Long-Run Neutrality in a Long-Memory Model
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Cited by:
- Noriega, Antonio E. & Soria, Luis M. & Velázquez, Ramón, 2008.
"International evidence on stochastic and deterministic monetary neutrality,"
Economic Modelling, Elsevier, vol. 25(6), pages 1261-1275, November.
- Noriega Antonio E. & Soria Luis M. & Velázquez Ramón, 2008. "International Evidence on Stochastic and Deterministic Monetary Neutrality," Working Papers 2008-04, Banco de México.
- Noriega, Antonio E., 2004. "Long-run monetary neutrality and the unit-root hypothesis: further international evidence," The North American Journal of Economics and Finance, Elsevier, vol. 15(2), pages 179-197, August.
- R. Velazquez & Noriega & A., 2004.
"International evidence on monetary neutrality under broken trend stationary models,"
Computing in Economics and Finance 2004
282, Society for Computational Economics.
- R. Velazquez & A.E. Noriega & L.M. Soria, 2004. "International Evidence on Monetary Neutrality Under Broken Trend Stationary Models," Econometric Society 2004 Latin American Meetings 57, Econometric Society.
- James B. Bullard, 1999. "Testing long-run monetary neutrality propositions: lessons from the recent research," Review, Federal Reserve Bank of St. Louis, vol. 81(Nov), pages 57-77.
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More about this item
Keywords
Long-Memory; Long-Run Neutrality;JEL classification:
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-1998-12-09 (Econometric Time Series)
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