Unrestricted Vector Autoregressive Modelling of the Interaction among Oil Price, Exchange Rate and Inflation in Nigeria (1981–2017)
G. L. Tuaneh & L. Wiri · Asian Journal of Probability and Statistics · 2019
The interdependence among oil prices, exchange rates and inflation rates, and their response to shocks, was a cause of concern. Unrestricted Vector Autoregression (UVAR) was employed to analyse this interactions as well as to investigate the pattern of causality among the study v...
Open access
Research Article
10.9734/ajpas/2018/v2i429946