International evidence on monetary neutrality under broken trend stationary models
Year of publication: |
2004-08-11
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Authors: | Velazquez, R. ; Noriega ; A. |
Institutions: | Society for Computational Economics - SCE |
Subject: | Neutrality and Superneutrality of Money | Unit Root Testing | Multiple Structural Breaks | Resampling Methods |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2004 Number 282 |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
-
International Evidence on Monetary Neutrality Under Broken Trend Stationary Models
Velazquez, R., (2004)
-
Structural Breaks, Orders of Integration, and the Neutrality Hypothesis: Further Evidence
Noriega, A., (2002)
-
International evidence on stochastic and deterministic monetary neutrality
Noriega, Antonio E., (2008)
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Monotonic Power in tests for structural change in the mean based on orthonormal series filtering
Andreou, Elena, (2006)
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E-consumers' search and emerging structure of B-to-C coalitions
Laye, Jacques, (2006)
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Macroeconomic factors in the term structure of interest rates when agents learn
Laubach, Thomas, (2006)
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