This paper looks for evidence of co-integration to the German inflation rate between the countries Greece, Italy, Spain, Sweden and Turkey. The method applied is based on econometrics since some certain statistical tests need to be performed to obtain more accurate results. The main tests used are Dickey-Fuller and Augmented version of this test which is vital to test for unit-root and co-integration in this paper. Since the data need to be stationary to perform the analysis in this paper, second difference and the deseasonalisation methods are also used for this purpose. Deseasonalisation method helps this paper progress in two means; to determine the months which have seasonal effect and to form another model with the help of the seasonal months, to obtain stationary series. Finally the original co-integration model is then tested again after deseaonalisation with Dickey-Fuller and Augmented Dickey-Fuller tests. After the tests, I found evidence that Greece, Italy, Sweden, and Turkey are co-integrating with German inflation rate whereas there is no evidence for Spain.