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:	Palgrave Macmillan publishes 2010
Subjects:	AC Collections. Series. Collected works HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/57/1/does%20fisher%20hypothesis%20%28abstract%29.pdf http://ir.unimas.my/id/eprint/57/ https://www.palgrave.com/gp/journal/41294
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Institution:	Universiti Malaysia Sarawak
Language:	English

id	my.unimas.ir.57
record_format	eprints
spelling	my.unimas.ir.572020-05-05T03:26:46Z http://ir.unimas.my/id/eprint/57/ 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. Palgrave Macmillan publishes 2010 E-Article PeerReviewed text en http://ir.unimas.my/id/eprint/57/1/does%20fisher%20hypothesis%20%28abstract%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 (2). pp. 273-285. ISSN 0888-7233 https://www.palgrave.com/gp/journal/41294
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	Palgrave Macmillan publishes
publishDate	2010
url	http://ir.unimas.my/id/eprint/57/1/does%20fisher%20hypothesis%20%28abstract%29.pdf http://ir.unimas.my/id/eprint/57/ https://www.palgrave.com/gp/journal/41294
_version_	1665897685380497408

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

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