Fisher Hypothesis: UK Evidence Over a Century

Posted: 23 Apr 2021

See all articles by Brigitte Granville

Brigitte Granville

Queen Mary, University of London

Sushanta Mallick

Queen Mary - University of London; Queen Mary University of London

Date Written: 2004

Abstract

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.

Suggested Citation

Granville, Brigitte Evelyne and Mallick, Sushanta and Mallick, Sushanta, Fisher Hypothesis: UK Evidence Over a Century (2004). Applied Economics Letters, Vol. 11, No. 2, 2004. https://doi.org/10.1080/1350485042000200169, Available at SSRN: https://ssrn.com/abstract=2344443

Brigitte Evelyne Granville (Contact Author)

Queen Mary, University of London ( email )

Mile End Road
London, London E1 4NS
United Kingdom

Sushanta Mallick

Queen Mary University of London ( email )

Mile End Rd
London, E1 4NS
United Kingdom
+44 20 7882 7447 (Phone)

HOME PAGE: http://skmallick.busman.qmul.ac.uk/

Queen Mary - University of London ( email )

School of Business and Management
Mile End Road
London, England E1 4NS
United Kingdom
+44 20 7882 7447 (Phone)

HOME PAGE: http://skmallick.busman.qmul.ac.uk/

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