Tests of long-run neutrality using permanent monetary and real shocks
- 28 February 1995
- journal article
- Published by Elsevier in Journal of Monetary Economics
- Vol. 35 (1) , 25-44
- https://doi.org/10.1016/0304-3932(94)01185-d
Abstract
No abstract availableKeywords
This publication has 15 references indexed in Scilit:
- How Well Does The IS-LM Model Fit Postwar U. S. Data?The Quarterly Journal of Economics, 1992
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive ModelsEconometrica, 1991
- MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEYOxford Bulletin of Economics and Statistics, 1990
- Recent and classical tests for normality - a comparative studyCommunications in Statistics - Simulation and Computation, 1989
- The Relation between Price and Marginal Cost in U.S. IndustryJournal of Political Economy, 1988
- Statistical analysis of cointegration vectorsJournal of Economic Dynamics and Control, 1988
- Sources of Economic Fluctuations in the United StatesThe Quarterly Journal of Economics, 1988
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- A test for normality based on the empirical characteristic functionBiometrika, 1983
- Oil and the Macroeconomy since World War IIJournal of Political Economy, 1983