Long-Run Neutrality and Superneutrality in an ARIMA Framework.

S-Tier
Journal: American Economic Review
Year: 1993
Volume: 83
Issue: 3
Pages: 402-15

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The authors formalize long-run neutrality and long-run superneutrality in the context of a bivariate ARIMA model; show how the restrictions implied by long-run neutrality and long-run superneutrality depend on the orders of integration of the variables; apply their analysis to previous work, showing how that work is related to long-run neutrality and long-run superneutrality; and provide some new evidence on long-run neutrality and long-run superneutrality. Copyright 1993 by American Economic Association.

Technical Details

RePEc Handle
repec:aea:aecrev:v:83:y:1993:i:3:p:402-15
Journal Field
General
Author Count
2
Added to Database
2026-01-25