ASSESSING THE EXCHANGE RATE SENSITIVITY OF CZECH BILATERAL AGRICULTURAL TRADE

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F15%3A%230003790" target="_blank" >RIV/47813059:19520/15:#0003790 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—

Result language
angličtina
Original language name
ASSESSING THE EXCHANGE RATE SENSITIVITY OF CZECH BILATERAL AGRICULTURAL TRADE
Original language description
This paper examines the short term and long term effects of exchange rate changes on bilateral trade flows of agricultural products between the Czech Republic and its major trading partners (Austria, Germany, Italy, Poland and Slovakia). In accordance with the J-curve theory, the Johansen cointegration test was employed to analyse the long term relationship and a vector error correction model to explore the short term effects of Czech koruna exchange rate level. The dataset used in this study covers period from 1999:Q1 to 2013:Q4. Agricultural product groups are based on the SITC classification. Results show that if the Czech foreign trade in agricultural sector is disaggregated into particular product categories, there can be found only some sectors significantly connected with exchange rate movements in the long term. The effects of currency depreciation are less than ambiguous and cannot be generalized across the analysed product categories but increasing in particular trade balance
Czech name
—
Czech description
—

Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
ECONOMIC SCIENCE FOR RURAL DEVELOPMENT: 1. PRODUCTION AND COOPERATION IN AGRICULTURE 2. BIOECONOMY 3. FINANCE AND TAXES
ISBN
978-9984-48-187-6
ISSN
—
e-ISSN
—
Number of pages
12
Pages from-to
280-291
Publisher name
Latvia University of Agriculture
Place of publication
Jelgava
Event location
Jelgava
Event date
Apr 23, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000360011300028

Similar results(10)