The Long run Fisher Effect: further evidence for Australia in a deregulated environment

Joseph Macri

Research output: Contribution to journalArticlepeer-review

Abstract

The objective of this study 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 19792005. The deregulation of financial and non-financial markets during this period may explain the existence of this long-run relationship.
Original languageEnglish
Pages (from-to)59-65
Number of pages7
JournalIndian journal of economics and business
Publication statusPublished - 2007

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