The Role of CZK/PLN Exchange Rate in the Context of Foreign Trade between Czechia and Poland

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F16%3A00010793" target="_blank" >RIV/47813059:19520/16:00010793 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
The Role of CZK/PLN Exchange Rate in the Context of Foreign Trade between Czechia and Poland
Original language description
The aim of this paper is to evaluate the impact of CZK/PLN development on trade flows between the Czech Republic and Poland in the context of disaggregated data on product-level trade balances. The dataset used in this study covers period from 1999 to 2014. We consider selected product categories determined on the basis of SITC classification. We employ the Johansen cointegration test to analyze the long term relationship and a vector error correction model to explore the short term effects of CZK/PLN exchange rate level. Our findings suggest that total bilateral trade balances and most of product groups are related with exchange rate in the long term. The commodity-level results are ambiguous and can not be generalized across different product categories.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of 15th International Conference on Finance and Banking
ISBN
978-80-7510-186-0
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
392-399
Publisher name
SU OPF
Place of publication
Karviná
Event location
Ostrava
Event date
Oct 13, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000447679800041

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