Vol - 17, Issue - 06
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Journal of the Austrian Society of Agricultural Economics (JASAE)
Journal ID : JASAE-08-08-2021-100
Total View : 549

Title : Retail Rice Price Volatility Analyzes In Indonesia Using Arch-Garch Model
by Ana Frasipa, Harianto Harianto, Suharno Suharno,
Abstract : This study examines the volatility of retail rice prices in Indonesia over the last eleven years using the ARIMA and ARCH-GARCH methods. This study uses monthly data from January 2010 to February 2021. The results showed that rice price volatility reached its peak at the beginning of the Covid-19 pandemic. However, after that the level of volatility was lower than the previous period. This is due to a decrease in demand due to the Covid-19 pandemic and the government's price stabilization policy

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