Bilateral J-Curve between Poland and its Major Trading Partners
Identifikátory výsledku
Kód výsledku v IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F12%3A%230001871" target="_blank" >RIV/47813059:19520/12:#0001871 - isvavai.cz</a>
Výsledek na webu
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DOI - Digital Object Identifier
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Alternativní jazyky
Jazyk výsledku
angličtina
Název v původním jazyce
Bilateral J-Curve between Poland and its Major Trading Partners
Popis výsledku v původním jazyce
This paper empirically investigates the impact of change in exchange rate in bilateral export and import flows between Poland and its major trading partners. Resulting in a J-curve pattern, devaluation or depreciation of a currency worsens the trade balance before improving it. This paper investigates J-curve phenomenon using quarterly time series data over the period 1997:1 to 2011:4. In case of examination of long run relationship between variables is used cointegration procedure. Between trade balance ratio, bilateral exchange rate, gross domestic product of Poland and gross domestic product of each respective country was revealed long run relationship. Short term effects are explored by estimating error correction model and related impulse-responsefunction. Depreciation of złoty is accompanied by deterioration of Polish trade balance with France and Italy. Partial J-curve effect can be observed in case of Polish trading flows with Germany and Czech Republic.
Název v anglickém jazyce
Bilateral J-Curve between Poland and its Major Trading Partners
Popis výsledku anglicky
This paper empirically investigates the impact of change in exchange rate in bilateral export and import flows between Poland and its major trading partners. Resulting in a J-curve pattern, devaluation or depreciation of a currency worsens the trade balance before improving it. This paper investigates J-curve phenomenon using quarterly time series data over the period 1997:1 to 2011:4. In case of examination of long run relationship between variables is used cointegration procedure. Between trade balance ratio, bilateral exchange rate, gross domestic product of Poland and gross domestic product of each respective country was revealed long run relationship. Short term effects are explored by estimating error correction model and related impulse-responsefunction. Depreciation of złoty is accompanied by deterioration of Polish trade balance with France and Italy. Partial J-curve effect can be observed in case of Polish trading flows with Germany and Czech Republic.
Klasifikace
Druh
D - Stať ve sborníku
CEP obor
AH - Ekonomie
OECD FORD obor
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Návaznosti výsledku
Projekt
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Návaznosti
S - Specificky vyzkum na vysokych skolach
Ostatní
Rok uplatnění
2012
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Údaje specifické pro druh výsledku
Název statě ve sborníku
Proceedings of European Scientific Conference of Doctoral Students
ISBN
978-80-7375-669-7
ISSN
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e-ISSN
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Počet stran výsledku
8
Strana od-do
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Název nakladatele
MU PEF
Místo vydání
Brno
Místo konání akce
Brno
Datum konání akce
1. 1. 2012
Typ akce podle státní příslušnosti
EUR - Evropská akce
Kód UT WoS článku
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