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このアイテムの引用には次の識別子を使用してください: http://hdl.handle.net/10114/772

タイトル: An Empirical Study on Testing the Fisher Hypothesis in Japan
著者: Satake, Mitsuhiko
発行日: 2005-3
出版者: The Institute of Comparative Economic Studies, Hosei University
抄録: The objective of this paper is to conduct an empirical study on testing the Fisher hypothesis in Japan. There are few studies centering on testing the Fisher hypothesis in Japan. There are several techniques that can be used to test the Fisher hypothesis. The developments in the time series analysis have led to several new tests of the Fisher hypothesis. Thus, we utilize a cointegration approach and apply two testing methods based on the VAR approach in order to examine the robustness of the results for the Fisher hypothesis in Japan. The main finding of the paper is that the partial Fisher effect, which partially supports the Fisher hypothesis, is detected in Japan. The period for this study contains l990s, i.e. the period for the development of IT industry, which does not affect this result.
URI: http://hdl.handle.net/10114/772
ISSN: 09111247
出現コレクション:Journal of International Economic Studies

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