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Integration of Indonesian coffee markets and world coffee markets

Journal of Agricultural Socio-Economics (JASE)

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Field Value
 
Title Integration of Indonesian coffee markets and world coffee markets
 
Creator Napitupulu, Haposan Orlando
Sa’diyah, Ana Arifatus
Mutiara, Farah
 
Subject coffee, market integration, VAR/VECM
 
Description This study aims to analyze the integration of the Arabica and Robusta coffee markets in Indonesia and world coffee prices. The study uses secondary data in the form of annual time series data from 1985-2015. The study uses the VECM analysis method. This method explains the relationship between long-term dynamic and short-term equilibrium in a system of equations. The analysis shows that Indonesian and world Arabica coffee did not integrate into the long term or the short term. In Robusta coffee, VECM estimation shows that there is the significant at the 10% level in a long-term relationship with a value of 0.086. It means that there is a short-term relationship between world Robusta coffee prices and domestic Robusta coffee prices in the previous year, but no relationship in the long run.
 
Publisher University of Islam Malang
 
Contributor —
 
Date 2020-07-28
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://riset.unisma.ac.id/index.php/JASE/article/view/7153
10.33474/jase.v1i1.7153
 
Source Journal of Agricultural Socio-Economics (JASE); Vol 1, No 1 (2020): Journal of Agricultural Socio-Economics (JASE); 13-23
27456897
27456889
10.33474/jase.v1i1
 
Language eng
 
Relation http://riset.unisma.ac.id/index.php/JASE/article/view/7153/5850
 
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