An Empirical examination of the Fisher Hypothesis for New Zealand in a deregulated environment: a cointegration approach

Con Korkofingas; Joseph Macri

An Empirical examination of the Fisher Hypothesis for New Zealand in a deregulated environment

a cointegration approach

Research output: Contribution to journal › Article

Abstract

The objective of this study is to examine whether the Fisher Hypothesis holds for New Zealand using the Johansen (1991) cointegration approach. We also test for stationarity using the Ng-Perron Unit root tests. We find using quarterly data for the period 198501- 2007Q1 support for the Fisher Hypothesis.

Original language	English
Pages (from-to)	156-161
Number of pages	6
Journal	Journal of International Business and Economics
Volume	VII
Issue number	3
Publication status	Published - 2007

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Keywords

Fisher Hypothesis
Fisher hypothesis
interest rates
inflation
cointegration

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Korkofingas, C., & Macri, J. (2007). An Empirical examination of the Fisher Hypothesis for New Zealand in a deregulated environment: a cointegration approach. Journal of International Business and Economics, VII(3), 156-161.

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