Table A2.

Structural stability tests for intra-EU GVECM: critical values at 90% confidence intervals.

Critical Values	$p_{it}^{in*}$	$Pr{o}_{it}^{*}$	$HICP{F}_{it}^{*}$	$p_{it}^{f*}$	$p_{it}^{co}$
PKsup
UK	0.897416	0.905347	0.98611	1.017793	0.923818
Ireland	0.874901	0.790495	0.806877	0.837865
The Netherlands	0.901752	0.919272	1.01729	0.761882
Italy	1.050474	0.886111	0.774586	0.993005
Germany	0.935659	0.947594	0.965402	0.667643
France	0.906599	0.59459	0.804358	0.859856
Rest of EU	0.894507	1.098827	1.021138	1.001084
PKmsq
UK	0.20909	0.182905	0.258218	0.29313	0.228361
Ireland	0.188175	0.16106	0.160689	0.171427
The Netherlands	0.204018	0.188362	0.27233	0.120657
Italy	0.266705	0.191774	0.146847	0.261703
Germany	0.250349	0.265227	0.236297	0.089392
France	0.246314	0.076773	0.183384	0.214443
Rest of EU	0.159505	0.307603	0.274201	0.262245