Projects funded by the NCN
Sensitivity of exports to exchange rate fluctuations - application of non-linear cointegration methods
2016/23/D/HS4/01760
Keywords:
asymmetric cointegration threshold cointegration exchange rate pass-through price elasticity of trade volumes
Descriptors:
- HS4_3: Econometrics, statistical methods
- HS4_13: International economics
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Szkoła Główna Handlowa w Warszawie, Kolegium Zarządzania i Finansów
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 1
Call: SONATA 12 - announced on 2016-09-15
Amount awarded: 84 950 PLN
Project start date (Y-m-d): 2017-07-13
Project end date (Y-m-d): 2020-01-12
Project duration:: 30 months (the same as in the proposal)
Project status: Project settled
Project description
Download the project description in a pdf file
Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.
Equipment purchased [PL]
- Komputer osobisty (5 000 PLN)
Information in the final report
- Publication in academic press/journals (1)
- Can inaction account for the incomplete exchange rate pass-through? Evidence from threshold ARDL modelAuthors:Karolina KonopczakAcademic press:Baltic Journal of Economics (rok: 2019, tom: 19 (2), strony: 276-295), Wydawca: Taylor & FrancisStatus:PublishedDOI:10.1080/1406099X.2019.1654223 - link to the publication