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Long-Run Neutrality and Superneutrality in an ARIMA Framework
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Cited by:
- Frank Atkins & Milanda Chan, 2004. "Trend breaks and the fisher hypothesis in canada and the United States," Applied Economics, Taylor & Francis Journals, vol. 36(17), pages 1907-1913.
- Bernanke, Ben S. & Mihov, Ilian, 1998.
"The liquidity effect and long-run neutrality,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 149-194, December.
- Ben S. Bernanke & Ilian Mihov, 1998. "The Liquidity Effect and Long-Run Neutrality," NBER Working Papers 6608, National Bureau of Economic Research, Inc.
- Alfred A. Haug & Ian P. King, 2011.
"Empirical Evidence on Inflation and Unemployment in the Long Run,"
Department of Economics - Working Papers Series
1128, The University of Melbourne.
- Alfred A. Haug & Ian P. King, 2011. "Empirical Evidence on Inflation and Unemployment in the Long Run," Working Papers 1109, University of Otago, Department of Economics, revised Aug 2011.
- Haug, Alfred A. & King, Ian P., 2011. "Empirical evidence on inflation and unemployment in the long run," MPRA Paper 33409, University Library of Munich, Germany.
- Fakhri Issaoui & Talel Boufateh & Mourad Guesmi, 2015. "Money Neutrality: Rethinking the Myth," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(3), pages 287-320, June.
- Beyer, Andreas & Farmer, Roger E.A., 2007.
"Natural rate doubts,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(3), pages 797-825, March.
- Farmer, Roger, 2000. "Natural Rate Doubts," CEPR Discussion Papers 2426, C.E.P.R. Discussion Papers.
- Beyer, Andreas & Farmer, Roger E. A., 2002. "Natural rate doubts," Working Paper Series 121, European Central Bank.
- Ahmed, Shaghil & Rogers, John H., 2000.
"Inflation and the great ratios: Long term evidence from the U.S,"
Journal of Monetary Economics, Elsevier, vol. 45(1), pages 3-35, February.
- Shaghil Ahmed & John H. Rogers, 1998. "Inflation and the great ratios: long-term evidence from the U.S," International Finance Discussion Papers 628, Board of Governors of the Federal Reserve System (U.S.).
- Özgür Aslan & Levent Korap, 2007.
"Testing Quantity Theory of Money for the Turkish Economy,"
Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 1(2), pages 93-109.
- Levent, Korap, 2007. "Testing quantity theory of money for the Turkish economy," MPRA Paper 21704, University Library of Munich, Germany.
- Hilde Christiane Bjørnland, 1997. "Estimating Core Inflation - The Role of Oil Price Shocks and Imported Inflation," Discussion Papers 200, Statistics Norway, Research Department.
- Dushko Josheski & Darko Lazarov, 2012.
"Nominal Effective Exchange Rate Neutrality: The Case Of Macedonia,"
Journal Articles, Center For Economic Analyses, pages 17-24, June.
- Josheski, Dushko & Lazarov, Darko, 2012. "Nominal effective exchange rate neutrality: the case of Macedonia," MPRA Paper 37994, University Library of Munich, Germany.
- Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2005.
"A reappraisal of the inflation-unemployment tradeoff,"
European Journal of Political Economy, Elsevier, vol. 21(1), pages 1-32, March.
- Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2002. "A Reappraisal of the Inflation-Unemployment Tradeoff," IZA Discussion Papers 636, Institute of Labor Economics (IZA).
- Marika Karanassou & Hector Sala & Dennis J. Snower, 2002. "A Reappraisal of the Inflation-Unemployment Tradeoff," Working Papers 479, Queen Mary University of London, School of Economics and Finance.
- Snower, Dennis & Karanassou, Marika & Sala, Hector, 2002. "A Reappraisal of the Inflation-Unemployment Tradeoff," CEPR Discussion Papers 3665, C.E.P.R. Discussion Papers.
