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

a cointegration approach

Con Korkofingas, Joseph Macri

Research output: Contribution to journalArticle


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 languageEnglish
Pages (from-to)156-161
Number of pages6
JournalJournal of International Business and Economics
Issue number3
Publication statusPublished - 2007



  • Fisher Hypothesis
  • Fisher hypothesis
  • interest rates
  • inflation
  • cointegration

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