Showing 1 - 10 of 21,440
Nigeria. Forecasts were produced using ARIMA, ARIMA with structural variables, VAR and VEC models. The performance of the … forecasts was then evaluated under a rolling forecast scenario, where the estimation sample is augmented by one observation and … the forecast sample is brought forward. The evaluation of the forecasts was based on average performance over a number of …
Persistent link: https://www.econbiz.de/10011474285
Nigeria inflation series covered by the study. The paper found a weak and statistically insignificant relationship between the …Survey-based expectations are mostly used by monetary authorities for inflation forecasts and evaluation of the … credibility of their inflation fighting policies. It is also an important link in the monetary policy transmission mechanism. This …
Persistent link: https://www.econbiz.de/10011473533
Nigeria. Forecasts were produced using ARIMA, ARIMA with structural variables, VAR and VEC models. The performance of the … forecasts was then evaluated under a rolling forecast scenario, where the estimation sample is augmented by one observation and … the forecast sample is brought forward. The evaluation of the forecasts was based on average performance over a number of …
Persistent link: https://www.econbiz.de/10011482596
an initial qualitative discussion of the issue at hand, Nigeria will be examined as a case study …
Persistent link: https://www.econbiz.de/10013100645
of Nigeria. The evidence suggests that liquidity factors are relevant only for financial and basic materials sector …
Persistent link: https://www.econbiz.de/10011213044
of interaction that co-exist between monetary policy and share pricing in Nigeria. The study identified money supply and … like Nigeria. …
Persistent link: https://www.econbiz.de/10009397189
Recently in Nigeria a benchmark price for crude oil was adopted for the purpose of estimating oil revenue in order to …
Persistent link: https://www.econbiz.de/10014202100
This study explores the dynamic linkage of exogenous oil shock and economic activity in Nigeria in Nigeria via a sign … inflation rate. We adopt a combination of sign and zero restriction as the identification scheme to impose restrictions in the … model. Structural inferences are deduced from structural impulse response function, forecast error variance decomposition …
Persistent link: https://www.econbiz.de/10013348414
of Nigeria. The evidence suggests that additional size and liquidity factors impart negligible impact in explaining the …
Persistent link: https://www.econbiz.de/10013142725
of Nigeria. The evidence suggests that liquidity factors are relevant only for financial and basic materials sector …
Persistent link: https://www.econbiz.de/10011108128