This paper analyses monthly price persistence in the EU27 countries over the period 2010-2022 using a fractional … increased price persistence in the EU27 (despite their heterogeneity), although the recursive estimates suggest that their … gradually phased out. The exceptions are the Southern European countries, where price persistence appears to have decreased …

This paper analyses monthly price persistence in the EU27 countries over the period 2010-2022 using a fractional … increased price persistence in the EU27 (despite their heterogeneity), although the recursive estimates suggest that their … gradually phased out. The exceptions are the Southern European countries, where price persistence appears to have decreased …