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: | Tai-Hu, Ling, Venus, Khim-Sen Liew, Syed Azizi Wafa, Syed Khalid Wafa |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Palgrave Macmillan publishes
2010
|
| 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 |
Similar Items
Fisher hypothesis: East Asian evidence from panel unit root tests
by: Ling, Tai-Hu, et al.
Published: (2007)
by: Ling, Tai-Hu, et al.
Published: (2007)
Day-of-the-week effects in Selected East Asian stock markets
by: Venus, Khim-Sen Liew, et al.
Published: (2008)
by: Venus, Khim-Sen Liew, et al.
Published: (2008)
Income Divergence? Evidence of Non−linearity in the East Asian Economies
by: Khim−Sen Liew, Venus, et al.
Published: (2005)
by: Khim−Sen Liew, Venus, et al.
Published: (2005)
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests
by: Liew, Venus Khim-Sen, et al.
Published: (2009)
by: Liew, Venus Khim-Sen, et al.
Published: (2009)
Nonlinear Adjustment of ASEAN−5 Real Exchange Rates: Symmetrical or Asymmetrical?
by: Liew, Venus Khim-Sen
Published: (2004)
by: Liew, Venus Khim-Sen
Published: (2004)
Which Lag Length Selection Criteria Should We Employ?
by: Venus, Khim−Sen Liew
Published: (2004)
by: Venus, Khim−Sen Liew
Published: (2004)
The Dynamism of East Asian Economic Integration
by: Mustafa, Rujhan
Published: (2005)
by: Mustafa, Rujhan
Published: (2005)
Is money neutral in stock market? The case of Malaysia
by: Puah, Chin-Hong, et al.
Published: (2010)
by: Puah, Chin-Hong, et al.
Published: (2010)
The Performance of AICC As Order Determination Criterion in ARMA time series models
by: Venus, Khim-Sen Liew, et al.
Published: (2002)
by: Venus, Khim-Sen Liew, et al.
Published: (2002)
Does the US IT stock market dominate other IT stock markets : Evidence from multivariate GARCH model
by: Zhuo, Qiao, et al.
Published: (2007)
by: Zhuo, Qiao, et al.
Published: (2007)
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore
by: Kueh, Jerome Swee Hui, et al.
Published: (2010)
by: Kueh, Jerome Swee Hui, et al.
Published: (2010)
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions
by: Liew, Venus Khim-Sen, et al.
Published: (2008)
by: Liew, Venus Khim-Sen, et al.
Published: (2008)
Does Monetary Policy Work Effectively In 10 European Countries? New Evidence From Fisher Effect
by: Ling, Tai-Hu, et al.
Published: (2013)
by: Ling, Tai-Hu, et al.
Published: (2013)
Real interest rates equalization: The case of Malaysia and Singapore
by: Ling, Tai-Hu, et al.
Published: (2006)
by: Ling, Tai-Hu, et al.
Published: (2006)
MMU e-Bulletin
by: , Sy. Nurleyana Wafa, et al.
Published: (2012)
by: , Sy. Nurleyana Wafa, et al.
Published: (2012)
Unimas to hold marketing conference
by: The Borneo Post
Published: (2007)
by: The Borneo Post
Published: (2007)
Estimation of the Autoregressive Order in the Presence of Measurement Errors
by: Terence, Tai-Leung Chong, et al.
Published: (2006)
by: Terence, Tai-Leung Chong, et al.
Published: (2006)
Testing the Rational Expectations Hypothesis on the Retail Trade Sector Using Survey Data from Malaysia
by: Puah, Chin Hong, et al.
Published: (2011)
by: Puah, Chin Hong, et al.
Published: (2011)
The Performance of AICC As Order Determination Criterion in ARMA time series models
by: Khim Sen, Liew, et al.
Published: (2002)
by: Khim Sen, Liew, et al.
Published: (2002)
Does PPP hold between Asian and Japanese economies? Evidence using panel unit root and panel cointegration
by: Mohamed, Azali, et al.
Published: (2001)
by: Mohamed, Azali, et al.
Published: (2001)
Pendekatan Kaunseling mengikut Pendekatan Psikologi Kognitif Ad-Din dalam Modul Latihan Dalam Kumpulan: Kerja Lapangan bersama dengan Anak Yatim
by: Amalia, Madihie, et al.
Published: (2011)
by: Amalia, Madihie, et al.
Published: (2011)
Entitle no.4: What Is It Like To Work In A Google Project? "Google day"
by: Mohseninia, Pouyan, et al.
by: Mohseninia, Pouyan, et al.
