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Estimating the Fundamental Equilibrium Exchange Rate of Central and Eastern European Countries The EMU Enlargement Perspective Author info | Abstract | Publisher info | Download info | Related research | Statistics Balazs Egert
Amina Lahreche-Revil
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This paper offers an empirical analysis of the real equilibrium exchange rate for 5 Central and Eastern European (CEE) countries in the prospect of their future E(M)U entry. The fundamental equilibrium exchange rate is estimated using a new empirical approach, where the internal and external balances are estimated simultaneously with the real exchange rate, and their long-term values are used to compute the equilibrium exchange rate.
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Paper provided by CEPII research center in its series Working Papers with number
2003-05.
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Date of creation: Jun 2003Date of revision:
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Keywords: Equilibrium exchange rates ; EU enlargement ; econometric analysis ; EMU ; transition economies ; Find related papers by JEL classification: C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models F31 - International Economics - - International Finance - - - Foreign Exchange F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Chonira Aturupane & Simeon Djankov & Bernard Hoekman, 1999.
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Nikolaos Giannellis & Athanasios Papadopoulos, 2005.
"Estimating the Equilibrium Effective Exchange Rate for Potential EMU members ,"
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Other versions: Michael Arghyrou & Virginie Boinet & Christopher Martin, 2005.
"Beyond Purchasing Power Parity: Nominal exchange rates, output shocks and non linear/asymmetric equilibrium adjustment in Central Europe ,"
Money Macro and Finance (MMF) Research Group Conference 2005
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David M. Kemme & Saktinil Roy, 2005.
"Real Exchange Rate Misalignment: Prelude to Crisis? ,"
William Davidson Institute Working Papers Series
wp797, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
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"The Feasibility of a Fixed Exchange Rate Regime for New EU-members: Evidence from Real Exchange Rates ,"
Working Papers
05-09, Utrecht School of Economics.
[Downloadable!]
Other versions:
Clemens J M Kool & Tom Van Veen & Bertrand Chandelon & Katharina Raabe, 2005.
"The Feasibility of a Fixed Exchange Rate Regime for New EU-members Evidence from Real Exchange Rates ,"
Money Macro and Finance (MMF) Research Group Conference 2005
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[Downloadable!] Candelon,Bertrand & Kool,Clemens & Raabe,Katharina & Veen,Tom,van, 2005.
"The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates ,"
Research Memoranda
010, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
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