Asymmetric Price Transmission with Threshold Behavior of Potatoes Market in Bandung Regency West Java

Horticulture products price in Indonesia (for certain commodities) has experienced the issue of volatility, price decline at farm gate stage, due to an increase in supply is not equal to or comparable with price increase at the other stage. This paper endeavors to investigate threshold behavior in a...

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Autores principales:	Dina Nurul Fitria, Harianto, Dominicus Savio Priyarsono
Formato:	article
Lenguaje:	EN
Publicado:	Universitas Muhammadiyah Yogyakarta 2020
Materias:	threshold behavior asymmetry testing potatoes tar model seasonal Agriculture S Agriculture (General) S1-972 Business HF5001-6182
Acceso en línea:	https://doaj.org/article/80cd2c465b9046458f3c4c989a25b16d
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spelling	oai:doaj.org-article:80cd2c465b9046458f3c4c989a25b16d2021-12-02T15:25:55ZAsymmetric Price Transmission with Threshold Behavior of Potatoes Market in Bandung Regency West Java10.18196/agr.61932407-814Xhttps://doaj.org/article/80cd2c465b9046458f3c4c989a25b16d2020-08-01T00:00:00Zhttps://journal.umy.ac.id/index.php/ag/article/view/6541/5500https://doaj.org/toc/2407-814XHorticulture products price in Indonesia (for certain commodities) has experienced the issue of volatility, price decline at farm gate stage, due to an increase in supply is not equal to or comparable with price increase at the other stage. This paper endeavors to investigate threshold behavior in asymmetry test by taking the case of potatoes prices in two important state levels of price, i.e. farm gate prices, and retail prices. The observation used monthly price data from January 2009-December 2013. Threshold behavior detected by TAR model that fits in asymmetry testing with two regime. Threshold value is interpreted as a measure of transaction cost between retail to farm gate and increase the quantity supplied, that would create incentive for trade. Research results reveals as per monthly data price adjustment between farm gate to retail not presence of asymmetry price transmission. Asymmetry only reveals within seasonal data, threshold behavior forms margins overshoot of potatoes equilibrium trader’s levels, thus leading to farmer’s decision in profit maximization. Keywords: threshold behavior, asymmetry testing, potatoes, TAR Model, seasonalDina Nurul FitriaHariantoDominicus Savio PriyarsonoUniversitas Muhammadiyah Yogyakartaarticlethreshold behaviorasymmetry testingpotatoestar modelseasonalAgricultureSAgriculture (General)S1-972BusinessHF5001-6182ENAgraris: Journal of Agribusiness and Rural Development Research, Vol 6, Iss 1, Pp 93-106 (2020)
institution	DOAJ
collection	DOAJ
language	EN
topic	threshold behavior asymmetry testing potatoes tar model seasonal Agriculture S Agriculture (General) S1-972 Business HF5001-6182
spellingShingle	threshold behavior asymmetry testing potatoes tar model seasonal Agriculture S Agriculture (General) S1-972 Business HF5001-6182 Dina Nurul Fitria Harianto Dominicus Savio Priyarsono Asymmetric Price Transmission with Threshold Behavior of Potatoes Market in Bandung Regency West Java
description	Horticulture products price in Indonesia (for certain commodities) has experienced the issue of volatility, price decline at farm gate stage, due to an increase in supply is not equal to or comparable with price increase at the other stage. This paper endeavors to investigate threshold behavior in asymmetry test by taking the case of potatoes prices in two important state levels of price, i.e. farm gate prices, and retail prices. The observation used monthly price data from January 2009-December 2013. Threshold behavior detected by TAR model that fits in asymmetry testing with two regime. Threshold value is interpreted as a measure of transaction cost between retail to farm gate and increase the quantity supplied, that would create incentive for trade. Research results reveals as per monthly data price adjustment between farm gate to retail not presence of asymmetry price transmission. Asymmetry only reveals within seasonal data, threshold behavior forms margins overshoot of potatoes equilibrium trader’s levels, thus leading to farmer’s decision in profit maximization. Keywords: threshold behavior, asymmetry testing, potatoes, TAR Model, seasonal
format	article
author	Dina Nurul Fitria Harianto Dominicus Savio Priyarsono
author_facet	Dina Nurul Fitria Harianto Dominicus Savio Priyarsono
author_sort	Dina Nurul Fitria
title	Asymmetric Price Transmission with Threshold Behavior of Potatoes Market in Bandung Regency West Java
title_short	Asymmetric Price Transmission with Threshold Behavior of Potatoes Market in Bandung Regency West Java
title_full	Asymmetric Price Transmission with Threshold Behavior of Potatoes Market in Bandung Regency West Java
title_fullStr	Asymmetric Price Transmission with Threshold Behavior of Potatoes Market in Bandung Regency West Java
title_full_unstemmed	Asymmetric Price Transmission with Threshold Behavior of Potatoes Market in Bandung Regency West Java
title_sort	asymmetric price transmission with threshold behavior of potatoes market in bandung regency west java
publisher	Universitas Muhammadiyah Yogyakarta
publishDate	2020
url	https://doaj.org/article/80cd2c465b9046458f3c4c989a25b16d
work_keys_str_mv	AT dinanurulfitria asymmetricpricetransmissionwiththresholdbehaviorofpotatoesmarketinbandungregencywestjava AT harianto asymmetricpricetransmissionwiththresholdbehaviorofpotatoesmarketinbandungregencywestjava AT dominicussaviopriyarsono asymmetricpricetransmissionwiththresholdbehaviorofpotatoesmarketinbandungregencywestjava
_version_	1718387214059044864

Asymmetric Price Transmission with Threshold Behavior of Potatoes Market in Bandung Regency West Java

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