Phylogenetic Relationships Among Several Families Of Catfish Using Cytochrome Oxidase 1 Mitochondrial DNA Gene
by: Wan Azizi, Wan Ayunni Nadiah
Published: (2011)
by: Wan Azizi, Wan Ayunni Nadiah
Published: (2011)
Financial liberalization in ASEAN and the fisher hypothesis
by: Hook Law, Siong, et al.
Published: (1999)
by: Hook Law, Siong, et al.
Published: (1999)
Financial liberalization in ASEAN and the fisher hypothesis
by: Law, Siong Hook, et al.
Published: (1999)
by: Law, Siong Hook, et al.
Published: (1999)
Financial liberalisation in Asean and the fisher hypothesis
by: Law, Siong Hock, et al.
Published: (1999)
by: Law, Siong Hock, et al.
Published: (1999)
Effectiveness of Oxidation Ponds in Pig Farm Wastewater Treatment in Sarawak
by: Ling, T. Y., et al.
Published: (2013)
by: Ling, T. Y., et al.
Published: (2013)
Occurrence of Tetrodotoxin in Marine and Brackish Puffer Fish from East Malaysian Waters
by: Mohd Din, Monaliza, et al.
Published: (2010)
by: Mohd Din, Monaliza, et al.
Published: (2010)
Sociolinguistic consequences of language contact between multilingual communities in Sarawak, East Malaysia, Borneo
by: Norahim, Norazuna
Published: (2011)
by: Norahim, Norazuna
Published: (2011)
Linguistic diversity and ecology of the Northern and South – Western Region of Sarawak, East Malaysia, Borneo
by: Norahim, Norazuna
Published: (2013)
by: Norahim, Norazuna
Published: (2013)
Politics, Literature, Folklore and Circumnavigating the World: The What, Why and How of Digital Collections at Curtin University Library
by: Haddow, Gaby, et al.
Published: (2008)
by: Haddow, Gaby, et al.
Published: (2008)
The impact of the Supervisor's Role in training Programmes on the transfer of training : A case study in four East Malaysian Local Governments
by: Ng , Kueh Hua, et al.
Published: (2011)
by: Ng , Kueh Hua, et al.
Published: (2011)
The impact of the supervisor's role in training programmes on the transfer of training : a case study in four east malaysian local governments
by: Ng , Kueh Hua, et al.
Published: (2011)
by: Ng , Kueh Hua, et al.
Published: (2011)
Tinjauan Penubuhan Majlis Guru Di Sarawak bagi meningkatkan Profesionalisme Perguruan
by: Fauzan, Norsiah, et al.
Published: (2008)
by: Fauzan, Norsiah, et al.
Published: (2008)
Day-Of-The-Week Effects: Evidence From The Chinese Stock Markets
by: Chia, Ricky Chee-Jiun, et al.
Published: (2011)
by: Chia, Ricky Chee-Jiun, et al.
Published: (2011)
The Day-of-the-week Effect in the Hang Seng Index
by: Chia, Ricky Chee-Jiun, et al.
Published: (2015)
by: Chia, Ricky Chee-Jiun, et al.
Published: (2015)
Is the Hong Kong Stock Market Asymmetrical in Behavior?
by: Liew, Venus Khim-Sen, et al.
Published: (2015)
by: Liew, Venus Khim-Sen, et al.
Published: (2015)
Phylogenetic relationships of Malayan gaur with other species of the genus Bos based on cytochrome b gene DNA sequences
by: M.K.A., Rosli, et al.
Published: (2011)
by: M.K.A., Rosli, et al.
Published: (2011)
Slouching towards Calvary: Whereto the national collection?
by: Genoni, Paul
Published: (2001)
by: Genoni, Paul
Published: (2001)
Evaluating library collections and support services for distance learning programme : a study of e-PJJ students’ perceptions of PTAR UiTM, Malaysia / Halimatun Saadiah Roselley and Fuziah Mohd Nadzar
by: Mohd Nadzar, Fuziah
Published: (2013)
by: Mohd Nadzar, Fuziah
Published: (2013)
Similar Items
-
Fisher hypothesis: East Asian evidence from panel unit root tests
by: Ling, Tai-Hu, et al.
Published: (2007) -
Day-of-the-week effects in Selected East Asian stock markets
by: Venus, Khim-Sen Liew, et al.
Published: (2008) -
Income Divergence? Evidence of Non−linearity in the East Asian Economies
by: Khim−Sen Liew, Venus, et al.
Published: (2005) -
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests
by: Liew, Venus Khim-Sen, et al.
Published: (2009) -
Nonlinear Adjustment of ASEAN−5 Real Exchange Rates: Symmetrical or Asymmetrical?
by: Liew, Venus Khim-Sen
Published: (2004)