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Panel Cointegration and the Neutrality of Money. (2006). Westerlund, Joakim ; Costantini, Mauro.
In: Working Papers.
RePEc:hhs:lunewp:2006_018.

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  1. Measuring bank risk-taking behaviour: the risk-taking channel of monetary policy in Malaysia. (2017). Huey, Teh Tian ; Shen, Daniel Chin .
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:43-17.

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  2. Adaptive Learning and Macroeconomic Inertia in the Euro Area. (2009). Milani, Fabio.
    In: Journal of Common Market Studies.
    RePEc:bla:jcmkts:v:47:y:2009:i::p:579-599.

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References

References cited by this document

  1. Bai J, Ng 5 (2004) A PANIC attack on unit roots and cointegration. Econometrica 72:1127-1177.

  2. Banerjee A, Dolado JJ, Mestre, R (1998) Error-Correction mechanism tests for cointegration in a single-equation framework. Journal of Time Series Analysis 19:267-283.
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  3. Bullard JB (1999) Testing long-run monetary neutrality propositions: Lessons from the Recent Research, Review, Federal Reserve Bank of St. Louis, 57-78.

  4. Coe PJ, Nason JM (2004) Long-run monetary neutrality and Long-Horizon regression. Journal of Applied Econometrics 19:355-373.

  5. Evans P (1996) Growth and the Neutrality of Money. Empirical economics 21:187-202.

  6. Fisher ME, Seater JJ (1993) Long Run Neutrality and Superneutrality in an ARIMA Framework. American Economic Review 83:402- 15.

  7. King GK, Watson MW (1997) Testing Long-Run Neutrality. Economic Quarterly, Federal Reserve Bank of Richmond, 83:69-101.
    Paper not yet in RePEc: Add citation now

  8. Mendizàbal HR (2006) The Behavior of Money Velocity in High and Low Inflation Countries. Journal of Money, Credit and Banking 38:209-238.

  9. Moon HR, Perron B (2004) Testing for a Unit Root in Panels with Dynamic Factor, Journal of econometrics, 122:81-126.

  10. Phillips PCB, Sul D (2003) Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence, Econometrics Journal 6:217-259.

  11. Serletis A, Koustas Z (1998) International Evidence on the Neutrality of Money, Journal of Money, Credit, and Banking 30:1-25.

  12. Weber, A (1994). Testing Long-Run Neutrality: Empirical Evidence For G7 Countries With Special Emphasis on Germany. Carnegie-Rochester Conference Series on Public Policy 67-117.

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