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Estimating and forecasting the impact of inflation on economic growth in Nigeria using threshold analysis

Okoroafor, David O. K.; Adeniji, Sesan O.; Olasehinde, … - In: CBN journal of applied statistics 9 (2018) 1, pp. 1-22

forecasting of inflation in Nigeria for the period of 1961 { 2016. The study employed Granger causality test, Au- toregressive … Distributed Lag (ARDL), Autoregressive Integrated Moving Av- erage (ARIMA) and a multivariate time series Vector Autoregressive … inflation threshold of 14% -15% both in the short run and long run was established for Nigeria. As for the forecasting of …

Persistent link: https://www.econbiz.de/10011922677

Stock market illiquidity's predictive role over economic growth : the Australian evidence

Rai, Alan - In: Review of Pacific Basin financial markets and policies 18 (2015) 2, pp. 1-30

Persistent link: https://www.econbiz.de/10011300963

Further evidence on bear market predictability : the role of the external finance premium

Chen, Nan-kuang; Chen, Shiu-sheng; Chou, Yu-Hsi - In: International review of economics & finance : IREF 50 (2017), pp. 106-121

Persistent link: https://www.econbiz.de/10011754115

Forecasting the realized volatility of stock markets with financial stress

Guo, Chuan; Feng, Yiyun - In: Journal of risk 25 (2022) 1, pp. 23-48

Persistent link: https://www.econbiz.de/10013549680

Forecasting GDP growth with financial market data in Finland : revisiting stylized facts in a small open economy during the financial crisis

Kuosmanen, Petri; Vataja, Juuso - In: Review of financial economics : RFE 23 (2014) 2, pp. 90-97

Persistent link: https://www.econbiz.de/10010442588

Forecasting the volatilities of the Nigeria stock market prices

Ibrahim, Sikiru O. - In: CBN journal of applied statistics 8 (2017) 2, pp. 23-45

The objective of this work is to assess and forecast the volatilities of prices on the Nigeria Stock Exchange. The ARCH … 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 …

Persistent link: https://www.econbiz.de/10011843540

Export-output growth nexus using threshold VAR and VEC models : empirical evidence from Thailand

Arisara Romyen; Liu, Jianxu; Songsak Sriboonchitta - In: Economies : open access journal 7 (2019) 2/60, pp. 1-16

This paper explores the relationship between export, import, and output for Thailand over the period from 1990 to 2017. The threshold vector autoregressive (VAR) and threshold vector error correction (VEC) models were applied. The empirical evidence confirms that the export-led growth hypothesis...

Persistent link: https://www.econbiz.de/10012021578