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Is There Long‐Run Money Neutrality Under Different Exchange Rate Regimes?

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  • Jimmy Ran

Abstract

. This paper tests the long‐run money neutrality across different exchange rate regimes, empirically extending the concept of M. E. Fisher and J. J. Seater. Strong evidence shows the non‐neutrality of two forms of money for the Hong Kong economy across the two regimes. While the Hong Kong M1 is marginally non‐neutral under the float, it is clearly not neutral afterwards. The M2 is non‐neutral both before and after the linked exchange rate.

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  • Jimmy Ran, 2005. "Is There Long‐Run Money Neutrality Under Different Exchange Rate Regimes?," Pacific Economic Review, Wiley Blackwell, vol. 10(3), pages 361-370, October.
    • Handle: RePEc:bla:pacecr:v:10:y:2005:i:3:p:361-370
    DOI: 10.1111/j.1468-0106.2005.00278.x
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    Cited by:

    1. Arintoko & Nunik Kadarwati, 2009. "Is long-run monetary neutral? Evidence from Indonesia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 1(3), pages 197-214, April.

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