ANALYSIS OF INDONESIAN COFFEE EXPORT PERFORMANCE TO THE GLOBAL MARKET USING VECTOR AUTOREGRESSION (VAR) APPROACH

Coffee is Indonesia's mainstay export commodity in the plantation sector which has provided a lot of income for Indonesia. Over time, Indonesia's coffee exports have fluctuated due to the impact of globalization and other external factors such as world coffee prices, Indonesian coffee prod...

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Main Authors: Fadhlan Zuhdi, Nola Windirah, Achmad Subchiandi Maulanda
Format: Article
Language:English
Published: BPFP Universitas Bengkulu 2021-09-01
Series:Jurnal Agrisep
Subjects:
Online Access:https://ejournal.unib.ac.id/agrisep/article/view/15747
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author Fadhlan Zuhdi
Nola Windirah
Achmad Subchiandi Maulanda
author_facet Fadhlan Zuhdi
Nola Windirah
Achmad Subchiandi Maulanda
author_sort Fadhlan Zuhdi
collection DOAJ
description Coffee is Indonesia's mainstay export commodity in the plantation sector which has provided a lot of income for Indonesia. Over time, Indonesia's coffee exports have fluctuated due to the impact of globalization and other external factors such as world coffee prices, Indonesian coffee production, the US Dollar exchange rate, Brazilian coffee exports and Colombian coffee exports. Based on this, this study aims to analyze the performance of Indonesian coffee exports to the Global Market using time series data over a period of 29 years using the Vector Autoregression (VAR) approach. The results showed that there were variables that had a short-term and unidirectional relationship with Indonesian coffee exports, namely the US Dollar exchange rate variable, Indonesian coffee production and Brazilian coffee exports.
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spelling doaj.art-e61ec3b6724544299e1f8c25cd34d8e02023-09-20T13:29:26ZengBPFP Universitas BengkuluJurnal Agrisep1412-88372579-99592021-09-0120210.31186/jagrisep.20.2.381-396ANALYSIS OF INDONESIAN COFFEE EXPORT PERFORMANCE TO THE GLOBAL MARKET USING VECTOR AUTOREGRESSION (VAR) APPROACHFadhlan Zuhdi0Nola Windirah1Achmad Subchiandi Maulanda2Assessment Institute of Agriculture Technology Riau, RiauAgribusiness Study Program, Faculty of Agriculture, University of Bengkulu, BengkuluAgribusiness Study Program, Faculty of Agriculture, University of Timor, Nusa Tenggara TimurCoffee is Indonesia's mainstay export commodity in the plantation sector which has provided a lot of income for Indonesia. Over time, Indonesia's coffee exports have fluctuated due to the impact of globalization and other external factors such as world coffee prices, Indonesian coffee production, the US Dollar exchange rate, Brazilian coffee exports and Colombian coffee exports. Based on this, this study aims to analyze the performance of Indonesian coffee exports to the Global Market using time series data over a period of 29 years using the Vector Autoregression (VAR) approach. The results showed that there were variables that had a short-term and unidirectional relationship with Indonesian coffee exports, namely the US Dollar exchange rate variable, Indonesian coffee production and Brazilian coffee exports. https://ejournal.unib.ac.id/agrisep/article/view/15747CoffeeExportInternational TradeVAR
spellingShingle Fadhlan Zuhdi
Nola Windirah
Achmad Subchiandi Maulanda
ANALYSIS OF INDONESIAN COFFEE EXPORT PERFORMANCE TO THE GLOBAL MARKET USING VECTOR AUTOREGRESSION (VAR) APPROACH
Jurnal Agrisep
Coffee
Export
International Trade
VAR
title ANALYSIS OF INDONESIAN COFFEE EXPORT PERFORMANCE TO THE GLOBAL MARKET USING VECTOR AUTOREGRESSION (VAR) APPROACH
title_full ANALYSIS OF INDONESIAN COFFEE EXPORT PERFORMANCE TO THE GLOBAL MARKET USING VECTOR AUTOREGRESSION (VAR) APPROACH
title_fullStr ANALYSIS OF INDONESIAN COFFEE EXPORT PERFORMANCE TO THE GLOBAL MARKET USING VECTOR AUTOREGRESSION (VAR) APPROACH
title_full_unstemmed ANALYSIS OF INDONESIAN COFFEE EXPORT PERFORMANCE TO THE GLOBAL MARKET USING VECTOR AUTOREGRESSION (VAR) APPROACH
title_short ANALYSIS OF INDONESIAN COFFEE EXPORT PERFORMANCE TO THE GLOBAL MARKET USING VECTOR AUTOREGRESSION (VAR) APPROACH
title_sort analysis of indonesian coffee export performance to the global market using vector autoregression var approach
topic Coffee
Export
International Trade
VAR
url https://ejournal.unib.ac.id/agrisep/article/view/15747
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AT nolawindirah analysisofindonesiancoffeeexportperformancetotheglobalmarketusingvectorautoregressionvarapproach
AT achmadsubchiandimaulanda analysisofindonesiancoffeeexportperformancetotheglobalmarketusingvectorautoregressionvarapproach