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Exchange rate unbalances within the Eurozone

Norrefeldt, Gustaf LU (2012) NEKN01 20121
Department of Economics
Abstract
The current economic unbalances within the Eurozone are being analyzed in this paper. By estimating an exchange rate model, based on fundamental variables in a panel data set from 1988 to 2011, an equilibrium exchange is being calculated. By comparing this with the market exchange rate it is possible to conclude that the southern Europe has overvalued currencies compared to the northern Europe. This confirms previous studies on the subject.
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author
Norrefeldt, Gustaf LU
supervisor
organization
course
NEKN01 20121
year
type
H1 - Master's Degree (One Year)
subject
keywords
Euro, Panel cointegration model, currency missalignment, exchange rate
language
English
id
3123499
date added to LUP
2012-10-03 14:12:27
date last changed
2012-10-03 14:12:27
@misc{3123499,
  abstract     = {The current economic unbalances within the Eurozone are being analyzed in this paper. By estimating an exchange rate model, based on fundamental variables in a panel data set from 1988 to 2011, an equilibrium exchange is being calculated. By comparing this with the market exchange rate it is possible to conclude that the southern Europe has overvalued currencies compared to the northern Europe. This confirms previous studies on the subject.},
  author       = {Norrefeldt, Gustaf},
  keyword      = {Euro,Panel cointegration model,currency missalignment,exchange rate},
  language     = {eng},
  note         = {Student Paper},
  title        = {Exchange rate unbalances within the Eurozone},
  year         = {2012},
}