- Karanassou, Marika & Sala, Héctor & Snower, Dennis J., 2005. "A reappraisal of the inflation-unemployment tradeoff," Open Access Publications from Kiel Institute for the World Economy 3457, Kiel Institute for the World Economy (IfW Kiel).
- repec:ebl:ecbull:v:6:y:2007:i:31:p:1-9 is not listed on IDEAS
- Ahrens, Steffen & Snower, Dennis J., 2014.
"Envy, guilt, and the Phillips curve,"
Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 69-84.
- Ahrens, Steffen & Snower, Dennis J., 2012. "Envy, guilt, and the Phillips curve," Economics Working Papers 2012-01, Christian-Albrechts-University of Kiel, Department of Economics.
- Ahrens, Steffen & Snower, Dennis J., 2012. "Envy, guilt, and the Phillips curve," Kiel Working Papers 1754, Kiel Institute for the World Economy (IfW Kiel).
- Ahrens, Steffen & Snower, Dennis J., 2012. "Envy, Guilt, and the Phillips Curve," IZA Discussion Papers 6302, Institute of Labor Economics (IZA).
- Snower, Dennis & Ahrens, Steffen, 2012. "Envy, Guilt, and the Phillips Curve," CEPR Discussion Papers 8796, C.E.P.R. Discussion Papers.
- Steffen Ahrens & Dennis Snower, 2012. "Envy, Guilt, and the Phillips Curve," CESifo Working Paper Series 3717, CESifo.
- Marika Karanassou & Hector Sala, 2012.
"Productivity Growth And The Phillips Curve: A Reassessment Of The Us Experience,"
Bulletin of Economic Research, Wiley Blackwell, vol. 64(3), pages 344-366, July.
- Marika Karanassou & Hector Sala, 2008. "Productivity Growth and the Phillips Curve: A Reassessment of the US Experience," Working Papers 623, Queen Mary University of London, School of Economics and Finance.
- Marika Karanassou & Hector Sala, 2008. "Productivity Growth and the Phillips Curve: A Reassessment of the US Experience," Discussion Papers 2008-06, School of Economics, The University of New South Wales.
- Karanassou, Marika & Sala, Hector, 2009. "Productivity Growth and the Phillips Curve: A Reassessment of the US Experience," IZA Discussion Papers 4299, Institute of Labor Economics (IZA).
- Kazem Yavari & Mina Mehrnoosh, 2005. "The Welfare Cost of Inflation in Iran," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 10(2), pages 111-117, fall.
- Yunus Aksoy & Miguel A. Leon-Ledesma, 2004.
"Interest Rates and Output in the Long Run,"
Money Macro and Finance (MMF) Research Group Conference 2004
92, Money Macro and Finance Research Group.
- Aksoy, Yunus & León-Ledesma, Miguel A., 2005. "Interest rates and output in the long-run," Working Paper Series 434, European Central Bank.
- Yunus AKSOY & Miguel LEON-LEDESMA, 2010. "Interest Rates and Output in the Long Run," EcoMod2004 330600006, EcoMod.
- Yunus Aksoy & Miguel León-Ledesma, 2004. "Interest Rates and Output in the Long-run," Studies in Economics 0409, School of Economics, University of Kent.
- Joakim Westerlund & Mauro Costantini, 2009.
"Panel cointegration and the neutrality of money,"
Empirical Economics, Springer, vol. 36(1), pages 1-26, February.
- Westerlund, Joakim & Costantini, Mauro, 2006. "Panel Cointegration and the Neutrality of Money," Working Papers 2006:18, Lund University, Department of Economics.
- Jan Gottschalk & Willem Van Zandweghe, 2003. "Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? An Investigation into the Case of Germany," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 55-81, March.
- Pedro H. Albuquerque, 2020.
"Optimal Time Interval Selection in Long-Run Correlation Estimation,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(1), pages 53-79, March.
- Pedro H. Albuquerque, 2005. "Optimal Time Interval Selection in Long-Run Correlation Estimation," Econometrics 0511017, University Library of Munich, Germany, revised 27 Nov 2005.
