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National Repository of Grey Literature 13 records found  previous11 - 13  jump to record: Search took 0.01 seconds. 
Currency Shocks to Export Sales of Importers: A Heterogeneous Firms Model and Czech Micro Estimates
 Tóth, Peter
To what extent can exporters cushion the impact of currency appreciation shocks by using imported intermediates? We apply a partial equilibrium model with heterogeneous firms. Producers can serve the domestic market, export final goods, or import inputs. In the model, an exogenous exchange rate shock simultaneously affects the variable costs and revenues associated with exports and imports. The impact of a hypothetical 1% appreciation of the domestic currency on sales is estimated using a panel of 7,356 Czech manufacturing firms observed from 2003 to 2006. We focus on the above period to exploit the rich within-firm variation in trade strategies. The variation is probably associated with the lifting of trade barriers due to Czech EU membership since 2004. For firms that both export and import, the model predicts a drop in total sales of 0.2%, a drop in export sales of 0.8%, and a rise in domestic sales of 0.2%.
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VAR Analýza Exchange Rate Pass-Through v České Republice
 Borodin, Dmitry ; Chrobok, Viktor (advisor) ; Zouhar, Jan (referee)
The paper will empirically investigate the strength and the speed of the exchange rate pass-through effect in the Czech Republic, i.e. the change in the domestic prices, originally caused by the volatility of the exchange rate. VAR modelling framework has been chosen as a main instrument of analysis. Vector autoregression will also be the subject of the theoretical part of the paper, which aims to provide a clear and at the same time many-sided discussion on the relevant topics. Practical part will be completely devoted to the modelling of the exchange rate pass-through.
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Transmission of exchange rate shocks into domestic inflation: the case of the Czech republic
 Babetskaia-Kukharchuk, Oxana
This paper aims at estimating the exchange rate pass-through (ERPT) for the Czech Republic. The existing empirical literature does not come to a consensus about the degree of pass-through to Czech inflation. Since there is no unique approach regarding how to measure ERPT, writers use various specifications found in the pass-through literature for the Czech Republic.
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National Repository of Grey Literature : 13 records found   previous11 - 13  jump to record:
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