International Evidence on the Neutrality of Money
AbstractWe use Backus and Kehoe (1992) long, low frequency data on real GNP/GDP and money for Australia, Canada, Denmark, Germany, Italy, Japan, Norway, Sweden, the United Kingdom and the Uniter States to examine the long-run neutrality and superneutrality of money propositions. In doing so, we apply the King and Watson (1992) methodology, paying particular attention to the integration and cointegration properties of the variable, since meaningful neutrality tests critically depend on such properties.
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Bibliographic InfoPaper provided by Calgary - Department of Economics in its series Papers with number 9704.
Length: 16 pages
Date of creation: 1997
Date of revision:
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Postal: THE UNIVERSITY OF CALGARY, DEPARTMENT OF ECONOMICS, 2500 UNIVERSITY DRIVE N.W. CALGARY ALBERTA CANADA T2N 1N4.
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More information through EDIRC
MONEY; INTEREST RATE; MONETARY POLICY; CENTRAL BANKS; CREDIT; MONEY SUPPLY;
Other versions of this item:
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
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