- Pedro Albuquerque, 2020. "Optimal Time Interval Selection in Long-Run Correlation Estimation," Post-Print hal-02482675, HAL.
- Zisimos Koustas & Jean-Francois Lamarche, 2005.
"Policy-Induced Mean Reversion in the Real Interest Rate?,"
Working Papers
0503, Brock University, Department of Economics, revised Jul 2005.
- Zisimos Koustas & Jean-Francois Lamarche, 2006. "Policy-Induced Mean Reversion in the Real Interest Rate?," Working Papers 0601, Brock University, Department of Economics.
- Bandi, F.M. & Perron, B. & Tamoni, A. & Tebaldi, C., 2019.
"The scale of predictability,"
Journal of Econometrics, Elsevier, vol. 208(1), pages 120-140.
- Federico M. Bandi & Bernard Perron & Andrea Tamoni & Claudio Tebaldi, 2014. "The scale of predictability," Working Papers 509, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Bandi, F.M & Perron, B & Tamoni, Andrea & Tebaldi, C., 2018. "The scale of predictability," LSE Research Online Documents on Economics 85646, London School of Economics and Political Science, LSE Library.
- Federico M. Bandi & Benoit Perron & Andrea Tamoni & Claudio Tebaldi, 2015. "The scale of predictability," CIRANO Working Papers 2015s-21, CIRANO.
- Liam Graham & Dennis J. Snower, 2008.
"Hyperbolic Discounting and the Phillips Curve,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 427-448, March.
- Graham, Liam & Snower, Dennis J., 2007. "Hyperbolic discounting and the Phillips curve," Kiel Working Papers 1346, Kiel Institute for the World Economy (IfW Kiel).
- Graham, Liam & Snower, Dennis J., 2008. "Hyperbolic Discounting and the Phillips Curve," IZA Discussion Papers 3477, Institute of Labor Economics (IZA).
- Graham, Liam & Snower, Dennis J., 2008. "Hyperbolic discounting and the Phillips curve," Open Access Publications from Kiel Institute for the World Economy 4262, Kiel Institute for the World Economy (IfW Kiel).
- Chu, Angus C. & Ji, Lei, 2016.
"Monetary Policy And Endogenous Market Structure In A Schumpeterian Economy,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(5), pages 1127-1145, July.
- Angus C., Chu & Lei, Ji, 2012. "Monetary policy and endogenous market structure in a schumpeterian economy," MPRA Paper 41027, University Library of Munich, Germany.
- Chu, Angus C. & Ji, Lei, 2012. "Monetary policy and endogenous market structure in a Schumpeterian economy," MPRA Paper 40467, University Library of Munich, Germany.
- Gary L. Shelley & Frederick H. Wallace, 2004.
"Long Run Effects of Money on Real Consumption and Investment in the U.S,"
Macroeconomics
0404007, University Library of Munich, Germany, revised 06 Apr 2004.
- Shelley, Gary & Wallace, Frederick, 2006. "Long run effects of money on real consumption and investment in the U.S," MPRA Paper 4136, University Library of Munich, Germany.
- SangKun Bae & Mark J. Jensen, 1998. "Long-Run Neutrality in a Long-Memory Model," Macroeconomics 9809006, University Library of Munich, Germany, revised 21 Apr 1999.
- Deev Oleg & Hodula Martin, 2016. "The Long-Run Superneutrality of Money Revised: the Extended European Evidence," Review of Economic Perspectives, Sciendo, vol. 16(3), pages 187-203, September.
- Ooft, Gavin, 2016.
"Inflation and Economic Activity in Suriname,"
EconStor Preprints
215533, ZBW - Leibniz Information Centre for Economics.
- Ooft, Gavin, 2019. "Inflation and Economic Activity in Suriname," Studies in Applied Economics 130, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
- Dimitriou, Dimitrios & Simos, Theodore, 2013. "Testing purchasing power parity for Japan and the US: A structural-break approach," Japan and the World Economy, Elsevier, vol. 28(C), pages 53-59.
