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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Palgrave Macmillan publishes
2010
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/57/ http://ir.unimas.my/id/eprint/57/1/does%20fisher%20hypothesis%20%28abstract%29.pdf |
| _version_ | 1848834478052474880 |
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| 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 |
| building | UNIMAS Institutional Repository |
| collection | Online Access |
| 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. |
| first_indexed | 2025-11-15T05:52:36Z |
| format | Article |
| id | unimas-57 |
| institution | Universiti Malaysia Sarawak |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T05:52:36Z |
| publishDate | 2010 |
| publisher | Palgrave Macmillan publishes |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | unimas-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 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 |
| 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 |
| title | 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_short | 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 |
| topic | AC Collections. Series. Collected works HB Economic Theory |
| url | http://ir.unimas.my/id/eprint/57/ http://ir.unimas.my/id/eprint/57/ http://ir.unimas.my/id/eprint/57/1/does%20fisher%20hypothesis%20%28abstract%29.pdf |