suryanto T.
author_sort Ekananda Mahjus
title The Autoregressive Distributed Lag Model to Analyze Soybean Prices in Indonesia
title_short The Autoregressive Distributed Lag Model to Analyze Soybean Prices in Indonesia
title_full The Autoregressive Distributed Lag Model to Analyze Soybean Prices in Indonesia
title_fullStr The Autoregressive Distributed Lag Model to Analyze Soybean Prices in Indonesia
title_full_unstemmed The Autoregressive Distributed Lag Model to Analyze Soybean Prices in Indonesia
title_sort autoregressive distributed lag model to analyze soybean prices in indonesia
publisher EDP Sciences
series MATEC Web of Conferences
issn 2261-236X
publishDate 2018-01-01
description The main objective of this study was to observe factors that affecting domestic soybean prices, including government intervention through BULOG. By using Bound Testing Cointegration method with ARDL approach. In the short term the world soybean price variables in the t-period and exchange rate affect the domestic soybean prices positively and significantly. The variable volume of soybean imports, GDP, and the role of BULOG as sole importer in the t-period does not affect the domestic soybean price significantly. In the long run, the t-period import tariff has a negative and significant effect.
url https://doi.org/10.1051/matecconf/201815005035
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AT suryantot autoregressivedistributedlagmodeltoanalyzesoybeanpricesinindonesia
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