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Real Exchange Rate Of The Czech Koruna And The Prices Of Non-Tradable Goods And Services

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Author Info
Martin Mandel
Vladimír Tomšík
Abstract

The paper presents both theoretical and an empirical analysis of factors influencing the prices of non-tradable goods and services in the Czech economy. The analysis discusses the development of the real exchange rate of the Czech koruna and quantifies the size of the real exchange rate appreciation of the Czech currency in the period 1993-2007 as a result of the domestic price development in the tradable and non-tradable sectors. The paper mathematically derives a relationship between the prices of non-tradable goods and services and the real exchange rate based on a traditional aggregate base. It also defines the basic determinants of the prices of non-tradable goods and services while emphasizing the basic distinctions between these price determinants for non-tradable and tradable goods and services. The econometric part of the paper is based on VAR models, cointegration analysis, and vector error correction models. The empirical verification is carried out with the Czech economic data covering the period 1996-2007.

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Publisher Info
Article provided by University of Economics, Prague in its journal Acta Oeconomica Pragensia.

Volume (Year): 2008 (2008)
Issue (Month): 3 ()
Pages: 3-12
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Handle: RePEc:prg:jnlaop:v:2008:y:2008:i:3:id:89:p:3-12

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Related research
Keywords: Balassa-Samuelson effect; real exchange rate; inflation;

Find related papers by JEL classification:
C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data
F31 - International Economics - - International Finance - - - Foreign Exchange
F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics

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This page was last updated on 2009-12-16.


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