Fisher hypothesis: East Asian evidence from panel unit root tests

• 主要な著者: Ling, Tai-Hu, Liew, Venus Khim-Sen, Syed Azizi Wafa, Syed Khalid Wafa
• フォーマット: E-Article
• 言語: English
• 出版事項: Munich University Library 2007
• 主題: HB Economic Theory
• オンライン･アクセス: http://ir.unimas.my/id/eprint/18645/7/Fisher%20hypothesis%20%28abstract%29.pdf; http://ir.unimas.my/id/eprint/18645/; https://mpra.ub.uni-muenchen.de/5432/

This study finds evidence supportive of Fisher hypothesis in East Asian economies using panel unit root tests, which allow for cross-country variations in the estimation. Among others, one important implication is that monetary policy will be more effective in influencing long-term interest rates an...