skip to main content

SPILLOVER EFFECT INFLASI DAGING SAPI ANTAR KOTA: APLIKASI METODE BEKK-GARCH UNTUK JAKARTA, SALATIGA, DAN SURABAYA

*Ribut Nurul Tri Wahyuni  -  Politeknik Statistika STIS, Indonesia
Nasrudin Nasrudin  -  Politeknik Statistika STIS, Indonesia
Open Access Copyright (c) 2020 MEDIA STATISTIKA under http://creativecommons.org/licenses/by-nc-sa/4.0.

Citation Format:
Abstract
Beef consumption in Indonesia tends to increase and its price fluctuates. In addition to internal factors, the volatility of beef inflation can also be influenced by other regions (spillover effect). Using BEKK-GARCH model, we try to show spillover effect the volatility of beef inflation in Jakarta, Salatiga, and Surabaya. The transmissions of news effects occur from Jakarta and Surabaya to Salatiga and from Jakarta and Salatiga to Surabaya. Transmission of two-way volatility occurs between Jakarta and Surabaya. Furthermore, the transmission of one-way volatility occurrs from Jakarta to Salatiga. Price fluctuation in consumer areas will be followed by price fluctuation in other consumer areas and producer areas. Therefore, controlling beef inflation should be began from consumer areas.

Note: This article has supplementary file(s).

Fulltext View|Download |  Research Results
output eviews dan RATS
Subject
Type Research Results
  Download (188KB)    Indexing metadata
 CTA Form
Copyright Transfer Agreement (CTA)
Subject
Type CTA Form
  Download (321KB)    Indexing metadata
Keywords: Beef Inflation; Spillover Effect; BEKK-GARCH

Article Metrics:

Last update:

No citation recorded.

Last update: 2024-02-22 04:09:48

No citation recorded.