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National Repository of Grey Literature

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Dopad devizových intervencí na makroekonomické ukazatele Roháč, Richard This bachelor thesis deals with evaluation of CNB’s currency interventions‘ impact on macroeconomic indicators. To achieve this, an analysis of time series of these macroeconomic indicators in software Gretl is used. By creating multiple regression models, the main factors influencing change of consumer price index during intervention regime are determined. To analyze the impact of currency interventions on indicators, interaction terms are used. Exchange rate commitment itself had an impact on real import, unemployment and total consumption. It took six to twelve months before the exchange rate shock was reflected for the most part in consumer prices. Detailed record

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