Original title: The Impact of Exchange Rate Volatility on Czech Real Export
Translated title: Vliv volatility směnného kurzu na reální export České republiky
Authors: Jurečka, Peter ; Brůžek, Antonín (advisor) ; Zahradník, Petr (referee)
Document type: Master’s theses
Year: 2007
Language: eng
Publisher: Vysoká škola ekonomická v Praze
Abstract: This diploma thesis deals with the impact of real exchange rate volatility on real export of the Czech Republic. In the first part, theoretical aspects of this relationship are examined, explaining both - positive and negative ? effects on bilateral and aggregate trade flows. Further on, empirical data and econometric tools are employed to capture the relationship between real export and its main determinants for the case of Czech Republic in the past decade. After the brief theoretical introduction to time series econometrics, the particular export demand model is proposed and various cointegration techniques are explained and applied to examine the long-run equilibrium but also short-run dynamics.
Keywords: exchange; export; rate; trade; variability; volatility

Institution: University of Economics, Prague (web)
Document availability information: Available in the digital repository of the University of Economics, Prague.
Original record: http://www.vse.cz/vskp/eid/4402

Permalink: http://www.nusl.cz/ntk/nusl-2463


The record appears in these collections:
Universities and colleges > Public universities > University of Economics, Prague
Academic theses (ETDs) > Master’s theses