An empirical analysis of real exchange rate movements in the euro

被引：4

作者：

Hamori, Shigeyuki ^{[1
]}

Hamori, Naoko ^{[2
]}

机构：

[1] Kobe Univ, Fac Econ, Nada Ku, Kobe, Hyogo 6578501, Japan

[2] Univ Mkt & Distribut Sci, Fac Informat Sci, Kobe, Hyogo, Japan

来源：

APPLIED ECONOMICS | 2011年 / 43卷 / 10期

关键词：

SHOCKS;

D O I：

10.1080/00036840802600319

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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.

引用

页码：1187 / 1191

页数：5

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