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

Joseph Macri

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

Joseph Macri

Department of Economics

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	59-65
Number of pages	7
Journal	Indian journal of economics and business
Publication status	Published - 2007

Cite this

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title = "The Long run Fisher Effect: further evidence for Australia in a deregulated environment",

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.",

author = "Joseph Macri",

year = "2007",

language = "English",

pages = "59--65",

journal = "Indian journal of economics and business",

issn = "0972-5784",

publisher = "Ashwin Anokha Publications and Distributors",

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T2 - further evidence for Australia in a deregulated environment

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PY - 2007

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N2 - 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.

AB - 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.

M3 - Article

SN - 0972-5784

SP - 59

EP - 65

JO - Indian journal of economics and business

JF - Indian journal of economics and business

ER -

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

Abstract

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