Empirical evidence on the long-run neutrality hypothesis using low-frequency international data

DOI10.1016/0165-1765(95)00764-4zbMath0875.90016OpenAlexW2057022437MaRDI QIDQ1351236

Apostolos Serletis, David Krause

Publication date: 27 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(95)00764-4

zbMATH Keywords

NeutralityStochastic trends

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

• Co-Integration and Error Correction: Representation, Estimation, and Testing
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

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