Fisher hypothesis: UK evidence over a century

Brigitte Granville and Sushanta Mallick ()

Applied Economics Letters, 2004, vol. 11, issue 2, 87-90

Abstract: Using annual data over a long time horizon from 1900 to 2000 for the UK, this study finds the existence of a Fisher relation via Johansen cointegration tests. The cointegrating relationship between the two variables suggests a significant long-run equilibrium with a positive coefficient of more than one during the stated period.

Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:11:y:2004:i:2:p:87-90

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DOI: 10.1080/1350485042000200169

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