Nigeria. Forecasts were produced using ARIMA, ARIMA with structural variables, VAR and VEC models. The performance of the …

This research uses a cointegration VAR model to study the contemporaneous long-run dynamics of theimpact of Foreign … Private Investment (FPI), Interest Rate (INR) and Inflation rate (IFR) on Growth Domestic Products (GDP) in Nigeria for the … period January 1970 to December 2009. The Unit Root Test suggests that all the variables are integrated of order 1. The VAR …

study investigates the impact of Brent oil price shocks on oil related stocks in Nigeria. Methods: This study uses a vector … autoregressive (VAR) model with the impulse response function and the forecast variance decomposition error. Findings: The empirical … should apply to oil importing countries and is therefore uncharacteristic of an oil exporting country like Nigeria …

We represent the dynamic relation among variables in vector autoregressive (VAR) models as directed graphs. Based on … need to be included in a VAR if interest is in forecasting or impulse response analysis of a given set of variables. We …-step causal for the variables of interest by relating the paths in the graph to the coefficients of the "direct" VAR …

We represent the dynamic relation among variables in vector autoregressive (VAR) models as directed graphs. Based on … included in a VAR if interest is in impulse response analysis of a given set of variables. Our theoretical contributions show … for the variables of interest by relating the paths in the graph to the coefficients of the ‘direct’ VAR representation …