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European Evidence on the Long-Run Superneutrality of Money

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F15%3A00084579" target="_blank" >RIV/00216224:14560/15:00084579 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    European Evidence on the Long-Run Superneutrality of Money

  • Original language description

    This article investigates the validity of the money superneutrality concept for the sample of 30 European economies. Using a structural vector autoregrese framework, we examine the long-run response of real output to a permanent inflation shock for eachcountry. We find that for the majority of countries in our sample the long-run superneutrality concept is confirmed as the original increase/decrease in output growth fades in time. We also fail to proof the additional hypothesis that the exception to superneutrality validity is a group of countries with smaller in-sample inflation mean.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AE - Management, administration and clerical work

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2015

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    European Financial Systems 2015. Proceedings of the 12th International Scientific Conference

  • ISBN

    9788021079625

  • ISSN

  • e-ISSN

  • Number of pages

    8

  • Pages from-to

    79-86

  • Publisher name

    Masaryk University

  • Place of publication

    Brno

  • Event location

    Brno

  • Event date

    Jan 1, 2015

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article

    000370679200011