Fisher and Seater [American Economic Review, 83 (1993) 402] develop a long-horizon regression test of long-run monetary neutrality and reject it in a long-annual U.S. sample. This test often fails to be rejected elsewhere. We can resolve the conflicting results
According to a recent paper by Fisher and Huh (2002), in contrast to a long-run neutrality hypothesi...
We analyze the issue of the impact of multiple breaks on monetary neutrality results, using a long a...
This paper tests for long run neutrality (LRN) of money with respect to real expenditures in the U.S...
A prominent test of long-run monetary neutrality (LRMN) involves regressing long-horizon output grow...
In this article, we provide a test of long-run monetary neutrality employing cointegration and vecto...
K ey classical macroeconomic hypotheses specify that permanentchanges in nominal variables have no e...
Modern neo-Keynesian, new classical, and real business cycle models typically differ in the degree t...
To test structural hypotheses, like monetary neutrality, we need a structural model. In this paper w...
In this paper we use a bivariate, fractionally integrated, autoregressive, moving average model of m...
This appendix describes our data, presents background results for the paper, outlines the constructi...
This paper tests for long run neutrality (LRN) of money with respect to real expenditures in the U.S...
By employing Fisher and Seater’s (1993) long-run neutrality test, the researchers tested the monetar...
Long-run monetary neutrality (LRMN) is an idea expressed from the quantity theory of money, which po...
Most econometric methods for testing the proposition of long-run monetary neutrality rely on the ass...
This paper examines the long-run monetary neutrality in Indonesia, mainly using annual time-series d...
According to a recent paper by Fisher and Huh (2002), in contrast to a long-run neutrality hypothesi...
We analyze the issue of the impact of multiple breaks on monetary neutrality results, using a long a...
This paper tests for long run neutrality (LRN) of money with respect to real expenditures in the U.S...
A prominent test of long-run monetary neutrality (LRMN) involves regressing long-horizon output grow...
In this article, we provide a test of long-run monetary neutrality employing cointegration and vecto...
K ey classical macroeconomic hypotheses specify that permanentchanges in nominal variables have no e...
Modern neo-Keynesian, new classical, and real business cycle models typically differ in the degree t...
To test structural hypotheses, like monetary neutrality, we need a structural model. In this paper w...
In this paper we use a bivariate, fractionally integrated, autoregressive, moving average model of m...
This appendix describes our data, presents background results for the paper, outlines the constructi...
This paper tests for long run neutrality (LRN) of money with respect to real expenditures in the U.S...
By employing Fisher and Seater’s (1993) long-run neutrality test, the researchers tested the monetar...
Long-run monetary neutrality (LRMN) is an idea expressed from the quantity theory of money, which po...
Most econometric methods for testing the proposition of long-run monetary neutrality rely on the ass...
This paper examines the long-run monetary neutrality in Indonesia, mainly using annual time-series d...
According to a recent paper by Fisher and Huh (2002), in contrast to a long-run neutrality hypothesi...
We analyze the issue of the impact of multiple breaks on monetary neutrality results, using a long a...
This paper tests for long run neutrality (LRN) of money with respect to real expenditures in the U.S...