An empirical analysis of real exchange rate movements in the euro

Shigeyuki Hamori and Naoko Hamori

Applied Economics, 2011, vol. 43, issue 10, 1187-1191

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.

Date: 2011
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DOI: 10.1080/00036840802600319

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