𝔖 Bobbio Scriptorium
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VaR Modelling on Long Run Horizons

✍ Scribed by K. Giannopoulos


Book ID
111545124
Publisher
SP MAIK Nauka/Interperiodica
Year
2003
Tongue
English
Weight
102 KB
Volume
64
Category
Article
ISSN
0005-1179

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## Abstract A prominent test of long‐run monetary neutrality (LRMN) involves regressing long‐horizon output growth on long‐horizon money growth. We obtain limited support for LRMN with this test in long‐annual Australian, Canadian, UK and US samples. Although empirical confidence intervals yield ev