LONG-RUN NEUTRALITY AND SUPERNEUTRALITY IN AN ARIMA FRAMEWORK
在双变量ARIMA模型中形式化定义了长期中性和超中性，展示了这些概念如何依赖于变量的整合阶数，并应用于先前研究，提供了新的实证证据。
The authors formalize long-run neutrality and long-run superneutrality in the context of a bivariate ARIMA model; show how the restrictions implied by long-run neutrality and long-run superneutrality depend on the orders of integration of the variables; apply their analysis to previous work, showing how that work is related to long-run neutrality and long-run superneutrality; and provide some new evidence on long-run neutrality and long-run superneutrality. Copyright 1993 by American Economic Association.