About: Nature of Exchange Rate Cyclicality in Central and Eastern European Countries

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	This paper provides empirical evidence on relationship between cyclical components of real effective exchange rate (REER) and selected macroeconomic fundamentals that are frequently used in exchange rate determination models. The analysis focuses on ten Central and Eastern European countries over the period 1998-2011. Cross correlation is applied on quarterly, filtered and seasonally adjusted data. Correlation coefficients are usually sufficiently high if REER leads or lags the respective variable of more than two quarters. However, results on procyclicality, acyclicality or countercyclicality of exchange rates are ambiguous and differ across the analyzed countries. Level of the country's openness does not significantly affect intensity of the relationship between REER and macroeconomic fundamentals. This paper provides empirical evidence on relationship between cyclical components of real effective exchange rate (REER) and selected macroeconomic fundamentals that are frequently used in exchange rate determination models. The analysis focuses on ten Central and Eastern European countries over the period 1998-2011. Cross correlation is applied on quarterly, filtered and seasonally adjusted data. Correlation coefficients are usually sufficiently high if REER leads or lags the respective variable of more than two quarters. However, results on procyclicality, acyclicality or countercyclicality of exchange rates are ambiguous and differ across the analyzed countries. Level of the country's openness does not significantly affect intensity of the relationship between REER and macroeconomic fundamentals. (en)
Title	Nature of Exchange Rate Cyclicality in Central and Eastern European Countries Nature of Exchange Rate Cyclicality in Central and Eastern European Countries (en)
skos:prefLabel	Nature of Exchange Rate Cyclicality in Central and Eastern European Countries Nature of Exchange Rate Cyclicality in Central and Eastern European Countries (en)
skos:notation	RIV/47813059:19520/14:#0002691!RIV15-MSM-19520___
http://linked.open...avai/riv/aktivita	S
http://linked.open...avai/riv/aktivity	S
http://linked.open...vai/riv/dodaniDat	2015
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	31737
http://linked.open...ai/riv/idVysledku	RIV/47813059:19520/14:#0002691
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	business cycle; cross correlation; exchange rate; macroeconomic fundamentals (en)
http://linked.open.../riv/klicoveSlovo	macroeconomic fundamentals cross correlation business cycle exchange rate
http://linked.open...ontrolniKodProRIV	[5DD39BDF46E0]
http://linked.open...v/mistoKonaniAkce	Ostrava
http://linked.open...i/riv/mistoVydani	Karviná
http://linked.open...i/riv/nazevZdroje	Proceedings of 14th International Conference on Finance and Banking
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...UplatneniVysledku	2014
http://linked.open...iv/tvurceVysledku	STAVÁREK, Daniel
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open...ain/vavai/riv/wos	000345575000043
http://linked.open.../riv/zahajeniAkce	2013-10-16 (xsd:date)
number of pages	7 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Silesian University, School of Business Administration
https://schema.org/isbn	978-80-7248-939-8
http://localhost/t...ganizacniJednotka	19520

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