Fisher hypothesis: further evidence for Australia

Joseph Macri

Fisher hypothesis: further evidence for Australia

Joseph Macri

Department of Economics

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › peer-review

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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 language	English
Title of host publication	Proceedings of the third annual conference of the Applied Business and Entrepreneurship Association International
Editors	Yi-Chun Wang
Place of Publication	Portland, OR
Publisher	University of Portland
Pages	287-293
Number of pages	7
Publication status	Published - 2006
Event	Conference of the Applied Business and Entrepreneurship Association International (ABEAI) (3rd : 2006) - Kona, Hawaii Duration: 16 Nov 2006 → 20 Nov 2006

Conference

Conference	Conference of the Applied Business and Entrepreneurship Association International (ABEAI) (3rd : 2006)
City	Kona, Hawaii
Period	16/11/06 → 20/11/06

Keywords

Fisher hypothesis
interest rates
inflation

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http://www.ijeb.com/ABEAI/AbeaiMain.htm

Cite this

@inproceedings{248026600cc24d2fb42a31dc2d4f2196,

title = "Fisher hypothesis: further evidence for Australia",

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.",

keywords = "Fisher hypothesis, interest rates, inflation",

author = "Joseph Macri",

year = "2006",

language = "English",

pages = "287--293",

editor = "Yi-Chun Wang",

booktitle = "Proceedings of the third annual conference of the Applied Business and Entrepreneurship Association International",

publisher = "University of Portland",

note = "Conference of the Applied Business and Entrepreneurship Association International (ABEAI) (3rd : 2006) ; Conference date: 16-11-2006 Through 20-11-2006",

}

Macri, J 2006, Fisher hypothesis: further evidence for Australia. in Y-C Wang (ed.), Proceedings of the third annual conference of the Applied Business and Entrepreneurship Association International. University of Portland, Portland, OR, pp. 287-293, Conference of the Applied Business and Entrepreneurship Association International (ABEAI) (3rd : 2006), Kona, Hawaii, 16/11/06. <http://www.ijeb.com/ABEAI/AbeaiMain.htm>

Fisher hypothesis: further evidence for Australia. / Macri, Joseph.
Proceedings of the third annual conference of the Applied Business and Entrepreneurship Association International. ed. / Yi-Chun Wang. Portland, OR: University of Portland, 2006. p. 287-293.

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › peer-review

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T2 - Conference of the Applied Business and Entrepreneurship Association International (ABEAI) (3rd : 2006)

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AB - 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.

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KW - interest rates

KW - inflation

M3 - Conference proceeding contribution

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BT - Proceedings of the third annual conference of the Applied Business and Entrepreneurship Association International

A2 - Wang, Yi-Chun

PB - University of Portland

CY - Portland, OR

Y2 - 16 November 2006 through 20 November 2006

ER -

Fisher hypothesis: further evidence for Australia

Abstract

Conference

Keywords

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