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dc.contributor.authorBårdsgjerde, Torkileng
dc.date.accessioned2012-03-13T09:22:58Z
dc.date.available2012-03-13T09:22:58Z
dc.date.issued2011-11-30eng
dc.date.submitted2011-11-30eng
dc.identifier.urihttp://hdl.handle.net/1956/5707
dc.description.abstractThis thesis will estimate fundamental equilibrium exchange rates (FEERs) for a set of currencies during the last decade, using a five-country framework. The aim is to see if the results from FEER estimation can explain medium-term real and nominal exchange rate changes. I start off by defining the concept of the FEER, and proceed to explain the underlying mechanisms at play. The framework of the model is then presented, along with my application of the model. I will then present the results from my analysis, both in real and nominal terms. The results are followed by an analysis of the problems encountered while using the model. The result of the USD/CNY rate is then compared with other similar studies. My results show that FEER estimation provides a good indicator for two of the three bilateral relationships I have studied in the medium term.en
dc.format.extent2743182 byteseng
dc.format.mimetypeapplication/pdfeng
dc.language.isoengeng
dc.publisherThe University of Bergeneng
dc.subjectFEEReng
dc.subject2000-2010eng
dc.subjectTorkil Bårdsgjerdeeng
dc.subjectFundamental equilibrium exchange rateeng
dc.titleEstimating fundamental equilibrium exchange rates: how related are these rates to the actual exchange rate changes during the last decade?eng
dc.typeMaster thesiseng
dc.type.degreeMasternob
dc.type.courseECON390eng
dc.subject.nsiVDP::Social science: 200::Economics: 210eng
dc.subject.archivecodeMastergradeng
dc.subject.nus734103eng
dc.type.programMASV-SØKeng


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