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The Relationship between Exchange Rate and Key Macroeconomic Indicators. Case Study: Romania

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  • Anca Elena Nucu

    ()
    (“Alexandru Ioan Cuza” University of Iasi,Romania)

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    Abstract

    The purpose of this article is to examine the influence of the following key macroeconomic indicators: GDP, inflation rate, money supply, interest rate and balance of payments on exchange rate of the Romanian leu against the most important currencies (EUR, USD) during 2000-2010 period. The main findings of our study are: it is an inverse relationship between exchange rate EUR/RON, Gross Domestic Product, respectively money supply and a direct relationship between exchange rate EUR/RON, inflation and interest rate. We can not validate the correlation between exchange rate and Balance of payment, because the test statistic is not significant.

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    File URL: http://www.rejournal.eu/sites/rejournal.versatech.ro/files/articole/2011-09-01/2073/je41nucu.pdf
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    Bibliographic Info

    Article provided by Department of International Business and Economics from the Academy of Economic Studies Bucharest in its journal Romanian Economic Journal.

    Volume (Year): 14 (2011)
    Issue (Month): 41 (September)
    Pages: 127-145

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    Handle: RePEc:rej:journl:v:14:y:2011:i:41:p:127-145

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    Related research

    Keywords: exchange rate; GDP; money supply; inflation; balance of payment; econometric analysis;

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    Cited by:
    1. Sinha, Pankaj & Kohli, Deepti, 2013. "Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables," MPRA Paper 45816, University Library of Munich, Germany.

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