price shock studies, the aim of this paper is to test the impacts of symmetric oil price shocks on government expenditure …-real exchange rate nexus and ultimately, to check the conformity of symmetric oil price shock findings to those prevailing in … literature. To achieve this endeavor, autoregressive distributed lag (ARDL) and structural vector autoregressive (SVAR) have been …

Autoregressive (MTAR) and Structural Vector Autoregressive (SVAR) models were employed for the analysis. Findings of TAR and MTAR … are no asymmetries in the relationship between oil price and exchange rate. Findings from the SVAR model show gradual …

This study explores the dynamic linkage of exogenous oil shock and economic activity in Nigeria in Nigeria via a sign …- identified Structural Vector Autoregression (SVAR). Specifically, the study utilizes quarterly time series data where the … product react instantaneously, although short-lived, following a unit standard deviation change in oil shock while exchange …

rates by estimating the structural vector autoregressive (SVAR) model over the period January 1994-May 2021 and decomposing … years after a nominal shock hits the economy. The long-run effect of a monthly one standard deviation nominal shock on … indicates that the nominal shock plays a significant role in explaining the depreciation in nominal MNT exchange rate over the …