Westerlund, Joakim (contributor); … - 2006
Panel Cointegration and the Neutrality of Money⁄
Joakim Westerlundy and Mauro Costantiniz
August 9, 2006
Abstract
Most … cointegration tests
are proposed that can be used under very general conditions. The tests
are then applied to a panel covering 10 … therefore must be rejected.
JEL Classiflcation: E30; E50; C12; C22; C23.
Keywords: Monetary Neutrality; Panel Cointegration …