Does non-linearity in exchange rate hold in Nigeria? : evidence from smooth transition autoregressive model
Year of publication: |
2021
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Authors: | Dada, James Temitope ; Olomola, Phillip Akanni ; Adedokun, Adebayo |
Published in: |
International journal of monetary economics and finance : IJMEF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0487, ZDB-ID 2471959-6. - Vol. 14.2021, 2, p. 152-165
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Subject: | exchange rate | exchange rate parity | STAR | smooth transition autoregressive | Wechselkurs | Exchange rate | Nigeria | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation |
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