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Long-run neutrality in a fractionally integrated model

  • Published:2005-06 Issue:2 Volume:27 Page:257-274
  • ISSN:0164-0704
  • Container-title:Journal of Macroeconomics
  • language:en
  • Short-container-title:Journal of Macroeconomics

Author:

Bae Sang-Kun,Jensen Mark J.,Murdock Scott G.

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference38 articles.

1. Bae, S., 1998. Essays on financial system, inflation and growth. Dissertation, University of Missouri

2. Long-memory processes and fractional integration in econometrics;Baillie;Journal of Econometrics,1996

3. Historical evidence on business cycles: The international experience;Bergman;Federal Reserve Bank of St. Louis Review,1998

4. Tests for long-run neutrality using permanent monetary and real shocks;Boschen;Journal of Monetary Economics,1995

5. Long-run neutrality and superneutrality in an ARIMA framework: Comment;Boschen;American Economic Review,1994

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