THE NEUTRALITY OF NOMINAL RATES: HOW LONG IS THE LONG RUN?

DOI10.1111/iere.12584zbMath1530.91422OpenAlexW2971729907MaRDI QIDQ6088647

Unnamed Author, Pedro Teles, João Valle e Azevedo

Publication date: 16 November 2023

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://www.bportugal.pt/sites/default/files/anexos/papers/wp201911_0.pdf

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
• Optimal price setting and inflation inertia in a rational expectations model
• Spurious regression and residual-based tests for cointegration in panel data
• Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
• Linear Regression Limit Theory for Nonstationary Panel Data
• PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
• The perils of Taylor rules
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