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Panel cointegration and the neutrality of money

โœ Scribed by Joakim Westerlund; Mauro Costantini

Publisher
Springer-Verlag
Year
2008
Tongue
English
Weight
312 KB
Volume
36
Category
Article
ISSN
0377-7332

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## Abstract Most empirical evidence suggests that the Fisher effect, stating that inflation and nominal interest rates should cointegrate with a unit slope on inflation, does not hold, a finding at odds with many theoretical models. This paper argues that these results can be attributed in part to