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The price effects of joining the euro: modelling the Greek experience using non-linear price-adjustment models

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Michael G. Arghyrou

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Abstract

The widely-held hypothesis that accession to the EMU has caused a structural increase in Greek consumer prices is tested. No econometric evidence of such an effect is found. There is strong evidence of (a) multiple structural breaks in the process driving Greek equilibrium consumer prices and (b) non-linear price adjustment. The findings explain the post-EMU accession acceleration in Greek prices as normal, equilibrium-restoring behaviour. They also have important policy implications for the countries planning to join the euro in the foreseeable future.

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File URL: http://www.informaworld.com/openurl?genre=article&doi=10.1080/00036840500427221&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5
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Publisher Info
Article provided by Taylor and Francis Journals in its journal Applied Economics.

Volume (Year): 39 (2007)
Issue (Month): 4 ()
Pages: 493-503
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Handle: RePEc:taf:applec:v:39:y:2007:i:4:p:493-503

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This page was last updated on 2008-7-22.


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