Monetary aggregation and the neutrality of money

Apostolos Serletis · Zisimos Koustas

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Monetary Policy and Economic Impact Economic Theory and Policy Economic theories and models

Abstract

This article tests the long‐run neutrality of money proposition using quarterly U.S. data over the period from 1960:1 to 1996:2 and the methodology suggested by King and Watson (1997), paying particular attention to the integration and cointegration properties of the variables. Comparisons are made among simple sum, Divisia, and currency equivalent (CE) monetary aggregates using the Anderson et al. (1997a, 1997b) series of Divisia and CE monetary aggregates.

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1972Expectations and the neutrality of money 1976Exact and superlative index numbers 1980Economic monetary aggregates an application of index number and aggregation theory 1996Nobel Lecture: Monetary Neutrality 1994Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests

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