Long-Run Neutrality and Superneutrality in an ARIMA Framework.

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Fisher, Mark E; Seater, John J;
(1993)
  • Journal: American Economic Review,volume 83,issue 3 June,pages402-15

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 anal... View more
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