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Long-run monetary neutrality and the unit-root hypothesis: further international evidence

  • Noriega, Antonio E.

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Article provided by Elsevier in its journal The North American Journal of Economics and Finance.

Volume (Year): 15 (2004)
Issue (Month): 2 (August)
Pages: 179-197

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Handle: RePEc:eee:ecofin:v:15:y:2004:i:2:p:179-197
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620163

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  12. Bae, Sang-Kun & Ratti, Ronald A., 2000. "Long-run neutrality, high inflation, and bank insolvencies in Argentina and Brazil," Journal of Monetary Economics, Elsevier, vol. 46(3), pages 581-604, December.
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  22. Eden, Benjamin, 1994. "The Adjustment of Prices to Monetary Shocks When Trade Is Uncertain and Sequential," Journal of Political Economy, University of Chicago Press, vol. 102(3), pages 493-509, June.
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  24. Coe, Patrick J. & Nason, James M., 2003. "The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted?," Economics Letters, Elsevier, vol. 78(3), pages 351-356, March.
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  27. Mehl, Arnaud, 2000. "Unit root tests with double trend breaks and the 1990s recession in Japan," Japan and the World Economy, Elsevier, vol. 12(4), pages 363-379, December.
  28. Olekalns, N., 1995. "Some further Evidence on the Long Run Neutrality of Money," Department of Economics - Working Papers Series 465, The University of Melbourne.
  29. Frederick Wallace, 1999. "Long-run neutrality of money in the Mexican economy," Applied Economics Letters, Taylor & Francis Journals, vol. 6(10), pages 637-639.
  30. Serena Ng & Pierre Perron, 1997. "Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power," Boston College Working Papers in Economics 369, Boston College Department of Economics, revised 01 Sep 2000.
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  38. Diebold, Francis X & Senhadji, Abdelhak S, 1996. "The Uncertain Unit Root in Real GNP: Comment," American Economic Review, American Economic Association, vol. 86(5), pages 1291-98, December.
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  41. Pantula, Sastry G & Gonzalez-Farias, Graciela & Fuller, Wayne A, 1994. "A Comparison of Unit-Root Test Criteria," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 449-59, October.
  42. Lucas, Robert E, Jr, 1980. "Two Illustrations of the Quantity Theory of Money," American Economic Review, American Economic Association, vol. 70(5), pages 1005-14, December.
  43. Hayakawa, Hiroaki, 1995. "The complete complementarity of consumption and real balances and the strong superneutrality of money," Economics Letters, Elsevier, vol. 48(1), pages 91-97, April.
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