The Relationship Between Price Movement of Soybean’s Indonesia With World Price and Exchange Rate Period 2015 – 201

Mukhlis SE, M.Si

Sari


Penelitian ini bertujuan untuk menjelaskan hubungan keseimbangan dalam jangka pendek dan jangka panjang serta efek guncangan harga kedelai dunia, harga kedelai impor, nilai tukar Rupiah terhadap Dolar terhadap harga kedelai domestik, Menggunakan data bulanan time series mulai September 2010 sampai Desember 2016 sebanyak 76 sampel. Berdasarkan pendekatan analisis Vector Error Correction Model (VECM) menemukan, bahwa pengaruh harga kedelai dunia dan harga kedelai impor terhadap harga kedelai domestik tidak signifikan dalam jangka pendek. Namun, dalam jangka panjang harga kedelai dunia berpengaruh signifikan dan positif terhadap harga kedelai domestik, dan menuju ke arah konvergen. Sementara nilai tukar riil mempunyai pengaruh signifikan dan negatif. Ksimpulan bahwa efek guncangan harga kedelai dunia direspon oleh harga domestik.

Kata Kunci: harga kedelai domestik, harga dunia, nilai tukar.


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Referensi


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