Symmetry of shocks in old and new EU members through time?

I investigate the convergence of demand and supply shocks in new EU member countries to those of the EU. High synchronization of the shocks would indicate relatively low costs of joining a monetary union. Applying the Kalman filter to demand and supply shocks recovered from SVAR, I calculate time varying coefficients in regression of shocks in individual countries versus the EU. For most countries, including the newest members Bulgaria and Romania, I find convergence of both demand and supply shocks. Convergence of supply shocks indicates a slowing down of the dynamic process of institutional adjustment and productivity shocks in these countries.