- Ulrich Fritsche & Camille Logeay & Kirsten Lommatzsch & Katja Rietzler & Sabine Stephan & Rudolf Zwiener unter Mitarb. von Cansel Kiziltepe & Christian Proano-Acosta, 2005. "Auswirkungen von länderspezifischen Differenzen in der Lohn-, Preisniveau- und Produktivitätsentwicklung auf Wachstum und Beschäftigung in den Ländern des Euroraums: Endbericht ; Forschungsprojekt im ," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 8, number pbk8, April.
- Serletis, Apostolos & Koustas, Zisimos, 2019.
"Monetary Neutrality,"
Macroeconomic Dynamics, Cambridge University Press, vol. 23(6), pages 2133-2149, September.
- Apostolos Serletis & Zisimos Koustas, "undated". "Monetary Neutrality," Working Papers 2015-06, Department of Economics, University of Calgary, revised 29 May 2015.
- Mau-Ting Lin, 2004. "Measuring the effect of money: test, estimation and identification," Money Macro and Finance (MMF) Research Group Conference 2003 53, Money Macro and Finance Research Group.
- Puah, Chin-Hong & Habibullah, Muzafar Shah & Lau, Evan & Abu Mansor, Shazali, 2006. "Testing long-run monetary neutrality in Malaysia: Revisiting divisia money," MPRA Paper 31750, University Library of Munich, Germany.
- James B. Bullard, 1994. "Measures of money and the quantity theory," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 19-30.
- Marika Karanassou & Hector Sala & Dennis J. Snower, 2010.
"Phillips Curves And Unemployment Dynamics: A Critique And A Holistic Perspective,"
Journal of Economic Surveys, Wiley Blackwell, vol. 24(1), pages 1-51, February.
- Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2006. "Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective," IZA Discussion Papers 2265, Institute of Labor Economics (IZA).
- Marika Karanassou & Hector Sala & Dennis J. Snower, 2008. "Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective," Discussion Papers 2008-08, School of Economics, The University of New South Wales.
- Karanassou, Marika & Sala, Héctor & Snower, Dennis J., 2008. "Phillips Curves and unemployment dynamics: a critique and a holistic perspective," Kiel Working Papers 1441, Kiel Institute for the World Economy (IfW Kiel).
- Marika Karanassou & Hector Sala & Dennis J. Snower, 2006. "Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective," Working Papers 573, Queen Mary University of London, School of Economics and Finance.
- Marika Karanassou & Hector Sala & Dennis J. Snower, 2010.
"Phillips Curves And Unemployment Dynamics: A Critique And A Holistic Perspective,"
Journal of Economic Surveys, Wiley Blackwell, vol. 24(1), pages 1-51, February.
- Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2006. "Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective," IZA Discussion Papers 2265, Institute of Labor Economics (IZA).
- Marika Karanassou & Hector Sala & Dennis J. Snower, 2006. "Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective," Working Papers 573, Queen Mary University of London, School of Economics and Finance.
- Marika Karanassou & Hector Sala & Dennis J. Snower, 2008. "Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective," Discussion Papers 2008-08, School of Economics, The University of New South Wales.
- Karanassou, Marika & Sala, Héctor & Snower, Dennis J., 2008. "Phillips Curves and unemployment dynamics: a critique and a holistic perspective," Kiel Working Papers 1441, Kiel Institute for the World Economy (IfW Kiel).
- Marika Karanassou & Hector Sala & Dennis J. Snower, 2006. "Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective," Working Papers 573, Queen Mary University of London, School of Economics and Finance.
- Olekalns, Nilss, 1996.
"Some further evidence on the long-run neutrality of money,"
Economics Letters, Elsevier, vol. 50(3), pages 393-398, March.
