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Sources of Exchange Rate Fluctuations: Empirical Evidence from Croatia

Nataša Erjavec
Boris Cota
Saša Jakšić

Puni tekst: engleski, pdf (488 KB) str. 27-47 preuzimanja: 1.256* citiraj
APA 6th Edition
Erjavec, N., Cota, B. i Jakšić, S. (2012). Sources of Exchange Rate Fluctuations: Empirical Evidence from Croatia. Privredna kretanja i ekonomska politika, 22 (132), 27-47. Preuzeto s https://hrcak.srce.hr/91382
MLA 8th Edition
Erjavec, Nataša, et al. "Sources of Exchange Rate Fluctuations: Empirical Evidence from Croatia." Privredna kretanja i ekonomska politika, vol. 22, br. 132, 2012, str. 27-47. https://hrcak.srce.hr/91382. Citirano 26.09.2021.
Chicago 17th Edition
Erjavec, Nataša, Boris Cota i Saša Jakšić. "Sources of Exchange Rate Fluctuations: Empirical Evidence from Croatia." Privredna kretanja i ekonomska politika 22, br. 132 (2012): 27-47. https://hrcak.srce.hr/91382
Harvard
Erjavec, N., Cota, B., i Jakšić, S. (2012). 'Sources of Exchange Rate Fluctuations: Empirical Evidence from Croatia', Privredna kretanja i ekonomska politika, 22(132), str. 27-47. Preuzeto s: https://hrcak.srce.hr/91382 (Datum pristupa: 26.09.2021.)
Vancouver
Erjavec N, Cota B, Jakšić S. Sources of Exchange Rate Fluctuations: Empirical Evidence from Croatia. Privredna kretanja i ekonomska politika [Internet]. 2012 [pristupljeno 26.09.2021.];22(132):27-47. Dostupno na: https://hrcak.srce.hr/91382
IEEE
N. Erjavec, B. Cota i S. Jakšić, "Sources of Exchange Rate Fluctuations: Empirical Evidence from Croatia", Privredna kretanja i ekonomska politika, vol.22, br. 132, str. 27-47, 2012. [Online]. Dostupno na: https://hrcak.srce.hr/91382. [Citirano: 26.09.2021.]
Puni tekst: hrvatski, pdf (165 KB) str. 27-47 preuzimanja: 434* citiraj
APA 6th Edition
Erjavec, N., Cota, B. i Jakšić, S. (2012). Izvori varijabilnosti realnog deviznog tečaja Republike Hrvatske. Privredna kretanja i ekonomska politika, 22 (132), 27-47. Preuzeto s https://hrcak.srce.hr/91382
MLA 8th Edition
Erjavec, Nataša, et al. "Izvori varijabilnosti realnog deviznog tečaja Republike Hrvatske." Privredna kretanja i ekonomska politika, vol. 22, br. 132, 2012, str. 27-47. https://hrcak.srce.hr/91382. Citirano 26.09.2021.
Chicago 17th Edition
Erjavec, Nataša, Boris Cota i Saša Jakšić. "Izvori varijabilnosti realnog deviznog tečaja Republike Hrvatske." Privredna kretanja i ekonomska politika 22, br. 132 (2012): 27-47. https://hrcak.srce.hr/91382
Harvard
Erjavec, N., Cota, B., i Jakšić, S. (2012). 'Izvori varijabilnosti realnog deviznog tečaja Republike Hrvatske', Privredna kretanja i ekonomska politika, 22(132), str. 27-47. Preuzeto s: https://hrcak.srce.hr/91382 (Datum pristupa: 26.09.2021.)
Vancouver
Erjavec N, Cota B, Jakšić S. Izvori varijabilnosti realnog deviznog tečaja Republike Hrvatske. Privredna kretanja i ekonomska politika [Internet]. 2012 [pristupljeno 26.09.2021.];22(132):27-47. Dostupno na: https://hrcak.srce.hr/91382
IEEE
N. Erjavec, B. Cota i S. Jakšić, "Izvori varijabilnosti realnog deviznog tečaja Republike Hrvatske", Privredna kretanja i ekonomska politika, vol.22, br. 132, str. 27-47, 2012. [Online]. Dostupno na: https://hrcak.srce.hr/91382. [Citirano: 26.09.2021.]

Sažetak
This paper investigates the sources of real exchange rate fluctuations in Croatia, distinguishing between real and nominal sources, for the sample period ranging from January 1998 to March 2011. The results obtained using a structural vector autoregression (SVAR) model indicate that the volatility of the Croatian real exchange rate is mainly influenced by demand shocks, both in the short run and in the long run. The impact of supply shocks proved to be insignificant. Therefore, the exchange rate seems to be a shock absorber in Croatian economy.

Ključne riječi
macroeconomic shocks; real exchange rate; SVAR; Blanchard-Quah decomposition; impulse response function; Croatia

Hrčak ID: 91382

URI
https://hrcak.srce.hr/91382

[hrvatski]

Posjeta: 2.340 *