Alhaji Jibrilla, Aliyu; Balami, Dahiru H. - In: CBN Journal of Applied Statistics 13 (2022) 1, pp. 123-162
This paper empirically examines the pass-through of the Central Bank of Nigeria policy rate to commercial banks' retail rates. The study covers the pre-liberalization (1962M01-1987M07) and post-liberalization (1987M08-2020M09) periods, and em- plys asymmetric cointegration and error-correction...
