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Fisher hypothesis: UK evidence over a century

journal contribution
posted on 30.05.2006, 11:08 by Brigitte Granville, Sushanta K. Mallick
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.

History

School

  • Business and Economics

Department

  • Economics

Pages

81673 bytes

Citation

GRANVILLE, B. and MALLICK, S.K., 2004. Fisher hypothesis: UK evidence over a century. Applied Economics Letters, 11, pp. 87-90.

Publisher

© Taylor and Francis

Publication date

2004

Notes

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

1350-4851

Language

en

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