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Statements

Subject Item
n2:RIV%2F47813059%3A19520%2F14%3A%230002691%21RIV15-MSM-19520___
rdf:type
skos:Concept n15:Vysledek
dcterms: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.
dcterms:title
Nature of Exchange Rate Cyclicality in Central and Eastern European Countries Nature of Exchange Rate Cyclicality in Central and Eastern European Countries
skos:prefLabel
Nature of Exchange Rate Cyclicality in Central and Eastern European Countries Nature of Exchange Rate Cyclicality in Central and Eastern European Countries
skos:notation
RIV/47813059:19520/14:#0002691!RIV15-MSM-19520___
n3:aktivita
n6:S
n3:aktivity
S
n3:dodaniDat
n8:2015
n3:domaciTvurceVysledku
n14:9301623
n3:druhVysledku
n9:D
n3:duvernostUdaju
n17:S
n3:entitaPredkladatele
n12:predkladatel
n3:idSjednocenehoVysledku
31737
n3:idVysledku
RIV/47813059:19520/14:#0002691
n3:jazykVysledku
n7:eng
n3:klicovaSlova
business cycle; cross correlation; exchange rate; macroeconomic fundamentals
n3:klicoveSlovo
n11:cross%20correlation n11:macroeconomic%20fundamentals n11:business%20cycle n11:exchange%20rate
n3:kontrolniKodProRIV
[5DD39BDF46E0]
n3:mistoKonaniAkce
Ostrava
n3:mistoVydani
Karviná
n3:nazevZdroje
Proceedings of 14th International Conference on Finance and Banking
n3:obor
n20:AH
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
1
n3:rokUplatneniVysledku
n8:2014
n3:tvurceVysledku
STAVÁREK, Daniel
n3:typAkce
n16:WRD
n3:wos
000345575000043
n3:zahajeniAkce
2013-10-16+02:00
s:numberOfPages
7
n18:hasPublisher
Silesian University, School of Business Administration
n5:isbn
978-80-7248-939-8
n19:organizacniJednotka
19520