Fisher hypothesis: East Asian evidence from panel unit root tests

Tai-Hu Ling, Venus Liew and Syed Azizi Wafa Syed Khalid Wafa

MPRA Paper from University Library of Munich, Germany

Abstract: This study provides evidence supportive of Fisher hypothesis in East Asian economies using panel unit root tests, which allow for cross-country variations in the estimation. Among others, one important implication is that monetary policy will be more effective in influencing long-term interest rates and long-run macroeconomic stability in these East Asian economies under regional collaboration.

Keywords: Fisher hypothesis; panel unit root; univariate unit root; East Asian (search for similar items in EconPapers)
JEL-codes: E4 G10 (search for similar items in EconPapers)
Date: 2007-10-25
New Economics Papers: this item is included in nep-ifn, nep-mac, nep-mon and nep-sea
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:5432

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