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LONG-RUN NEUTRALITY AND SUPERNEUTRALITY IN AN ARIMA FRAMEWORK
3 references·16 citing·51 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series2,056 cited
  • 1978Unanticipated Money, Output, and the Price Level in the United States668 cited

Cited by

  • 2003Long-horizon regressions: theoretical results and applications523 cited
  • 2003Monetary Theory and Policy, 2nd Edition298 cited
  • 1994Chapter 46 Unit roots, structural breaks and trends243 cited
  • 1998Business cycle analysis without much theory A look at structural VARs237 cited
  • 2001A systematic framework for analyzing the dynamic effects of permanent and transitory shocks217 cited
  • 2000Patents, Innovation and Growth172 cited
  • 2001Does High Inflation Affect Growth in the Long and Short Run?170 cited
  • 1999On the Fisher effect161 cited
  • 1994Chapter 47 Vector autoregressions and cointegration152 cited
  • 2011Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals137 cited
  • 1998International evidence on equity prices, interest rates and money137 cited
  • 1996A Simple Time Series Test of Endogenous vs. Exogenous Growth Models: An Application to the United States

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134 cited
  • 2003International Evidence on the Long-Run Impact of Inflation126 cited
  • 2001Monetary Policy in the Euro Area: Strategy and Decision-Making at the European Central Bank123 cited
  • 2000Inflation and the great ratios: Long term evidence from the U.S.112 cited
  • 1999Testing Long-Run Monetary Neutrality Propositions: Lessons from the Recent Research104 cited