- Olekalns, N., 1995. "Some further Evidence on the Long Run Neutrality of Money," Department of Economics - Working Papers Series 465, The University of Melbourne.
- Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou, 2019. "A re-evaluation of the Feldstein-Horioka puzzle in the Eurozone," Journal of Risk & Control, Risk Market Journals, vol. 6(1), pages 19-35.
- Tang, Maggie May-Jean, 2016. "A Review of the Literature on Monetary Neutrality," MPRA Paper 70113, University Library of Munich, Germany.
- Boschen, John F. & Mills, Leonard O., 1995. "Tests of long-run neutrality using permanent monetary and real shocks," Journal of Monetary Economics, Elsevier, vol. 35(1), pages 25-44, February.
- Kuek, Tai Hock, 2016. "A Review of Literature on Monetary Neutrality - The case of India," MPRA Paper 71962, University Library of Munich, Germany, revised 13 Jun 2016.
- Serletis, Apostolos & Gogas, Periklis, 2004. "Long-horizon regression tests of the theory of purchasing power parity," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 1961-1985, August.
- Marika Karanassou & Hector Sala, 2012.
"Productivity Growth And The Phillips Curve: A Reassessment Of The Us Experience,"
Bulletin of Economic Research, Wiley Blackwell, vol. 64(3), pages 344-366, July.
- Marika Karanassou & Hector Sala, 2008. "Productivity Growth and the Phillips Curve: A Reassessment of the US Experience," Discussion Papers 2008-06, School of Economics, The University of New South Wales.
- Marika Karanassou & Hector Sala, 2008. "Productivity Growth and the Phillips Curve: A Reassessment of the US Experience," Working Papers 623, Queen Mary University of London, School of Economics and Finance.
- Marika Karanassou & Hector Sala, 2008. "Productivity Growth and the Phillips Curve: A Reassessment of the US Experience," Working Papers 623, Queen Mary University of London, School of Economics and Finance.
- Karanassou, Marika & Sala, Hector, 2009. "Productivity Growth and the Phillips Curve: A Reassessment of the US Experience," IZA Discussion Papers 4299, Institute of Labor Economics (IZA).
- repec:ebl:ecbull:v:3:y:2007:i:64:p:1-18 is not listed on IDEAS
- Nicholas Apergis, 2010. "Old Wine in a New Bottle: Are Financial Variables Omitted Variables in the Production Function?," Research in World Economy, Research in World Economy, Sciedu Press, vol. 1(1), pages 2-9, November.
- Ahmed Mehedi Nizam, 2020.
"How the banking system is creating a two-way inflation in an economy,"
PLOS ONE, Public Library of Science, vol. 15(4), pages 1-40, April.
- Mehedi Nizam, Ahmed, 2018. "How the banking system is creating a two-way inflation in an economy?," MPRA Paper 89487, University Library of Munich, Germany.
- Nizam, Ahmed Mehedi, 2020. "How the banking system is creating a two-way inflation in an economy," MPRA Paper 99427, University Library of Munich, Germany.
- Erik Hjalmarsson, 2006. "Inference in Long-Horizon Regressions," International Finance Discussion Papers 853, Board of Governors of the Federal Reserve System (U.S.).
- Vaona, Andrea & Snower, Dennis, 2008.
"Increasing returns to scale and the long-run Phillips curve,"
Economics Letters, Elsevier, vol. 100(1), pages 83-86, July.
- Vaona, Andrea & Snower, Dennis J., 2006. "Increasing returns to scale and the long-run Phillips curve," Kiel Working Papers 1277, Kiel Institute for the World Economy (IfW Kiel).
- Valkanov, Rossen, 1999. "Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations," University of California at Los Angeles, Anderson Graduate School of Management qt67b2h2gb, Anderson Graduate School of Management, UCLA.
- Andrea Vaona, 2015. "Inflation gifts restrictions for structural VARs: evidence from the US," Working Papers 16/2015, University of Verona, Department of Economics.
- Olivier Habimana, 2019. "Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 85-110, January.
