Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests

Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests

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...

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Main Authors: Tai-Hu, Ling, Venus, Khim-Sen Liew, Syed Azizi Wafa, Syed Khalid Wafa
Format: E-Article
Language:English
Published: Comparative Economic Studies 2010
Subjects:
AC Collections. Series. Collected works
HB Economic Theory
Online Access:http://ir.unimas.my/id/eprint/1581/1/does%2Bfisher%2Bhypothesis%2B%2528abstract%2529%20%281%29.pdf
http://ir.unimas.my/id/eprint/1581/
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Institution: Universiti Malaysia Sarawak
Language: English
id my.unimas.ir.1581
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spelling my.unimas.ir.15812016-12-28T00:55:31Z http://ir.unimas.my/id/eprint/1581/ Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests Tai-Hu, Ling Venus, Khim-Sen Liew Syed Azizi Wafa, Syed Khalid Wafa AC Collections. Series. Collected works HB Economic Theory 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. Comparative Economic Studies 2010 E-Article NonPeerReviewed text en http://ir.unimas.my/id/eprint/1581/1/does%2Bfisher%2Bhypothesis%2B%2528abstract%2529%20%281%29.pdf 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 (273).
institution Universiti Malaysia Sarawak
building Centre for Academic Information Services (CAIS)
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Sarawak
content_source UNIMAS Institutional Repository
url_provider http://ir.unimas.my/
language English
topic AC Collections. Series. Collected works
HB Economic Theory
spellingShingle AC Collections. Series. Collected works
HB Economic Theory
Tai-Hu, Ling
Venus, Khim-Sen Liew
Syed Azizi Wafa, Syed Khalid Wafa
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests
description 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.
format E-Article
author Tai-Hu, Ling
Venus, Khim-Sen Liew
Syed Azizi Wafa, Syed Khalid Wafa
author_facet Tai-Hu, Ling
Venus, Khim-Sen Liew
Syed Azizi Wafa, Syed Khalid Wafa
author_sort Tai-Hu, Ling
title Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests
title_short Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests
title_full Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests
title_fullStr Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests
title_full_unstemmed Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests
title_sort does fisher hypothesis hold for the east asian economies? an application of panel unit root tests
publisher Comparative Economic Studies
publishDate 2010
url http://ir.unimas.my/id/eprint/1581/1/does%2Bfisher%2Bhypothesis%2B%2528abstract%2529%20%281%29.pdf
http://ir.unimas.my/id/eprint/1581/
_version_ 1644508891779694592

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