115
Views
11
CrossRef citations to date
0
Altmetric
Original Articles

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

&
Pages 235-240 | Published online: 23 Aug 2006

References

  • Amsler , C and Lee , J . 1995 . An LM test for a unit root in the presence of a structural change . Econometric Theory , 11 : 359 – 68 .
  • Frankel , J and Rose , A . 1996 . A panel project on Purchasing Power Parity: mean reversion within and between countries . Journal of International Economics , 40 : 209 – 24 .
  • Froot , KA and Rogoff , K . 1995 . “ Perspectives on PPP and long-run real exchange rates ” . In Handbook of International Economics , Edited by: Grossman , G and Rogoff , K . Vol. 3 , 1647 – 88 . Amsterdam : North-Holland .
  • Im , KS , Pesaran , MH and Shin , Y . June 1997 . “ Testing for unit roots in heterogeneous panels ” . In Discussion Paper , June , University of Cambridge .
  • Im , KS , Pesaran , MH and Shin , Y . 2003 . Testing for unit roots in heterogeneous panels . Journal of Econometrics , 115 : 53 – 74 .
  • Im , KS and Lee , J . 2001 . “ Panel LM unit root test with level shifts ” . In Discussion Paper , Department of Economics, University of Central Florida .
  • Kao , C . 1999 . Spurious regression and residual-based tests for cointegration in panel data . Journal of Econometrics , 90 : 1 – 44 .
  • Lee , J and Strazicich , M . 1999a . “ Break point estimation with minimum unit root tests and spurious rejections of the null ” . In Working Paper , University of Central Florida .
  • Lee , J and Strazicich , M . 1999b . “ Minimum LM unit root tests ” . In Working Paper , University of Central Florida .
  • Levin , A and Lin , CF . 1993 . “ Unit root tests in panel data, asymptotic and finite sample properties, UC ” . In San Diego Working Paper
  • Levin , A , Lin , CF and Chu , CJ . 2002 . Unit root tests in panel data: asymptotic and finite-sample properties . Journal of Econometrics , 108 : 1 – 24 .
  • Maddala , G and Wu , S . 1999 . A comparative study of unit root tests and a new simple test . Oxford Bulletin of Economics and Statistics , 61 : 631 – 52 .
  • McCoskey , S and Kao , C . 1999 . Testing the stability of a production function with urbanization as a shift factor . Oxford Bulletin of Economics and Statistics , : 671 – 90 . Special issue
  • O'Connel , PG . 1998 . The overvaluation of purchasing power parity . Journal of International Economics , 44 : 1 – 19 .
  • Pedroni , P . 1999 . Critical values for cointegrating tests in heterogeneous panels with multiple regressors, . Oxford Bulletin of Economics and Statistics , 61 : 653 – 70 . Supplement
  • Pedroni , P . 2000 . Fully modified OLS for heterogeneous cointegrated panels . Advances in Econometrics , 15 : 93 – 130 .
  • Pedroni , P . 2004 . Panel cointegration; asymptotic and finite sample properties of pooled time series tests with an application to the purchasing power parity hypothesis . Econometric Theory , 20 : 597 – 625 .
  • Sarno , L and Taylor , MP . 2002 . The Economics of Exchange Rates , Cambridge : Cambridge University Press .
  • Zivot , E and Andrews , DWK . 1992 . Further evidence on the Great Crash, the Oil Price Shock, and the unit-root hypothesis . Journal of Business and Economic Statistics , 10 : 251 – 70 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.