The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted?
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 78 (2003)
Issue (Month): 3 (March)
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Web page: http://www.elsevier.com/locate/ecolet
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Antonio E. Noriega & Daniel Ventosa-Santaulària, 2010. "Spurious Long-Horizon Regression in Econometrics," Working Papers 2010-06, Banco de México.
- Serletis, Apostolos & Gogas, Periklis, 2004. "Long-horizon regression tests of the theory of purchasing power parity," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 1961-1985, August.
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0404007, EconWPA, revised 06 Apr 2004.
- Shelley, Gary & Wallace, Frederick, 2006. "Long run effects of money on real consumption and investment in the U.S," MPRA Paper 4136, University Library of Munich, Germany.
- repec:ebl:ecbull:v:3:y:2007:i:64:p:1-18 is not listed on IDEAS
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- Bae, Sang-Kun & Jensen, Mark J. & Murdock, Scott G., 2005. "Long-run neutrality in a fractionally integrated model," Journal of Macroeconomics, Elsevier, vol. 27(2), pages 257-274, June.
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"Neutralidad monetaria a Largo plazo: El caso de Guatemala
[Long Run Money Neutrality in Guatemala]," MPRA Paper 4025, University Library of Munich, Germany, revised 2006.
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