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Long-Run Neutrality and Superneutrality in an ARIMA Framework

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  • Fisher, Mark E
  • Seater, John J
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.

Suggested Citation

  • Fisher, Mark E & Seater, John J, 1993. "Long-Run Neutrality and Superneutrality in an ARIMA Framework," American Economic Review, American Economic Association, vol. 83(3), pages 402-415, June.
    • Handle: RePEc:aea:aecrev:v:83:y:1993:i:3:p:402-15
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