Long-Run Neutrality and Superneutrality in an ARIMA Framework.
The authors formalize long-run neutrality and long-run superneutrality in the context of a bivariate ARIMA model; show how the restrictions implied by long-run neutrality and long-run superneutrality depend on the orders of integration of the variables; apply their analysis to previous work, showing how that work is related to long-run neutrality and long-run superneutrality; and provide some new evidence on long-run neutrality and long-run superneutrality. Copyright 1993 by American Economic Association.
Year of publication: |
1993
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Authors: | Fisher, Mark E ; Seater, John J |
Published in: |
American Economic Review. - American Economic Association - AEA. - Vol. 83.1993, 3, p. 402-15
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Publisher: |
American Economic Association - AEA |
Saved in:
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