Fisher, Mark E; Seater, John J - In: American Economic Review 83 (1993) 3, pp. 402-15
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,...