breaks, the study finds evidence of a cointegration relation between the government revenues and spending. The results did …

This paper empirically examines the long-run pass through of the official exchange rates into trade balance in Nigeria … by means of threshold cointegration and asymmetric error correction modeling. The study provides evidence for non …-linear cointegration between our variables of interest. The estimated asymmetric error correction models provide new evidence for slower …

This paper uses Johansen’s cointegration to test for the possibility of co-integration and Granger-causality to … the global financial crisis for Nigeria, using monthly data for the period 2001-2011. Results suggest absence of long …

This research uses a cointegration VAR model to study the contemporaneous long-run dynamics of theimpact of Foreign … Private Investment (FPI), Interest Rate (INR) and Inflation rate (IFR) on Growth Domestic Products (GDP) in Nigeria for the … model was appropriately identified using AIC information criteria and the VECM model has exactly one cointegration relation …