Fisher hypothesis: further evidence for Australia

Joseph Macri

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Abstract

The objective of this paper is to examine the Fisher Hypothesis for Australia using the Johansen (1991) cointegration approach. The empirical results seem to suggest that there is a significant long-run cointegrating relationship for the period 1979-2005. Financial deregulation of financial markets during this period is likely to explain the existence of this strong long-run relationship.
Original languageEnglish
Title of host publicationProceedings of the third annual conference of the Applied Business and Entrepreneurship Association International
EditorsYi-Chun Wang
Place of PublicationPortland, OR
PublisherUniversity of Portland
Pages287-293
Number of pages7
Publication statusPublished - 2006
EventConference of the Applied Business and Entrepreneurship Association International (ABEAI) (3rd : 2006) - Kona, Hawaii
Duration: 16 Nov 200620 Nov 2006

Conference

ConferenceConference of the Applied Business and Entrepreneurship Association International (ABEAI) (3rd : 2006)
CityKona, Hawaii
Period16/11/0620/11/06

Keywords

  • Fisher hypothesis
  • interest rates
  • inflation

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