6533b823fe1ef96bd127f5d5

RESEARCH PRODUCT

Price convergence of peripheral European countries on the way to the EMU: A time series approach

Cecilio TamaritVicente EsteveMariam Camarero

subject

Statistics and ProbabilityInflationMacroeconomicsEconomics and EconometricsCointegrationmedia_common.quotation_subjectKeynesian economicsTime series approachConvergence (economics)Nominal convergence unit root cointegration time-varying parametersjel:C22jel:E31Mathematics (miscellaneous)jel:F15EconomicsUnit rootSocial Sciences (miscellaneous)media_common

description

This paper examines price and inflation convergence between three European countries (Italy, Spain and the U.K.) and a European average and, alternatively, between them and Germany from the beginning of the 80's.

http://link.springer.de/link/service/journals/00181/papers/0025001/00250149.pdf