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Fisher hypothesis: UK evidence over a century
journal contribution
posted on 2006-05-30, 11:08 authored by Brigitte Granville, Sushanta K. MallickUsing 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.
History
School
- Business and Economics
Department
- Economics
Pages
81673 bytesCitation
GRANVILLE, B. and MALLICK, S.K., 2004. Fisher hypothesis: UK evidence over a century. Applied Economics Letters, 11, pp. 87-90.Publisher
© Taylor and FrancisPublication date
2004Notes
This is Restricted Access. This article was published in the journal, Applied Economics Letters [© Taylor and Francis] and is available at: http://www.journalsonline.tandf.co.uk/openurl.asp?genre=journal&issn=1350-4851.ISSN
1350-4851Language
- en
