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

Imed Drine () and Christophe Rault ()

No wp768, William Davidson Institute Working Papers Series from William Davidson Institute at the University of Michigan

Abstract: We investigate inflation convergence between the Euro Zone and its CEE partners using panel data methods that incorporate structural shifts. We find strong rejections of the unit root hypothesis, and therefore evidence of PPP, in the East-European countries for the 1995:1 to 2000:4 period.

Keywords: Purchasing power parity; inflation convergence; developing country; panel unit-root tests allowing structural breaks (search for similar items in EconPapers)
JEL-codes: E31 F0 F31 C15 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-mac and nep-mon
Date: 2005-04-01
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Persistent link: https://EconPapers.repec.org/RePEc:wdi:papers:2005-768

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