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Long‐run monetary neutrality and long‐horizon regressions
16 references·3 citing·50 second hop
Long‐run monetary neutrality and long‐horizon regressions (2004)Long‐run monetary neutrality and long‐hor…Long-horizon regressions: theoretical results and applications (2003)Long-horizon regressions: the…Why long horizons? A study of power against persistent alternatives (2001)Why long horizons? A study of…Monetary Theory and Policy (1999)Monetary Theory and PolicyExchange rates and monetary fundamentals: what do we learn from long-horizon regressions? (1999)Exchange rates and monetary f…What do the VARs mean? Measuring the output effects of monetary policy (1998)What do the VARs mean? 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this work references cited by second hop

References

  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1999Monetary Theory and Policy1,690 cited
  • 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
  • 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator1,091 cited
  • 1982Monetary Trends in the United States and the United Kingdom701 cited
  • 1993Predictable Stock Returns: The Role of Small Sample Bias651 cited
  • 1996Nobel Lecture: Monetary Neutrality541 cited
  • 2003Long-horizon regressions: theoretical results and applications523 cited
  • 1992Financial Markets and Financial Crises510 cited
  • 1999Exchange rates and monetary fundamentals: what do we learn from long-horizon regressions?429 cited
  • 1992Testing Long Run Neutrality314 cited
  • 1993LONG-RUN NEUTRALITY AND SUPERNEUTRALITY IN AN ARIMA FRAMEWORK298 cited
  • 1971A Note on the "Accelerationist" Controversy267 cited
  • 1998What do the VARs mean? Measuring the output effects of monetary policy197 cited

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2001
Why long horizons? A study of power against persistent alternatives
134 cited

Cited by

  • 2008Panel cointegration and the neutrality of money23 cited
  • 2007Evidence of the Long-Run Neutrality of Money: The Case of South Korea and Taiwan19 cited
  • 2011Empirical Evidence on Inflation and Unemployment in the Long Run17 cited