About: Relationship between Exchange Rates and Macro Aggregates over the Business Cycle

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	We present empirical evidence on the business cycle relationship between exchange rates and macroeconomic aggregates for a set of 10 countries from the Central and Eastern Europe. We apply cross-correlation on cyclically filtered and seasonally adjusted time series over the period 1998-2011. We use quarterly data of nominal and real effective exchange rate, real GDP, short-term and long-term interest rates, money supply and foreign direct investment net inflow. In average, we found the cyclical properties of exchange rates and other variables as weakly correlated. The strongest correlation was found between exchange rates and interest rates. We usually found a reverse S-curve in assessment of a leading-lagging role of exchange rates. We present empirical evidence on the business cycle relationship between exchange rates and macroeconomic aggregates for a set of 10 countries from the Central and Eastern Europe. We apply cross-correlation on cyclically filtered and seasonally adjusted time series over the period 1998-2011. We use quarterly data of nominal and real effective exchange rate, real GDP, short-term and long-term interest rates, money supply and foreign direct investment net inflow. In average, we found the cyclical properties of exchange rates and other variables as weakly correlated. The strongest correlation was found between exchange rates and interest rates. We usually found a reverse S-curve in assessment of a leading-lagging role of exchange rates. (en)
Title	Relationship between Exchange Rates and Macro Aggregates over the Business Cycle Relationship between Exchange Rates and Macro Aggregates over the Business Cycle (en)
skos:prefLabel	Relationship between Exchange Rates and Macro Aggregates over the Business Cycle Relationship between Exchange Rates and Macro Aggregates over the Business Cycle (en)
skos:notation	RIV/47813059:19520/12:#0002153!RIV13-GA0-19520___
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GAP403/11/2073)
http://linked.open...vai/riv/dodaniDat	2013
http://linked.open...aciTvurceVysledku	Stavárek, Daniel
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
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	164823
http://linked.open...ai/riv/idVysledku	RIV/47813059:19520/12:#0002153
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	exchange rates, business cycles, macroeconomic aggregates, cross-correlation (en)
http://linked.open.../riv/klicoveSlovo	business cycles cross-correlation exchange rates macroeconomic aggregates
http://linked.open...ontrolniKodProRIV	[FB46AD32F032]
http://linked.open...v/mistoKonaniAkce	Brno
http://linked.open...i/riv/mistoVydani	Bučovice
http://linked.open...i/riv/nazevZdroje	Political Economy of Eurozone Crisis:Is Fiscal Union Feasible?
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	2012
http://linked.open...iv/tvurceVysledku	Stavárek, Daniel
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2012-01-01 (xsd:date)
number of pages	9 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Martin Stříž Publishing
https://schema.org/isbn	978-80-87106-62-4
http://localhost/t...ganizacniJednotka	19520

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