LONG-RUN NEUTRALITY AND SUPERNEUTRALITY IN AN ARIMA FRAMEWORK

E Fisher Mark · Joice John

298 citations0/0 files storedAmerican Economic Review

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Abstract

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.

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series 1978Unanticipated Money, Output, and the Price Level in the United States

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