Hamori, Shigeyuki; Hamori, Naoko - In: Economics Bulletin 6 (2007) 32, pp. 1-10
We conducted an analysis on the sources of real and nominal exchange rate movements for the Euro, applying the SVAR methods of Enders and Lee (1997). In particular, our analysis focused on the robustness of the results by considering different combinations of data on nominal exchange rates and...