Media Ekonomi dan Manajemen, Volume 38 Issue 2, July 2023, 343-361
p-ISSN: 0854-1442 (Print) e-ISSN: 2503-4464 (Online) 343
ASYMMETRIC PRICE TRANSMISSION OF SOME BASIC COMMODITIES IN
INDONESIA
Mahjus Ekananda
University of Indonesia, Indonesia
Email: mahyusekananda@gmail.com (corresponding author)
Abstract
The prices of these international goods, world oil prices, exchange rates, and government
policies, always influence developments in the current global era that drive domestic
commodity prices. This study aims to analyze the effect of asymmetric price transmission on
several Indonesian domestic commodities. Asymmetric price transmission occurs if the speed
of price adjustment above or below the price trend is not the same. Positive or negative price
changes occur if the price is above or below the price trend. Under dynamic conditions, each
price will adjust to the long-term price level. This study applies the error correction model
(ECM) method to capture the speed of adjustment of each commodity following the long-
term price level. This study involves asymmetric price transmission to see price adjustments.
Econometric testing through the error correction model is used to determine how much the
domestic price adjustments are when there is an increase or decrease in international prices
for essential commodities. The results showed an adjustment in domestic prices when global
prices increased or decreased for wheat flour, granulated sugar, soybeans, beef, and broiler
meat. Based on the coefficient and significance level, there was no domestic price adjustment
for rice and broiler chicken eggs. Policy implications include providing input for
policymakers in determining prices so that market prices are stable and in line with people's
purchasing power.
Keywords: Price level; Publicly Goods Price; Commodity; Agriculture
JEL Classification: E31, H40, Q11, Q02, Q10
Article History: Submitted: 2023-05-01; Revision: 2023-06-20; Accepted: 2023-06-27; Published: 2023-07-28
Copyright ©2023 Faculty of Economics and Business, Universitas 17 Agustus 1945 Semarang
This is an open access article under the CC BY license https://creativecommons.org/licenses/by/4.0
How to Cite: Ekananda, M. (2023). Asymmetric Price Transmission of Some Basic Commodities in Indonesia.
Media Ekonomi dan Manajemen, 38(2), 343-361.
INTRODUCTION
Price transmission in an integrated
market occurs when producers can sell
their products freely in the domestic or
international markets; this is what makes
the prices of these products in the domestic
or international markets converge over
time (Ghoshray, 2010). Domestic produ-
cers will decide to sell their goods interna-
tionally if the international price is higher
than the domestic price; with reduced
stocks of these products in the domestic
market, the domestic price will increase.
This process will continue until domestic
prices equal international prices
(Ghoshray, 2010). This condition is called
symmetrical price transmission (Varela &
Taniguchi, 2018).
Based on data from the World Bank and
the Ministry of Trade of the Republic of
Indonesia, it can be seen from several
staple food commodities that when the
international price of each commodity
increases, domestic prices will also grow.