Otoakhia, Eric I. - In: CBN Journal of Applied Statistics 11 (2020) 2, pp. 115-143
This study investigates the responses of consumer price index (CPI) to crude oil priceshocks in the pre- and post-2008 global financial crisis. The study used the StructuralVector Autoregressive model to analyse monthly data from 2000M01 to 2019M12.The impulse response analysis showed that for...
