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Year of publication
Subject
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Nigeria 189 Cointegration 49 Exchange rate 48 Estimation 44 Schätzung 43 Volatility 43 Wechselkurs 38 Economic growth 37 Kointegration 36 Monetary policy 35 Inflation 34 Geldpolitik 33 Theorie 33 Theory 33 Volatilität 32 Wirtschaftswachstum 32 Börsenkurs 25 Share price 25 Time series analysis 24 Zeitreihenanalyse 24 ARCH model 23 ARCH-Modell 23 Aktienmarkt 21 GARCH 21 Stock market 21 Economic Growth 18 Estimation theory 17 Interest rate 17 Schätztheorie 17 VAR model 17 VAR-Modell 17 ARDL 16 Forecasting model 15 Prognoseverfahren 15 Structural break 15 Zins 15 Asymmetry 14 Kaufkraftparität 14 Monetary Policy 14 Purchasing power parity 14
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Online availability
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Undetermined 2,046 Free 436
Type of publication
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Article 2,482
Type of publication (narrower categories)
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Article 218 Article in journal 218 Aufsatz in Zeitschrift 218
Language
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Undetermined 2,046 English 436
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 Udeaja, Elias A. 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
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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 218 CBN journal of applied statistics 218
Source
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RePEc 2,046 ECONIS (ZBW) 218 EconStor 218
Showing 1 - 10 of 2,482
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Modeling the effect of population size on banking transaction channels in Nigeria : Grey box vs Support Vector Regression
Bartholomew, Desmond C.; Olewuezi, Ngozi P.; Nwaigwe, … - In: CBN journal of applied statistics 15 (2024) 1, pp. 1-31
This study investigates the effect of Nigeria's population on four selected banking transaction channels. The Nigerian projected population (2022-2027) was used as an input variable for forecasting future volumes of transactions for each channel. The results show that the Support Vector...
Persistent link: https://www.econbiz.de/10015393855
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The effectiveness of monetary policy transmission in Nigeria : evidence from the monetary policy rate and the Cash Reserve Ratio
Nadani, Abdulrahman Abdullahi; Isah, Auwal - In: CBN journal of applied statistics 15 (2024) 1, pp. 117-151
This paper investigates the effectiveness of the Monetary Policy Rate (MPR) and Cash Reserve Ratio (CRR) as policy instruments in Nigeria. A structural VAR model is employed to simulate two distinct models measuring shocks from the MPR and the CRR using monthly data from January 2006 to December...
Persistent link: https://www.econbiz.de/10015393873
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Trade liberalization, non-oil export and economic growth in Nigeria
Andohol, Jerome T.; Tarzoor, Terhemen; Nomor, Dennis T. - In: CBN journal of applied statistics 15 (2024) 1, pp. 83-115
The study examines the impact of trade liberalization and non-oil exports on economic growth in Nigeria from 1986 to 2021. The study utilizes an autoregressive distributed lag model and found the combined effect of trade liberalization and non-oil exports to be positive and statistical...
Persistent link: https://www.econbiz.de/10015393902
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Welfare implication of alternative tax rates adjustment policy in Nigeria : a DSGE analysis
Ibrahim, Umar B.; Abubakar, Isah F. - In: CBN journal of applied statistics 15 (2024) 1, pp. 55-82
This study sets out to determine the desirable policy adjustment in the tax rate for Nigeria that ensures the least welfare cost. A calibrated small open-economy New Keynesian Dynamic Stochastic General Equilibrium (NKDSGE) model of the Nigerian economy is applied to achieve this objective....
Persistent link: https://www.econbiz.de/10015393917
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Value added tax rate variation, import demand and sectoral output in Nigeria
Nomkuha, Joshua Kpelai; Asooso, Aondoawase; Abachi, … - In: CBN journal of applied statistics 15 (2024) 1, pp. 33-53
This study employs computable general equilibrium (CGE) model to estimate the effect of increase in value added tax (VAT), from 5 per cent to 7.5 per cent, on import demand and sectoral output in Nigeria. The study uses 2020 as the base year for the data analysis. The results show that increase...
Persistent link: https://www.econbiz.de/10015393923
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Analysis of the impact of economic integration of regional trade in African countries
Abdullahi, Hussaini; Dantama, Yusuf U. - In: CBN journal of applied statistics 15 (2024) 2, pp. 93-122
This study assesses the impact of economic integration on regional trade in African countries from 1980 to 2023. Employing a panel Generalized Method of Moments (GMM) technique, we analyzed trade patterns and integration policies using data from World Development Indicator (WDI), the findings...
Persistent link: https://www.econbiz.de/10015454848
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Modeling volatility in the Nigeria stock exchange : the role of structural breaks
Ucheoma, Ekejiuba C. - In: CBN journal of applied statistics 15 (2024) 2, pp. 71-92
This study models volatility in the daily Nigeria Stock Exchange 30 index from Jan- uary 30, 2012 to August 31, 2020, comparing the Modified Iterated Cumulative Sums of Squares (MICSS) and the traditional cumulative sum of squares (CUSUMSQ) ap- proaches. Findings reveal that integrating...
Persistent link: https://www.econbiz.de/10015454849
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Fiscal deficit and human development : empirical evidence from Nigeria
Elias, Udeaja A.; Elijah, Akanni O. - In: CBN journal of applied statistics 15 (2024) 2, pp. 37-70
This study investigates the effects of fiscal deficits on human development in Nige- ria from 1990 to 2021, employing standard econometric and machine learning ap- proaches. Specifically, the paper applies autoregressive distributed lag (ARDL) mod- els to examine linear relationships, and...
Persistent link: https://www.econbiz.de/10015454850
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Forecasting Nigerian stock market volatilities using bagging and ensemble averaging
Godknows, Isenah M. - In: CBN journal of applied statistics 15 (2024) 2, pp. 01-35
This paper using bagged GARCH-type model, with ensemble averaging estimators models and compares the forecast performances to those of some classical GARCH- type models. Using Mean Absolute Forecast Error (MAFE) and Root Mean Squared Forecast Error (RMSFE) as forecast-error measures, the results...
Persistent link: https://www.econbiz.de/10015454851
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Improving the efficiency of exponential ratio-type estimator for population median : a calibration weight adjustment approach
Iseh, Mathew J.; Bassey, Kufre J. - In: CBN journal of applied statistics 14 (2023) 1, pp. 1-23
This paper modifies the Bahl and Tuteja exponential ratio-type estimator for population median under simple random and stratified sampling schemes using calibration weight adjustment technique with supplementary information to vary the stratum weights. The bias and mean square error of the...
Persistent link: https://www.econbiz.de/10015393659
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