- Koustas, Zisimos, 1998.
"Canadian Evidence on Long-Run Neutrality Propositions,"
Journal of Macroeconomics, Elsevier, vol. 20(2), pages 397-411, April.
- Koustas, Z., 1996. "Canadian Evidence on Long-Run Neutrality Propositions," Working Papers 1996-04, Brock University, Department of Economics.
- Koustas, Z., 1996. "Canadian Evidence on Long-Run Neutrality Propositions," Papers 1996-04, York (Canada) - Department of Economics.
- João Valle e Azevedo & João Ritto & Pedro Teles, 2022.
"The Neutrality Of Nominal Rates: How Long Is The Long Run?,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1745-1777, November.
- João Valle e Azevedo & Pedro Teles, 2019. "The Neutrality of Nominal Rates: How Long is the Long Run?," Working Papers w201911, Banco de Portugal, Economics and Research Department.
- Ernst Fehr & Jean-Robert Tyran, 1999.
"Does Money Illusion Matter? An Experimental Approach,"
CESifo Working Paper Series
184, CESifo.
- Fehr, Ernst & Tyran, Jean-Robert, 2000. "Does Money Illusion Matter? An Experimental Approach," IZA Discussion Papers 174, Institute of Labor Economics (IZA).
- Fehr, Ernst & Tyran, Jean-Robert, 2000. "Does Money Illusion Matter? An Experimental Approach," CEPR Discussion Papers 2561, C.E.P.R. Discussion Papers.
- Lastrapes, William D. & Potts, Todd B., 2006. "Durable goods and the forward-looking theory of consumption: Estimates implied by the dynamic effects of money," Journal of Economic Dynamics and Control, Elsevier, vol. 30(8), pages 1409-1430, August.
- Hayat, Farah & Pirzada, Muhammad Daniel Saeed & Khan, Abid Ali, 2018. "The validation of Granger causality through formulation and use of finance-growth-energy indexes," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P2), pages 1859-1867.
- Shyh-Wei Chen, 2007. "Evidence of the Long-Run Neutrality of Money: The Case of South Korea and Taiwan," Economics Bulletin, AccessEcon, vol. 3(64), pages 1-18.
- Angus C. Chu & Guido Cozzi & Haichao Fan & Yuichi Furukawa, 2021.
"Inflation, Unemployment, and Economic Growth in a Schumpeterian Economy,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 123(3), pages 874-909, July.
- Chu, Angus C. & Cozzi, Guido & Furukawa, Yuichi, 2013. "Inflation, Unemployment and Economic Growth in a Schumpeterian Economy," MPRA Paper 50510, University Library of Munich, Germany.
- Chu, Angus C. & Cozzi, Guido & Furukawa, Yuichi, 2013. "Inflation, Unemployment and Economic Growth in a Schumpeterian Economy," Economics Working Paper Series 1323, University of St. Gallen, School of Economics and Political Science.
- Gottschalk, Jan, 2002. "Keynesian and monetarist views on the German unemployment problem: theory and evidence," Kiel Working Papers 1096, Kiel Institute for the World Economy (IfW Kiel).
- 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.
- Carter, Patrick, 2017.
"Aid econometrics: Lessons from a stochastic growth model,"
Journal of International Money and Finance, Elsevier, vol. 77(C), pages 216-232.
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- Belomestny, Denis & Krymova, Ekaterina & Polbin, Andrey, 2021. "Bayesian TVP-VARX models with time invariant long-run multipliers," Economic Modelling, Elsevier, vol. 101(C).
- Marco A. Espinosa-Vega & Steven Russell, 1998. "The long-run real effects of monetary policy: Keynesian predictions from a neoclassical model," FRB Atlanta Working Paper 98-6, Federal Reserve Bank of Atlanta.
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- Tang, Maggie May-Jean & Puah, Chin-Hong & Awang Marikan, Dayang-Affizzah, 2013. "Empirical Evidence on the Long-Run Neutrality Hypothesis Using Divisia Money," MPRA Paper 50020, University Library of Munich, Germany.
