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2020, vol. 48, br. 3, str. 7-26
Osetljivost izvoza diferenciranih proizvoda CESEE zemalja na promene deviznih kurseva
Univerzitet u Beogradu, Ekonomski fakultet

e-adresaaleksandra.djordjevic@ekof.bg.ac.rs
Ključne reči: volatilnost deviznog kursa; neuravnoteženost deviznog kursa; izvoz; gravitacioni model; kvantilna panel regresija
Sažetak
Istraživanje nastoji da ispita efekte promena deviznih kurseva na vrednost bilateralnog izvoza diferenciranih proizvoda izabranih CESEE zemalja, uz kontrolisanje uticaja standardnih gravitacionih varijabli. Identifikovanje determinant koje utiču na izvoz proizvoda više dodate vrednosti je za ovu grupaciju zemalja od posebne važnosti, pri čemu analiziranje efekata koji promene deviznih kurseva imaju na kretanje izvoza ove vrste proizvoda predstavlja doprinos dosadašnjim istraživanjima. U cilju sveobuhvatnog razumevanja veze između posmatranih varijabli za ocenjivanje gravitacione jednačine korišćena je kvantilna panel regresija. Ispitivanje heterogenosti uticaja promena deviznih kurseva i drugih izabranih faktora trgovine duž raspodele izvoza još jedan je od doprinosa ovog rada, s obzirom da se istraživanja bilateralne trgovine uobičajeno zasnivaju na ocenjivanju prosečnog uticaja. Dobijeni rezultati pokazuju da je izvoz diferenciranih proizvoda pod značajanim uticajem promena deviznih kurseva. Volatilnost deviznog kursa negativno se odražava na izvoz ovih proizvoda, pri čemu uticaj raste na višim nivoima izvoza. Heterogenost uticaja u zavisnosti od nivoa izvoza potvrđena je i u slučaju ostalih faktora razmatranih u ovom radu.
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O članku

jezik rada: engleski
vrsta rada: izvorni naučni članak
DOI: 10.5937/industrija48-27362
primljen: 03.07.2020.
revidiran: 14.10.2020.
prihvaćen: 20.10.2020.
objavljen onlajn: 04.12.2020.
objavljen u SCIndeksu: 11.12.2020.
metod recenzije: dvostruko anoniman
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