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Original Articles

Testing long-run neutrality of money: evidence from the UK

Pages 347-350 | Received 24 Feb 1995, Published online: 02 Nov 2006

References

  • Fama , E. and Schwert , W.G. 1977 . Asset returns and inflation . Journal of Financial Economics , 4 : 115 – 46 .
  • Fisher , M.E. and Seater , J.J. 1993 . Long-run neutrality and superneutrality in an ARIMA framework . The American Economic Review , 83 : 401 – 15 .
  • Newey , W.K. and West , K.D. 1987 . A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix . Econometrica , 55 : 703 – 8 .
  • Zivot , E. and Andrews , D.K. 1992 . Further evidence on the Great Crash, the oil-price shock and the unit-root hypothesis . Journal of Business and Economic Statistics , 10 : 251 – 70 .

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