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Moving Average Stratification (MAS) is a new competing and simple algorithm for strata boundary determination in Stratified Sampling. It eliminates arbitrary choice of class interval associated with cumulative square root of frequency method (Dalenius and Hodges Rule (DHR) 1959) and the inherent...
Persistent link: https://www.econbiz.de/10011470703
In this article, we present a procedure for obtaining an optimal solution to the Markowitz's mean-variance portfolio selection problem based on the analytical solution developed in a previous research that lead to the emergence of an important model known as the Black Model. The procedure is...
Persistent link: https://www.econbiz.de/10011476137
Persistent link: https://www.econbiz.de/10011529334
The survey of foreign assets and liabilities of enterprises in Nigeria was conducted in 2015 to determine the stock of … investors as the regions jointly attracted about 88.2 per cent of total private capital outflows from Nigeria, while African …
Persistent link: https://www.econbiz.de/10011529380
This paper tested for the validity of the Fisher hypothesis in Nigeria during the period 1970 - 2014. The Gregory and … expectations and ensuring low and stable prices in Nigeria. …
Persistent link: https://www.econbiz.de/10011529383
This paper examines the link between unemployment and monetary policy in Nigeria using a vector autoregressive (VAR … unemployment, implying the existence of a dynamic relationship between monetary policy and unemployment in Nigeria. …
Persistent link: https://www.econbiz.de/10011534885
This paper models the long-run relationship between the Bureau De Change exchange rate and external reserves in Nigeria … Nigeria’s policy oversight. The supLM test result indicates that there is a non-linear long-run relationship between the …
Persistent link: https://www.econbiz.de/10011534889
This study examined the dynamics of inflationary process in Nigeria over the period 1981 – 2015, using the bounds … testing approach to cointegration. Empirical results indicated that inflation in Nigeria proxied by CPI exhibited a strong … determinants of inflationary process in Nigeria over the study period. We also found strong evidence of the importance of money …
Persistent link: https://www.econbiz.de/10011534974
This study provides analytical insight on modelling macroeconomic and oil price volatility in Nigeria. Mainly, the … GARCH - M); and oil price is a major source of macroeconomic volatility in Nigeria. By implication, the Nigerian economy is … with macroeconomic volatility in Nigeria and oil price volatility should be considered as relevant variable in the analysis …
Persistent link: https://www.econbiz.de/10011460195
prices in Nigeria for the period 1995Q1 - 2015Q1. Utilizing the Johansen approach to cointegration and a vector error … correction methodology, the paper found the exchange rate pass-through into Nigeria's CPI inflation to be incomplete. The long … Nigeria. …
Persistent link: https://www.econbiz.de/10011460225