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Structural Breaks, Orders of Integration, and the Neutrality Hypothesis: Further Evidence
Noriega, A.; Soria, L.M. - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005345465
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International evidence on stochastic and deterministic monetary neutrality
Noriega, Antonio E.; Soria, Luis M.; Velázquez, Ramón - 2008
We analyze the issue of the impact of multiple breaks on monetary neutrality results, using a long annual international data set. We empirically verify whether neutrality propositions remain addressable (and if so, whether they hold or not), when unit root tests are carried out allowing for...
Persistent link: https://www.econbiz.de/10010322558
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International Evidence on Stochastic and Deterministic Monetary Neutrality.
Noriega, Antonio E.; Soria, Luis M.; Velázquez, Ramón - Banco de México - 2008
We analyze the issue of the impact of multiple breaks on monetary neutrality results, using a long annual international data set. We empirically verify whether neutrality propositions remain addressable (and if so, whether they hold or not), when unit root tests are carried out allowing for...
Persistent link: https://www.econbiz.de/10004967926
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International evidence on monetary neutrality under broken trend stationary models
Velazquez, R.; Noriega; A. - Society for Computational Economics - SCE - 2004
We analyze the issue of the impact of multiple breaks on monetary neutrality results, using a long annual international data set. We empirically verify whether neutrality propositions remain addressable (and if so, whether they hold or not), when unit root tests are carried out allowing for...
Persistent link: https://www.econbiz.de/10005345360
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International evidence on stochastic and deterministic monetary neutrality
Noriega-Muro, Antonio E. (contributor);  … - 2008
We analyze the issue of the impact of multiple breaks on monetary neutrality results, using a long annual international data set. We empirically verify whether neutrality propositions remain addressable (and if so, whether they hold or not), when unit root tests are carried out allowing for...
Persistent link: https://www.econbiz.de/10003748703
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Parasal büyüme ve tüketici enflasyonu değişim oranı arasındaki nedensellik ilişkisi üzerine bir deneme: Türkiye örneği
Levent, Korap - Volkswirtschaftliche Fakultät, … - 2009
In this paper the causality relationships between the inflationary process, experienced by the Turkish economy, and some main money supply measures have been tried to be investigated, and the direction of these relationships has also been aimed to be determined through the vector autoregression...
Persistent link: https://www.econbiz.de/10008557086
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Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - eine Anmerkung
Meier, Carsten-Patrick - 2000
This note shows that German real GDP follows a trend-stationary process. Both tests which have trend-stationarity as …
Persistent link: https://www.econbiz.de/10010265453
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Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results
Jönsson, Kristian - 2005
In this paper, we study the small sample properties of the panel data stationarity test of Hadri (2000). We find that … the previously suggested moments, that are to be used when standardizing the panel data stationarity test, cause size … standardizing moments that are to be used in a panel data stationarity test when samples are small and serial correlation in the …
Persistent link: https://www.econbiz.de/10013208476
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Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland : eine Anmerkung
Meier, Carsten-Patrick - 2000
This note shows that German real GDP follows a trend-stationary process. Both tests which have trend-stationarity as …
Persistent link: https://www.econbiz.de/10011495591
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Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - Eine Anmerkung
Meier, Carsten-Patrick - In: Journal of Economics and Statistics (Jahrbuecher fuer … 221 (2001) 2, pp. 168-178
This note shows that German real GDP follows a trendstationary process. Both tests which have trendstationarity as the alternative hypothesis as well as tests that have it under the null hypothesis prefer the trendstationary model. Explicit consideration of breaks in the trend is not necessary...
Persistent link: https://www.econbiz.de/10008633364