المستودع الأكاديمي جامعة المدينة

Cointegration Analysis in an Inflationary Environment: What Can We Learn from Ukraine's Nominal Exports?

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dc.creator Strauß, Hubert
dc.date 2001
dc.date.accessioned 2013-10-16T06:57:02Z
dc.date.available 2013-10-16T06:57:02Z
dc.date.issued 2013-10-16
dc.identifier http://hdl.handle.net/10419/17840
dc.identifier ppn:336722222
dc.identifier.uri http://koha.mediu.edu.my:8181/xmlui/handle/10419/17840
dc.description Ukrainian exports can be explained by standard demand theory in the long run. Using the Johansen procedure the data do not reject the hypothesis of a unit foreign-production elasticity of Ukrainian exports, which are rather price-elastic inputs for foreign producers. It is argued that due to high domestic inflation and substantial real appreciation of the hryvnia there might be a deterministic element in the long-run relationships. When allowing for a trend in the co­integration space, the identifying restriction of an infinitely price-elastic export supply curve produces best results. However, due to missing export price statistics long-run interpretations are to be taken with care because they are conditional upon assumptions on how costs and exchange-rates are passed through on export prices.
dc.language eng
dc.publisher Kiel Institute for the World Economy (IfW) Kiel
dc.relation Kieler Arbeitspapiere 1084
dc.rights http://www.econstor.eu/dspace/Nutzungsbedingungen
dc.subject F17
dc.subject F31
dc.subject F41
dc.subject P33
dc.subject ddc:330
dc.subject cointegration analysis
dc.subject transitional economies
dc.subject Ukraine
dc.subject export demand
dc.subject foreign trade elasticities
dc.subject real effective exchange rate
dc.subject Export
dc.subject Nachfrage
dc.subject Außenhandelselastizität
dc.subject Kointegration
dc.subject Schätzung
dc.subject Kaufkraftparität
dc.subject Inflation
dc.subject Exchange rate pass-through
dc.subject Ukraine
dc.title Cointegration Analysis in an Inflationary Environment: What Can We Learn from Ukraine's Nominal Exports?
dc.type doc-type:workingPaper
dc.coverage 1993-2000


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