Product-Level Analysis of Relationship between Czech Koruna and Czech Foreign Trade
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F16%3A00010709" target="_blank" >RIV/47813059:19520/16:00010709 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.3846/bm.2016.13" target="_blank" >http://dx.doi.org/10.3846/bm.2016.13</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.3846/bm.2016.13" target="_blank" >10.3846/bm.2016.13</a>
Alternative languages
Result language
angličtina
Original language name
Product-Level Analysis of Relationship between Czech Koruna and Czech Foreign Trade
Original language description
Paper is aimed to evaluate effects of exchange rates on the Czech bilateral trade divided into product categories. Paper assumes that different traded product categories are characterized by different price elasticity and every market consists of different consumer and producer behavior patterns, so the study applies territorial and commodity approach to foreign trade disaggregation. Long term ef-fects are assessed by Johansen cointegration and short term effects by vector error correction model. Analysis for the period 1999 -2014 on the SITC 1 and 2 digit data shows that bilateral and majority of commodity trade balances are cointegrated with bilateral exchange rate.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
—
OECD FORD branch
50204 - Business and management
Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
9th International Scientific Conference
ISBN
978-609-457-921-9
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
1-8
Publisher name
VILNIUS GEDIMINAS TECHNICAL UNIV PRESS, TECHNIKA, SAULETEKIO A1. 11, VILNIUS-40, LT-10233, LITHUANIA
Place of publication
Vilnius, LITHUANIA
Event location
Vilnius
Event date
May 12, 2016
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000406677200013