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Year of publication
Subject
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Nigeria 186 Cointegration 49 Exchange rate 48 Estimation 44 Schätzung 43 Volatility 41 Wechselkurs 38 Economic growth 37 Kointegration 36 Monetary policy 35 Inflation 34 Geldpolitik 33 Theorie 33 Theory 33 Wirtschaftswachstum 32 Volatilität 30 Börsenkurs 24 Share price 24 Time series analysis 23 Zeitreihenanalyse 23 ARCH model 22 ARCH-Modell 22 Aktienmarkt 20 Stock market 20 GARCH 19 Economic Growth 18 Estimation theory 17 Interest rate 17 Schätztheorie 17 VAR model 17 VAR-Modell 17 ARDL 16 Zins 15 Asymmetry 14 Forecasting model 14 Kaufkraftparität 14 Monetary Policy 14 Prognoseverfahren 14 Purchasing power parity 14 Structural break 14
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Online availability
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Undetermined 2,046 Free 428
Type of publication
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Article 2,474
Type of publication (narrower categories)
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Article 214 Article in journal 214 Aufsatz in Zeitschrift 214
Language
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Undetermined 2,046 English 428
Author
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Doguwa, Sani I. 26 Omotosho, Babatunde S. 26 Bawa, Sani 16 Atoi, Ngozi V. 14 Balamurali, S. 13 Bada, Abiodun S. 12 Bassey, Kufre J. 12 Yaya, OlaOluwa S. 12 Abdullahi, Ismaila S. 10 Mardia, K. V. 10 Olowofeso, Olorunsola E. 10 Tumala, Mohammed M. 10 Shukur, Ghazi 9 Chen, Chung-Ho 8 Essien, Sunday N. 8 Govindaraju, K. 8 Hutson, Alan 8 Koukouvinos, C. 8 Molenberghs, Geert 8 Yaaba, Baba N. 8 Achcar, Jorge Alberto 7 Aslam, Muhammad 7 Bolfarine, Heleno 7 Galea, Manuel 7 Ganjali, M. 7 Ghosh, D. K. 7 Guo, Jiin-Huarng 7 Huang, Yangxin 7 Ober, Pieter Bastiaan 7 Oh, Man-Suk 7 Adejo, Valli T. 6 Adeleke, Abiola O. 6 Ajibola, Isaiah O. 6 Ajibola, Olufemi I. 6 Alade, Sarah O. 6 Asemota, Omorogbe J. 6 Bakouch, Hassan S. 6 Chou, Chao-Yu 6 Dialsingh, Isaac 6 Dzaan, Kumafan S. 6
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Institution
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Central Bank of Nigeria / International Investment Statistics Office 1
Published in...
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Journal of Applied Statistics 2,046 CBN Journal of Applied Statistics 214 CBN journal of applied statistics 214
Source
All
RePEc 2,046 ECONIS (ZBW) 214 EconStor 214
Showing 41 - 50 of 2,474
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Impact of government expenditure on economic growth in Nigeria, 1970-2019
Aluthge, Chandana; Jibir, Adamu; Abdu, Musa - In: CBN journal of applied statistics 12 (2021) 1, pp. 139-174
This study investigates the impact of Nigerian government expenditure (disaggregated into capital and recurrent) on economic growth using time series data for the period 1970-2019. The paper employs Autoregressive Distributed Lag (ARDL) model. To ensure robustness of results, the study accounts...
Persistent link: https://www.econbiz.de/10012604411
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Analysing user experience of mobile banking applications in Nigeria : a text mining approach
Omotosho, Babatunde S. - In: CBN journal of applied statistics 12 (2021) 1, pp. 77-108
This paper analyses textual data mined from 37,460 reviews written by mobile banking application users in Nigeria over the period November 2012 - July 2020. On a scale of 1 to 5 (5 being the best), the average user rating for the twenty-two apps included in our sample is 3.5; with the apps...
Persistent link: https://www.econbiz.de/10012604415
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Inflations and its uncertainty in some ECOWAS member states : transfer entropy approach
Otoakhia, Eric I. - In: CBN journal of applied statistics 12 (2021) 2, pp. 87-124
This study examines the information flow between inflation and inflation uncertainty (IU) and intrastate inflationary trend among some ECOWAS member states. IU is measured using GARCH models and stochastic volatility model (SV). Transfer en- tropy was adopted to quantify the extent of...
Persistent link: https://www.econbiz.de/10013272878
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Monetary policy transmission and bank interest rates in Nigeria
Eleam, Victor E.; Ekwom, Chinyelu G.; Ariolu, Chibueze C.; … - In: CBN journal of applied statistics 12 (2021) 2, pp. 59-85
The paper examines the adjustment of retail and money market interest rates to changes in discount corridor of the monetary policy in Nigeria. A vector error correction model was adopted for this study, using monthly data from 2007:06 to 2019:12. We further accounted for structural breaks in the...
Persistent link: https://www.econbiz.de/10013272879
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Insurgency, political risk, and foreign direct investment inflows in Nigeria : a sectorial analysis
Danjuma, Iyaji - In: CBN journal of applied statistics 12 (2021) 2, pp. 27-57
This study examines, among others, the effect of terrorism, political violence, corrup- tion, and religious tension on FDI inflows to the banking, construction, manufactur- ing, oil and gas, and telecommunication sectors in Nigeria. Thus, empirical models were estimated using the fully modified...
Persistent link: https://www.econbiz.de/10013272883
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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
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An alternative class of ratio-regression-type estimator under two-phase sampling scheme
Muhammad, Isah; Zakari, Yahaya; Audu, Ahmed - In: CBN journal of applied statistics 12 (2021) 2, pp. 1-26
In this study, a new exponential ratio-regression estimator is developed using an aux- iliary variable for estimating the finite population mean under a two-phase sampling system. The Bias and Mean Square Error (MSE) of the proposed estimator are de- rived and compared with some of the...
Persistent link: https://www.econbiz.de/10013272887
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Bitcoin and South African stock market returns during COVID-19 Pandemic: A test of the safe-haven hypothesis
Udom, Akaninyene U.; Nnamani, Sopuru W. - In: CBN Journal of Applied Statistics 14 (2023) 2, pp. 1-23
This paper tests the safe-haven property of Bitcoin for South African stocks using Full and Diagonal BEKK-GARCH models. The study uses the Johannesburg stock exchange Top40 index, and bitcoin returns data before COVID-19 (August 2018 to December 2019) and during COVID-19 (January 2020 to June...
Persistent link: https://www.econbiz.de/10015396512
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Modelling the Naira exchange rate dependence using static and time-varying copula
Katata, Kabir - In: CBN Journal of Applied Statistics 14 (2023) 2, pp. 41-72
This paper examines the dependence structure of different currencies versus the Nigerian Naira using constant and time-varying copula. Daily Naira/USD, Naira/Yuan, Naira/Pound, and Naira/Euro exchange rates from 23 December 2011 to 12 May 2020 were utilised. We fitted eight constant and...
Persistent link: https://www.econbiz.de/10015396514
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Generalized ratio-product cum regression variance estimator in two-phase sampling
Muhammad, Isah - In: CBN Journal of Applied Statistics 14 (2023) 2, pp. 73-101
This study develops a flexible and efficient generalized ratio-product cum regression-type estimator of population variance utilizing auxiliary variable in two-phase sampling that incorporates the properties of ratio-type and product-type estimators. The properties of the estimator were derived...
Persistent link: https://www.econbiz.de/10015396516
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