Capital enhanced equilibrium exchange rate in the Czech Republic and Hungary

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F15%3A86094814" target="_blank" >RIV/61989100:27510/15:86094814 - 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
Capital enhanced equilibrium exchange rate in the Czech Republic and Hungary
Original language description
There exist a lot of approaches to calculate equilibrium exchange rate (EER). This paper deals with so called Capital Enhanced Equilibrium Exchange Rate in the Czech Republic and Hungary. Cointegration analysis is used to verify theoretical approaches toreal data. The aim of this article is to construct model of equilibrium exchange rate based on the Purchasing Power Parity theory (PPP) and the Uncovered Interest Parity theory (UIP) in these countries. Significant relationship between selected variables was found in both the Czech Republic and Hungary; and models of EER were made. Periods of under valuated and over valuated exchange rate was described as well. It was found that exchange rates were over valuated in most periods.
Czech name
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Czech description
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Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 13th International Conference "ECONOMIC POLICY IN THE EUROPEAN UNION MEMBER COUNTRIES"
ISBN
978-80-248-3796-3
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
1-8
Publisher name
Vysoká škola báňská - Technická univerzita Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 2, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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