haku: @indexterm Monetary economics / yhteensä: 201
viite: 25 / 201
| Tekijä: | Serletis, A. Koustas, Z. |
| Otsikko: | International evidence on the neutrality of money. |
| Lehti: | Journal of Money, Credit and Banking
1998 : FEB, VOL. 30:1, p. 1-25 |
| Asiasana: | Monetary economics Monetary policy Monetary theory |
| Kieli: | eng |
| Tiivistelmä: | The authors investigate two classical neutrality propositions, the longrun neutrality and superneutrality of money, using the Backus and Kehoe long, low-frequency data on real GNP/GDP and money for Australia, Canada, Denmark, Germany, Italy, Japan, Norway, Sweden, United Kingdom and the United States (American Economic Review 82(1992), 864-88). They apply the King and Watson methodology, paying particular attention to the integration and cointegration properties of the variables. |
SCIMA