Short-term inflation forecasting is an essential component of the monetary policy projections at the Central Bank of … Nigeria. This paper proposes four short-term headline inflation forecasting models using the SARIMA and SARIMAX processes and … compares their performance using the pseudo-out-of-sample forecasting procedure over July 2011 to September 2013. According to …

economic fundamentals. This study evaluated the predictive ability of the CCI in forecasting economic fluctuations in Nigeria … small. These results have important implications for the usefulness of CCI in planning and forecasting macroeconomic …

The study reports empirical evidence that artificial neural network based models are applicable to forecasting of stock … the artificial neural network based models outperformed the ARIMA based model in forecasting future developments of the … can be used as predictors for forecasting future values of the stock market returns given that the returns has memory of …

forecasting volatility model with the most appropriate error distribution. The results suggest the presence of leverage effect … forecasting model that could guarantee a sound policy decisions. …

the Nigeria stock market. The EGARCH model is found to be the most efficient for forecasting volatilities and has the … years. The forecasting performance shows the volatility in the Nigeria stock market to be on the increase for the next four …

forecasting of inflation in Nigeria for the period of 1961 { 2016. The study employed Granger causality test, Au- toregressive … inflation threshold of 14% -15% both in the short run and long run was established for Nigeria. As for the forecasting of …