Relationship between the Poland´s Trade Flows at the Commodity Level and the Zloty Exchange Rate

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F14%3A%230002737" target="_blank" >RIV/47813059:19520/14:#0002737 - isvavai.cz</a>

Výsledek na webu

<a href="http://www.bm.vgtu.lt/index.php/bm/bm_2014/schedConf/presentations" target="_blank" >http://www.bm.vgtu.lt/index.php/bm/bm_2014/schedConf/presentations</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.3846/bm.2014.038" target="_blank" >10.3846/bm.2014.038</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Relationship between the Poland´s Trade Flows at the Commodity Level and the Zloty Exchange Rate

Popis výsledku v původním jazyce

The aim of this study is to examine the short run and the long run effects of exchange rate changes of Polish zloty on trade flows in the context of disaggregated industry data of Poland´s foreign trade flows. For this purpose, the Johannsen cointegration test and the vector error correction model are used. Examined industries are determined on the basis of SITC classification. We used quarterly data over the sample period 1997-2013. Our findings suggest that the respond to exchange rate depreciations are different accross examined segments of industries. There is revealed, that only some of the product groups are in the long run relationship with exchange rate. Positive effect of depreciations was detected for the majority of these segments.

Název v anglickém jazyce

Relationship between the Poland´s Trade Flows at the Commodity Level and the Zloty Exchange Rate

Popis výsledku anglicky

The aim of this study is to examine the short run and the long run effects of exchange rate changes of Polish zloty on trade flows in the context of disaggregated industry data of Poland´s foreign trade flows. For this purpose, the Johannsen cointegration test and the vector error correction model are used. Examined industries are determined on the basis of SITC classification. We used quarterly data over the sample period 1997-2013. Our findings suggest that the respond to exchange rate depreciations are different accross examined segments of industries. There is revealed, that only some of the product groups are in the long run relationship with exchange rate. Positive effect of depreciations was detected for the majority of these segments.

Druh

D - Stať ve sborníku

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2014

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

8th International Scientific Conference "Business and Management 2014"

ISBN

978-609-457-650-8

ISSN

—

e-ISSN

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Počet stran výsledku

8

Strana od-do

305-312

Název nakladatele

Vilnius Gediminas Technical University

Místo vydání

Vilnius, Litva

Místo konání akce

Vilnius, Litva

Datum konání akce

15. 5. 2014

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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