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Oil price and exchange rate nexus in Nigeria : are there asymmetries
Abubakar, Attahir B. - In: CBN journal of applied statistics 10 (2019) 1, pp. 1-28
models confirm the absence of asymmetric cointegration, hence leading to the conclusion that in the case of Nigeria, there …This paper examines the dynamics in the relationship between oil price and exchange rate in Nigeria by utilizing …
Persistent link: https://www.econbiz.de/10012178353
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Is the floating exchange rate a shock absorber in Albania? : evidence from SVAR models
Miteza, Ilir; Tanku, Altin; Vika, Ilir - In: Economic change & restructuring 56 (2023) 2, pp. 1297-1326
Persistent link: https://www.econbiz.de/10014252490
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The impact of foreign capital shifts on economic activities and asset prices : a threshold VAR approach
Baba, Boubekeur; Sevil, Güven - In: Asian journal of economics and banking : AJEB 4 (2020) 3, pp. 87-104
Purpose - The purpose of this paper is to investigate the impact of foreign capital shifts on economic activities and asset prices in South Korea. Design/methodology/approach - The authors in this paper apply the Bayesian threshold vector autoregressive (TVAR) model to estimate the regimes of...
Persistent link: https://www.econbiz.de/10012515007
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Impact of interest rate differential, exchange rate changes and political stability on foreign capital inflow in Nigeria : discrete threshold regression model
Odionye, Joseph Chukwudi; Ojiaku, Ethelbert Ukachukwu; … - In: Cogent economics & finance 11 (2023) 1, pp. 1-14
Lack of investable capital has slowed down the development process in many developing nations, including Nigeria, and … of foreign capital into Nigeria between 1981 and 2021. To investigate the impact of the factors on foreign capital inflow …
Persistent link: https://www.econbiz.de/10014500786
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Exchange rate movements and structural break on China FDI inflows
Lee, Jung Wan; Brahmasrene, Tantatape - In: Contemporary economics 14 (2020) 2, pp. 112-126
other developing countries. Methodology used in the study consists of co-integration tests, vector error correction models …
Persistent link: https://www.econbiz.de/10012237231
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The equilibrium real exchange rate : pros and cons of different approaches with application to Latvia
Ajevskis, Viktors; Rimgailaite, Ramune; Rutkaste, Uldis; … - In: Baltic journal of economics 14 (2014) 1/2, pp. 101-123
This paper studies various approaches to the equilibrium real effective exchange rate estimation, including structural and direct estimation approaches. It shows their strengths and weaknesses with application to the case of Latvia. Despite the approaches differing considerably in terms of their...
Persistent link: https://www.econbiz.de/10011890484
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Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha; Czudaj, Robert - In: Economics letters 123 (2014) 2, pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
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The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech; Welfe, Aleksander - In: Economic modelling 89 (2020), pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
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An assessment of monetary policy response to capital inflows in Nigeria
Okpanachi, Usman M. - In: CBN journal of applied statistics 3 (2012) 2, pp. 75-98
estimate the intensity (and effectiveness) of monetary sterilization by the Central Bank of Nigeria (CBN) in response to …
Persistent link: https://www.econbiz.de/10011477122
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Exchange rate pass-through to inflation in Nigeria
Bada, Abiodun S.; Olufemi, Ajibola I.; Tata, Inuwa A.; … - In: CBN journal of applied statistics 7 (2016) 1, pp. 49-70
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