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MICHALÍKOVÁ, E. JANDA, K. SKUHROVEC, J.
Original Title
Credit Support for Export: Robust Evidence from the Czech Republic
Type
journal article - other
Language
English
Original Abstract
The topic of this paper is quite a novel one – it is one of few empirical academic papers dealing with export credit. Moreover, it is the first analysis of this kind which focuses on transition economies. The paper deals with export credit promotion in the Czech Republic. The development and structure of Czech trade and export support is presented first, followed by an econometric analysis of the gravity model of Czech Republic trade. A panel of 160 countries in 1996–2008 is analysed and two gravity models of exports for the Czech Republic are estimated, the static model by fixed effects (LSDV estimator) and the dynamic model by System GMM. Due to ambiguous conclusions we assume that the behaviour of our explanatory variables is not uniform and our data set behaves as a mixture of countries with heterogeneous behaviour. This means that traditional techniques of estimation which include all observations into one model do not give significant results. Thus, we use robust techniques of estimation that solve the problem of heterogeneous patterns in data sets. Out of several possibilities we use the Least Trimmed Squares estimator (LTS) with a leverage point. We show that guarantees are a significant factor that influences positively the volume of exports in the Czech Republic. Moreover, there exist more variables that affect the size of exports in the Czech Republic. Market forces described by GDP, distance, political risk or gross fix capital formation are significant in our econometric model. We find that higher GDP, shorter distance or lower political risk have a positive impact on Czech exports.
Keywords
government promotion, gravity model, panel data
Authors
MICHALÍKOVÁ, E.; JANDA, K.; SKUHROVEC, J.
RIV year
2013
Released
1. 12. 2013
ISBN
0378-5920
Periodical
WORLD ECONOMY
Year of study
36
Number
12
State
United Kingdom of Great Britain and Northern Ireland
Pages from
1588
Pages to
1610
Pages count
22
BibTex
@article{BUT103911, author="Eva {Michalíková} and Karel {Janda} and Jiří {Skuhrovec}", title="Credit Support for Export: Robust Evidence from the Czech Republic", journal="WORLD ECONOMY", year="2013", volume="36", number="12", pages="1588--1610", issn="0378-5920" }