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Aggregation, persistence and volatility in a macromodel

Abadir, Karim Maher; Talmain, Gabriel - 2001

Persistent link: https://www.econbiz.de/10001600200

Aggregation, persistence and volatility in a macro model

Abadir, Karim Maher; Talmain, Gabriel - In: The review of economic studies 69 (2002) 4, pp. 749-779

Persistent link: https://www.econbiz.de/10001706120

Aggregation and persistence in a macromodel

Abadir, Karim Maher; Talmain, Gabriel - 1999

Persistent link: https://www.econbiz.de/10001462894

Relationship between real exchange rate and consumption in Nigeria : a nonlinear approach

Babangida, Jamilu S.; Sanusi, Aliyu R.; Yusuf, Isah M. - In: CBN journal of applied statistics 12 (2021) 2, pp. 125-148

This study analyses the relationship between real exchange rate and domestic con- sumption in Nigeria using the Smooth Transition Autoregressive (STAR) model from 1981Q1 to 2019Q4. Findings show that domestic consumption determines the regime shift in real exchange rate, suggesting a nonlinear...

Persistent link: https://www.econbiz.de/10013272886