Economic relationships are often modelled without consideration of a possible regime switch, the transmission from one regime to another and the duration of stay in a particular regime which are not captured by linear models. This study aimed to model and estimate the interdepend...
Open access
Research Article10.9734/ajpas/2021/v12i430294
The dynamic behaviour of macroeconomic stability indicators particularly their; evolution, interaction and interdependence, obviously cause shocks among themselves. This study is a multivariate time-series modelling and investigation of the interaction and pattern of causality am...
Open access
Research Article10.9734/AJEBA/2018/46515
The risks associated with exchange rate and money market indicators have drawn the attentions of econometricians, researchers, statisticians, and even investors in deposit money banks in Nigeria. The study targeted at modeling exchange rate and Nigerian deposit banks money market...
Open access
Research Article10.9734/ajeba/2019/v10i230103
The study applied Autoregressive Integrated Moving Average Intervention in modelling crude oil prices in Nigeria spanning the period from January 1986 to June 2017. The time plot of the series showed an abrupt increase in the series and this called for intervention modelling. The...
Open access
Research Article10.9734/ajpas/2019/v3i130083