The Long run Fisher Effect

further evidence for Australia in a deregulated environment

Joseph Macri

Research output: Contribution to journalArticle

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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