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The Causality of Price and Demand of Agricultural Products in Bengkulu Province The research’s purpose is to find out a causality between price and demand on curly red chili, as well as between prices of commodities associated with it, and price formation correlation between markets. Data analysis method used is Granger causality and lag-test. The results show that there is no causality between price and demand of curly red chili in the province of Bengkulu. While the relationship between prices, there is one way relation between price of curly red chili with rawit chili and green chili on lag-2, and curly red chili price in some markets (origin and reference) have impact to another market (destination). Keywords: Causality; Price; Demand; Agriculture Products; Bengkulu Abstrak Tujuan penelitian ini adalah untuk menemukan kausalitas antara permintaan dan harga cabai merah keriting, harga-harga komoditas yang terkait dengan itu, dan korelasi pembentukan harga antar-pasar. Metode analisis data yang digunakan adalah kausalitas Granger dan Uji Kelambanan. Hasil penelitian menunjukkan bahwa tidak ada kausalitas antara harga dan permintaan cabai merah keriting di Provinsi Bengkulu. Sementara pada hubungan antar-harga, terdapat hubungan searah antara harga cabai merah keriting, cabai rawit, dan cabai hijau pada lag-2, serta harga cabai merah keriting di beberapa pasar (asal dan acuan) memiliki dampak ke pasar lain (tujuan).

Kausalitas Harga dan Permintaan Komoditas Pertanian di Provinsi Bengkulu