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Optimum Currency Area Indices - How Close is the Czech Republic to the Eurozone?

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Author Info
Lubos Komarek
Zdenek Cech
Roman Horvath

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Abstract

In this paper we provide a survey of the optimum currency area theory, estimate the degree of the explanatory power of the optimum currency area criteria, and also calculate the optimum currency area index in the case of the Czech Republic. The results indicate that the traditional optimum currency area criteria to certain extent explain exchange rate variability. Our results may be interpreted as an attempt to assess the benefit-cost ratio of implementing a common currency for a pair of countries. Our results also suggest that from the point of view of the optimum currency area theory the costs of adopting the euro for the Czech Republic may be relatively low, at least in comparison with other EMU member countries. We conclude that if the European Monetary Union is sustainable, the accession of the Czech Republic should not change it.

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File URL: http://www.cnb.cz/en/research/research_publications/cnb_wp/download/wp10-2003.pdf
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Paper provided by Czech National Bank, Research Department in its series Working Papers with number 2003/10.

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Date of creation: Dec 2003
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Handle: RePEc:cnb:wpaper:2003/10

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Related research
Keywords: Convergence; EU/eurozone; exchange rate; optimum currency area theory; transition.;

Find related papers by JEL classification:
E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission
F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions

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References listed on IDEAS
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  1. Bayoumi, Tamim & Eichengreen, Barry, 1996. "Operationalizing the Theory of Optimum Currency Areas," CEPR Discussion Papers 1484, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  1. Roman Horváth & Zuzana Kučerová, 2005. "Real Exchange Rates and Optimum Currency Areas: Evidence from Developed Economies," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(5-6), pages 253-266, May. [Downloadable!]
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This page was last updated on 2009-11-24.


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