Ajibola, Isaiah O.; Udoette, Ubong S.; Omotosho, … - In: CBN Journal of Applied Statistics 06 (2015) 1, pp. 111-132
This study investigates the long run relationship between exchange rate andexternal reserves in Nigeria during 1990Q1 - 2012Q4. We confirm theexistence of threshold cointegration between the variables in Nigeria, asagainst linear cointegration. Consequently, a two-regime threshold vector error...
