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Fisher hypothesis: UK evidence over a century
journal contributionposted 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.
- Business and Economics