Effect of monetary policy rate on market interest rates in Nigeria : a threshold and NARDL approach
Year of publication: |
2022
|
---|---|
Authors: | Awopegba, Oluwafemi E. ; Afolabi, Joseph O. ; Adeoye, Lydia T. ; Akpokodje, Godwin O. |
Published in: |
CBN journal of applied statistics. - Abuja : Central Bank of Nigeria, ISSN 2476-8472, ZDB-ID 2854997-1. - Vol. 13.2022, 1, p. 93-121
|
Subject: | Interest rate | monetary policy rate | nonlinear threshold regression | Geldpolitik | Monetary policy | Zins | Zinspolitik | Interest rate policy | Nigeria | Schätzung | Estimation | Theorie | Theory |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.33429/Cjas.13122.4/9 [DOI] |
Classification: | C22 - Time-Series Models ; C24 - Truncated and Censored Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; E58 - Central Banks and Their Policies |
Source: | ECONIS - Online Catalogue of the ZBW |
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