On the long-run neutrality of demand shocks

DOI10.1016/J.ECONLET.2015.11.039MaRDI QIDQ1668033zbMATH OpenOpenAlexFDO

Authors Wenjuan Chen, Aleksei Netšunajev

Publication date 31 August 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2015-043.pdf

zbMATH Keywords

identification via heteroskedasticitysmooth transition VAR modelslong-run neutrality

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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(4)

• Calculation of aggregate demand and supply disturbances from a common trends model
• The transmission of aggregate supply and aggregate demand shocks in Japan: has there been a structural change?
• Empirical evidence on the long-run neutrality hypothesis using low-frequency international data
• Determining long-run neutrality in a partially nonstationary model

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