Dräger, Lena; Kolaiti, Theoplasti; Sibbertsen, Philipp
(Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2020)
This paper measures the convergence or divergence of EMU inflation rates and industrial production by testing for the existence of fractional cointegration relations. The notion of fractional cointegration allows for ...