Is there long-run money neutrality under different exchange rate regimes?

Document Type

Journal article

Source Publication

Pacific Economic Review

Publication Date

10-1-2005

Volume

10

Issue

3

First Page

361

Last Page

370

Abstract

This paper tests the long-run money neutrality across different exchange rate regimes, empirically extending the concept of M. E. Fisher and J. J. Seater. Strong evidence shows the non-neutrality of two forms of money for the Hong Kong economy across the two regimes. While the Hong Kong M1 is marginally non-neutral under the float, it is clearly not neutral afterwards. The M2 is non-neutral both before and after the linked exchange rate.

DOI

10.1111/j.1468-0106.2005.00278.x

Print ISSN

1361374X

E-ISSN

14680106

Publisher Statement

Copyright © 2005 Blackwell Publishing Ltd

Access to external full text or publisher's version may require subscription.

Full-text Version

Publisher’s Version

Language

English

Recommended Citation

Ran, J. (2005). Is there long-run money neutrality under different exchange rate regimes? Pacific Economic Review, 10(3), 361-370. doi: 10.1111/j.1468-0106.2005.00278.x

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