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Paper provided by Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti" in its series Econometrics Working Papers Archive with number wp2002_19.

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Length: 11 pages
Date of creation: Apr 2002
Date of revision:
Handle: RePEc:fir:econom:wp2002_19

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Related research

Keywords: EMU; inflation differentials; economic integration; smooth transition.;

Find related papers by JEL classification:
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
F15 - International Economics - - Trade - - - Economic Integration
F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration

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1. Andrews, Donald W K & Ploberger, Werner, 1994. "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November. [Downloadable!] (restricted)
   Other versions:
   • Donald W.K. Andrews & Werner Ploberger, 1992. "Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative," Cowles Foundation Discussion Papers 1015, Cowles Foundation, Yale University. [Downloadable!]
2. John H. Rogers, 2001. "Price level convergence, relative prices, and inflation in Europe," International Finance Discussion Papers 699, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
3. Bruce E. Hansen, 1995. "Approximate Asymptotic P-Values for Structural Change Tests," Boston College Working Papers in Economics 297., Boston College Department of Economics. [Downloadable!]
   Other versions:
   • Hansen, Bruce E, 1997. "Approximate Asymptotic P Values for Structural-Change Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 60-67, January.
4. Maarten Hendrikx & Bryan Chapple, 2002. "Regional Inflation Divergence in the Context of EMU," MEB Series (discontinued) 2002-19, Netherlands Central Bank, Monetary and Economic Policy Department. [Downloadable!]
5. Lin, Chien-Fu Jeff & Terasvirta, Timo, 1994. "Testing the constancy of regression parameters against continuous structural change," Journal of Econometrics, Elsevier, vol. 62(2), pages 211-228, June. [Downloadable!] (restricted)
   Other versions:
   • Chien-Fu Jeff Lin & Timo Terasvirta, 1991. "Testing the Constancy of Regression Parameters Against Continuous Structural Change," University of California at San Diego, Economics Working Paper Series 91-26, Department of Economics, UC San Diego.

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