International evidence on the neutrality of money

Journal of Money, Credit and Banking

Volumn 30, Issue 1, 1998, Pages

  Serletis, Apostolos ^a   Koustas, Zisimos ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039835565     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.2307/2601265     Document Type: Article

References (28)

1. Backus, David K., and Patrick J. Kehoe. "International Evidence on the Historical Properties of Business Cycles." American Economic Review 82 (1992), 864-88.
2. Canova, Fabio. "Testing Long-Run Neutrality: Empirical Evidence for G7-Countries with Special Emphasis on Germany. A Comment." Carnegie-Rochester Conference Series on Public Policy 41 (1994), 119-25.
3. Christiano, Lawrence J. "Searching for a Break in GNP." Journal of Business and Economic Statistics 10 (1992), 237-50.
4. Dickey, D. A., and W. A. Fuller. "A Likelihood Ratio Tests for Autoregressive Time Series with a Unit Root." Econometrica 49 (1981), 1057-72.
5. Engle, Robert F., and Clive W. Granger. "Cointegration and Error Correction: Representation, Estimation, and Testing." Econometrica 55 (1987), 251-76.
6. Fisher, M., and J. Seater. "Long-Run Neutrality and Superneutrality in an ARIMA Framework." American Economic Review 83 (1993), 402-15.
7. Gali, Jordi. "How Well Does the IS-LM Model Fit Postwar U.S. Data?" Quarterly Journal of Economics 17 (1992), 709-38.
8. Geweke, J. "The Superneutrality of Money in the United States: An Interpretation of the Evidence." Econometrica 54 (1986), 1-21.
9. Gregory, Allan W. "Testing for Cointegration in Linear Quadratic Models." Journal of Business and Economic Statistics 12 (1994), 347-60.
10. Johansen, S. "Statistical Analysis of Cointegration Vectors." Journal of Economic Dynamics and Control 12 (1988), 231-54.
11. Kasa, K. "Common Stochastic Trends in International Stock Markets." Journal of Monetary Economics 29 (1992), 95-124.
12. King, Robert G., Charles I. Plosser, James H. Stock, and Mark W. Watson. "Stochastic Trends and Economic Fluctuations." American Economic Review 81 (1991), 819-40.
13. King, R., and M. Watson. "Testing Long-Run Neutrality." Working paper no. 9218, Federal Reserve Bank of Chicago, 1992.
14. Kwiatkowski, D., P.C.B. Phillips, P. Schmidt, and Y. Shin. "Testing the Null Hypothesis of Stationarity against the Alternative of a Unit Root." Journal of Econometrics 54 (1992), 159-78.
15. Lucas, Robert E., Jr. "Two Illustrations of the Quantity Theory of Money," American Economic Review 70 (1980), 1005-14.
16. Mackinnon, James G. "Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests." Journal of Business and Economic Statistics 12 (1994), 167-76.
17. Nelson, Charles R., and Charles I. Plosser. "Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications." Journal of Monetary Economics 10 (1982), 139-62.
18. Osterwald-Lenum, Michael. "Practitioners' Corner: A Note with Quantiles for the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank test Statistic." Oxford Bulletin of Economics and Statistics (1992), 461-71.
19. Pantula, Sastry G., Graciela Gonzalez-Farias, and Wayne A. Fuller. "A Comparison of Unit-Root Test Criteria." Journal of Business and Economic Statistics 12 (1994), 449-59.
20. Perron, Pierre. "The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis." Econometrica 57 (1989), 1361-1401.
21. Phillips, P.C.B. "Time Series Regression with a Unit Root." Econometrica (1987), 277-301.
22. Phillips, P.C.B., and P. Perron. "Testing for a Unit Root in Time Series Regression." Biometrica 75 (1988), 335-46.
23. Rotemberg, J., J. C. Driscoll, and J. M. Poterba. "Money, Output, and Prices: Evidence from a New Monetary Aggregate." Journal of Business and Economic Statistics 13 (1995), 67-83.
24. Serletis, Apostolos, and David Krause. "Empirical Evidence on the Long-Run Neutrality Hypothesis Using Low-Frequency International Data." Economics Letters 50 (1996), 323-27.
25. Shapiro, Matthew, and M. W. Watson. "Sources of Business Cycle Fluctuations." Macroeconomics Annual 3 (1988), 111-56.
26. Stock, J. H., and M. W. Watson. "Interpreting the Evidence of Money-Income Causality." Journal of Econometrics 40 (1988), 161-82.
27. Weber, Axel A. "Testing Long-Run Neutrality: Empirical Evidence for G7-Countries with Special Emphasis on Germany." Carnegie-Rochester Conference Series on Public Policy 41 (1994), 67-117.
28. Zivot, E., and D.W.K. Andrews. "Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis." Journal of Business and Economic Statistics 10 (1992), 251-70.