- Cai, Yifei, 2016. "货币供给数量、结构与经济增长—来自adl门限协整检验与时变格兰杰因果关系检验的证据 [Quantity and Structure of Money Supply and Economic Growth— Evidence from ADL Test for Threshold Cointegration and Time-varying Granger Causality Relation," MPRA Paper 73750, University Library of Munich, Germany.
- Ashra, Sunil & Chattopadhyay, Saumen & Chaudhuri, Kausik, 2004. "Deficit, money and price: the Indian experience," Journal of Policy Modeling, Elsevier, vol. 26(3), pages 289-299, April.
- Arintoko & Nunik Kadarwati, 2009. "Is long-run monetary neutral? Evidence from Indonesia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 1(3), pages 197-214, April.
- Chih-Chuan Yeh & Ching-Fang Chi, 2009. "The Co-Movement and Long-Run Relationship between Inflation and Stock Returns: Evidence from 12 OECD Countries," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 5(2), pages 167-186, July.
- Dai, Wei & Serletis, Apostolos, 2019.
"On the Markov switching welfare cost of inflation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
- Apostolos Serletis & Wei Dai, "undated". "On the Markov Switching Welfare Cost of Inflation," Working Papers 2019-12, Department of Economics, University of Calgary, revised 30 Aug 2019.
- Coe, Patrick J. & Serletis, Apostolos, 2002. "Bounds tests of the theory of purchasing power parity," Journal of Banking & Finance, Elsevier, vol. 26(1), pages 179-199, January.
- Frederick H. Wallace & Gary L. Shelley, 2004. "Long Run Neutrality and Superneutrality of Money: Aggregate and Sectoral Tests for Nicaragua," Macroeconomics 0402004, University Library of Munich, Germany.
- Boschen, John F. & Weise, Charles L., 2004. "Does the dynamic time consistency model of inflation explain cross-country differences in inflations dynamics?," Journal of International Money and Finance, Elsevier, vol. 23(5), pages 735-759, September.
- Habimana, Olivier, 2018. "Asymmetry and Multiscale Dynamics in Macroeconomic Time Series Analysis," MPRA Paper 87823, University Library of Munich, Germany.
- Aznar, A. & Domingo, C., 2006. "Determining long-run neutrality in a partially nonstationary model," Economics Letters, Elsevier, vol. 91(2), pages 236-242, May.
- Frederick H.Wallace & Gary L. Shelley, 2007. "Long Run Neutrality of Money in Mexico," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(2), pages 219-238, July-Dece.
- Gogas, Periklis & Serletis, Apostolos, 2005. "The revenue smoothing hypothesis in an ARIMA Framework: Evidence from the United States, in Claude Diebolt, Catherine Kyrtsou et al. (eds.), New Trends in Macroeconomics," MPRA Paper 1464, University Library of Munich, Germany.
- Feng Zhu, 2005. "The fragility of the Phillips curve: A bumpy ride in the frequency domain," BIS Working Papers 183, Bank for International Settlements.
- Wallace, Frederick H. & Shelley, Gary L., 2006.
"An alternative test of purchasing power parity,"
Economics Letters, Elsevier, vol. 92(2), pages 177-183, August.
- Frederick H. Wallace & Gary L. Shelley, 2005. "An Alternative Test of Purchasing Power Parity," International Finance 0502009, University Library of Munich, Germany.
- André Varella Mollick & João Ricardo Faria & Pedro H. Albuquerque & Miguel A. León-Ledesma, 2008.
"Can globalisation stop the decline in commodities' terms of trade?,"
Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 32(5), pages 683-701, September.
- André Varella Mollick & João Ricardo Faria & Pedro Albuquerque & Miguel A. León-Ledesma, 2008. "Can Globalisation Stop the Decline in Commodities' Terms of Trade?," Post-Print halshs-00746269, HAL.
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