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Testing for inflation convergence between the Euro Zone and its CEE partners

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Listed:
  • Imed Drine
  • Christophe Rault

Abstract

Inflation convergence between the Euro Zone and its CEE partners is investigated using panel data methods that incorporate structural shifts. Strong rejections of the unit root hypothesis are found, and therefore evidence of PPP, in the East-European countries for the 1995:1 to 2000:4 period.

Suggested Citation

  • Imed Drine & Christophe Rault, 2006. "Testing for inflation convergence between the Euro Zone and its CEE partners," Applied Economics Letters, Taylor & Francis Journals, vol. 13(4), pages 235-240.
    • Handle: RePEc:taf:apeclt:v:13:y:2006:i:4:p:235-240
    DOI: 10.1080/13504850500396322
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    More about this item

    JEL classification:

    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • F0 - International Economics - - General
    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General

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