Busetti, Fabio; Fabiani, Silvia; Harvey, Andrew - In: Oxford Bulletin of Economics and Statistics 68 (2006) s1, pp. 863-877
We consider how unit-root and stationarity tests can be used to study the convergence of prices and rates of inflation. We show how the joint use of these tests in levels and first differences allows the researcher to distinguish between series that are converging and series that have already...
