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of wavelet and wavelet-based VAR-GARCH-BEKK model. Besides, the Wavelet-Granger causality test of Olayeni (2016) provides … toward the long run. The Wavelet-Granger causality provides us further insights into the lead-lag relationships between oil …
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structural breaks more precisely by means of the Fourier transformations in time series, the Fourier-SHIN Cointegration Test to … determine long-term relationships between time series, and the Fourier Granger Causality Test to determine causality …
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This study examines the impact of monetary policy on economic growth in Nigeria.The study uses time-series data covering the range of 1975 to 2010.The effects of stochastic shocks of each of the endogenous variables are explored using Error Correction Model (ECM). The study shows that Long run...
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