An empirical analysis of real exchange rate movements in the euro

C-Tier
Journal: Applied Economics
Year: 2011
Volume: 43
Issue: 10
Pages: 1187-1191

Authors (2)

Shigeyuki Hamori (Yamato University) Naoko Hamori (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This study uses a long-run Structural Vector Autoregressive (SVAR) approach to identify the sources of real exchange rate fluctuations in the euro. The empirical results indicate that real shocks play a dominant role in explaining the real exchange rate fluctuations in the euro. This implies that the best approach for policymakers toward improving the competitiveness of the EU is to focus on improvements in the real economy, such as improvements in efficiency, technologies and productivity.

Technical Details

RePEc Handle
repec:taf:applec:v:43:y:2011:i:10:p:1187-1191
Journal Field
General
Author Count
2
Added to Database
2026-01-25