Using the Johansen test for cointegration, we examine to which extent inflation rates in the Euro area have converged … in cointegration analyses we pay special attention to the appropriate identification of non-stationary inflation rates by …

Using the Johansen test for cointegration, we examine to which extent inflation rates in the Euro area have converged … in cointegration analyses we pay special attention to the appropriate identification of non-stationary inflation rates by …

Using the Johansen test for cointegration, we examine to which extent inflation rates in the Euro area have converged … in cointegration analyses we pay special attention to the appropriate identification of non-stationary inflation rates by …

1995-2016. We use first and second generation panel unit root tests and panel cointegration tests to test mainly for … stationarity and cointegration of real exchange rate series for the group of SADC countries. The findings from this study confirm … that there is stationarity and cointegration of the real exchange rate series among the 11 SADC member countries included …

area (OCA) theory. We apply Johansen’s multivariate co-integration technique, panel unit root tests, Pedroni’s residual … cointegration test and error correction based panel cointegration tests. The findings from this study confirm that GPPP holds among … SADC member countries included in this study on account of cointegration and stationarity in real exchange rate series. The …

area (OCA) theory. We apply Johansen’s multivariate co-integration technique, panel unit root tests, Pedroni’s residual … cointegration test and error correction based panel co-integration tests. The findings from this study confirm that GPPP holds among … SADC member countries included in this study on account of cointegration and stationarity in real exchange rate series. The …

There are a number of econometrics tools to deal with the different types of situations in which cointegration can …