Tai-Hu Ling and Venus Khim-Sen Liew and Syed Azizi Wafa Syed Khalid Wafa (2007) Fisher hypothesis: East Asian evidence from panel unit root tests. Munich Personal RePEc Archive (MPRA) (5). pp. 1-10.
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Abstract
This study finds 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.
| Item Type: | Article |
|---|---|
| Keyword: | Fisher hypothesis, panel unit root, univariate unit root, East Asian |
| Subjects: | H Social Sciences > HF Commerce > HF1-6182 Commerce > HF3000-4055 By region or country Q Science > QA Mathematics > QA1-939 Mathematics > QA273-280 Probabilities. Mathematical statistics |
| Department: | FACULTY > Labuan Faculty of International Finance |
| Depositing User: | JUNAINE JASNI - |
| Date Deposited: | 23 Sep 2025 09:36 |
| Last Modified: | 23 Sep 2025 09:36 |
| URI: | https://eprints.ums.edu.my/id/eprint/45131 |
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