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Unrestricted Vector Autoregressive Modelling of the Interaction among Oil Price, Exchange Rate and Inflation in Nigeria (1981–2017)

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 variable. Annual data spanning from 1981 to 2017 was sourced from the Statistical Bulletin of the Central Bank of Nigeria. Pre-estimation analysis showed that all variables were integrated of order one 1(1), and there no cointegrating relationship. The inverse root of AR characteristic polynomial showed a stable VAR mod…

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Source	OpenAlex research
Collection	International records
Kind	Document
Publisher	Asian Journal of Probability and Statistics
Date	2019-01-30
Type	article
Details	openalex authorships.countries:NG,primary topic.subfield.id:3320\|3321\|3308\|1202\|3303\|3312\|2002\|2000\|2003 + local /\bnige
Found at	https://doi.org/10.9734/ajpas/2018/v2i429946
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W2953692918`

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Unrestricted Vector Autoregressive Modelling of the Interaction among Oil Price, Exchange Rate and Inflation in Nigeria (1981–2017). OpenAlex research, 2019. Vero Archive, record openalex:W2953692918.