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Title

ESTIMATION OF THE LENGTH OF LONG-RUN IN DIFFERENT ECONOMIES: USING TIME SERIES FILTERS

Pages

 Start Page 223 | End Page 235

Abstract

 Assuming that in LONG-RUN, MONEY is the main determinant of price level, we can state that LONG-RUN is a period in which MONEY and PRICES are highly correlated. Given this assumption, we have calculated the length of the LONG-RUN periods of different economies by using Christiano-Fitzherald (2003) Filter. The results show that we cannot consider the same period as LONG-RUN for different economies. We have calculated the length of this period for different economies. These periods are longer for economies facing more supply shocks.

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