About: Cyclical relationship between exchange rates and macro-fundamentals in Central and Eastern Europe

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Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	http://hrcak.srce.hr/index.php?show=clanakid_clanak_jezik=152938
Description	We present empirical evidence on the business cycle relationship between nominal and real effective exchange rate, real GDP, consumption, investment, export, import and general government debt for a group of ten countries from the Central and Eastern Europe. We apply cross-correlation on cyclically filtered and seasonally adjusted quarterly time series over the period 1998-2010. The results are mixed in intensity, direction and cyclicality but show generally weak correlation between exchange rates and fundamentals. Sufficiently high coefficients are found only for government debt and import. We also apply simple regressions to relate the correlation to openness and welfare of the economy. The correlation between exchange rates and macroeconomic aggregates tends to be more pronounced in less open and relatively poorer countries. We present empirical evidence on the business cycle relationship between nominal and real effective exchange rate, real GDP, consumption, investment, export, import and general government debt for a group of ten countries from the Central and Eastern Europe. We apply cross-correlation on cyclically filtered and seasonally adjusted quarterly time series over the period 1998-2010. The results are mixed in intensity, direction and cyclicality but show generally weak correlation between exchange rates and fundamentals. Sufficiently high coefficients are found only for government debt and import. We also apply simple regressions to relate the correlation to openness and welfare of the economy. The correlation between exchange rates and macroeconomic aggregates tends to be more pronounced in less open and relatively poorer countries. (en)
Title	Cyclical relationship between exchange rates and macro-fundamentals in Central and Eastern Europe Cyclical relationship between exchange rates and macro-fundamentals in Central and Eastern Europe (en)
skos:prefLabel	Cyclical relationship between exchange rates and macro-fundamentals in Central and Eastern Europe Cyclical relationship between exchange rates and macro-fundamentals in Central and Eastern Europe (en)
skos:notation	RIV/47813059:19520/13:#0002171!RIV14-GA0-19520___
http://linked.open...avai/predkladatel	Obchodně podnikatelská fakulta v Karviné
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GAP403/11/2073)
http://linked.open...iv/cisloPeriodika	2
http://linked.open...vai/riv/dodaniDat	2014
http://linked.open...aciTvurceVysledku	Stavárek, Daniel
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Slezská univerzita v Opavě / Obchodně podnikatelská fakulta v Karviné
http://linked.open...dnocenehoVysledku	67614
http://linked.open...ai/riv/idVysledku	RIV/47813059:19520/13:#0002171
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	business cycle; cross correlation; exchange rate; macroeconomic fundamentals; openness; wealth (en)
http://linked.open.../riv/klicoveSlovo	macroeconomic fundamentals cross correlation business cycle exchange rate openness wealth
http://linked.open...odStatuVydavatele	HR - Chorvatská republika
http://linked.open...ontrolniKodProRIV	[5E85C7B2D887]
http://linked.open...i/riv/nazevZdroje	Ekonomska Istraživanja - Economic Research
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Procyclicality of financial markets, asset price bubbles and macroprudential regulation
http://linked.open...UplatneniVysledku	2013
http://linked.open...v/svazekPeriodika	26
http://linked.open...iv/tvurceVysledku	STAVÁREK, Daniel
http://linked.open...ain/vavai/riv/wos	000320208300005
issn	1331-677X
number of pages	16 (xsd:int)
http://localhost/t...ganizacniJednotka	19520

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