The Impact of Exchange Rate Development on Czech Trade Flows

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F14%3A%230002738" target="_blank" >RIV/47813059:19520/14:#0002738 - isvavai.cz</a>

Result on the web

<a href="http://www.sciencedirect.com/science/article/pii/S2212567114004602" target="_blank" >http://www.sciencedirect.com/science/article/pii/S2212567114004602</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/S2212-5671(14)00460-2" target="_blank" >10.1016/S2212-5671(14)00460-2</a>

Result language

angličtina

Original language name

The Impact of Exchange Rate Development on Czech Trade Flows

Original language description

The aim of the paper is to investigate the impact of exchange rate development on bilateral trade flows between Czech Republic and its major trading partners. This paper explores J-curve pattern and relationship between exchange rate volatility and tradeflows using quarterly data over the period 1997 - 2012. We employ a Johansen cointegration test to analyze the long run relationship. Short term effects are explored by estimating an error correction model and by assessing impulse-response functions. Wereveal J-curve for trade with France and an inverse J-curve for Slovakia and United Kingdom. Volatility has no clear impact on trade flows.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

AH - Economics

OECD FORD branch

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Project

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Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2014

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Procedia Economics and Finance

ISBN

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ISSN

2212-5671

e-ISSN

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Number of pages

8

Pages from-to

129-136

Publisher name

Elsevier

Place of publication

Neuvedeno

Event location

Tirgu-Mures, Rumunsko

Event date

Oct 24, 2013

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

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