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Interest Rate and Exchange Rate Thresholds in Explaining Inflation Dynamics in Nigeria: Evidence from NARDL and Threshold Regression Models

This study examines the impact of the exchange rate and the monetary policy rate (MPR) on inflation trends in Nigeria using a nonlinear framework of NARDL and threshold regression approach from 2001Q1 to 2024Q4. Three long-run models are estimated for headline, food and core inflation within a nonlinear autoregressive distributed lag (NARDL) framework to capture asymmetric short-run and long-run responses to monetary policy and exchange rate shocks. To further evaluate policy effectiveness across different macroeconomic regimes, a threshold regression approach by Tong H. (1978) is employed to …

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from https://iiardjournals.org/get/IJEBM/VOL. 12 NO. 3 2026/Interest Rate and Exchange Rate Thresholds 283-304.pdf
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Source	OpenAlex research
Collection	International records
Kind	Document
Publisher	IIARD INTERNATIONAL JOURNAL OF ECONOMICS AND BUSINESS MANAGEMENT
Date	2026-09-10
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/10.56201/ijebm.vol.12.no3.2026.pg283.304
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W7212170867`

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Interest Rate and Exchange Rate Thresholds in Explaining Inflation Dynamics in Nigeria: Evidence from NARDL and Threshold Regression Models. OpenAlex research, 2026. Vero Archive, record openalex:W7212170867.