Tai-Hu, Ling and Venus, Khim-Sen Liew and Syed Azizi Wafa, Syed Khalid Wafa (2010) Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests. Comparative Economic Studies, 52 (2). pp. 273-285. ISSN 0888-7233
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Official URL: https://www.palgrave.com/gp/journal/41294
Abstract
This study provides evidence supportive of Fisher hypothesis in East Asian economies using panel unit root tests, which allow for the consideration of crosscountry interdependence of real interest rates in the estimation. One important implication of our finding is that monetary policy will be more effective in influencing long-term interest rates and long-run macroeconomic stability in these East Asian economies with regional collaboration.
| Item Type: | Article |
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| Uncontrolled Keywords: | UNIMAS, Fisher Hypothesis, East Asian, panel unit root test, interest rates, inflation rates, unimas, university, universiti, Borneo, Malaysia, Sarawak, Kuching, Samarahan, ipta, education , research, Universiti Malaysia Sarawak. |
| Subjects: | A General Works > AC Collections. Series. Collected works H Social Sciences > HB Economic Theory |
| Divisions: | Academic Faculties, Institutes and Centres > Faculty of Economics and Business Faculties, Institutes, Centres > Faculty of Economics and Business |
| Depositing User: | Karen Kornalius |
| Date Deposited: | 05 Dec 2013 02:32 |
| Last Modified: | 05 May 2020 03:26 |
| URI: | http://ir.unimas.my/id/eprint/57 |
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