Inflation, Output Growth and their Uncertainties: A Multivariate GARCH-M Modeling Evidence for Nigeria
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- Perekunah B. Eregha & Arcade Ndoricimpa, 2019. "Inflation, Output Growth and their Uncertainties: A Multivariate GARCH-M Modeling Evidence for Nigeria," Working Papers of the African Governance and Development Institute. 19/060, African Governance and Development Institute..
- Perekunah B. Eregha & Arcade Ndoricimpa, 2019. "Inflation, Output Growth and their Uncertainties: A Multivariate GARCH-M Modeling Evidence for Nigeria," Research Africa Network Working Papers 19/060, Research Africa Network (RAN).
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More about this item
KeywordsInflation; Inflation Uncertainty; Output; Output Uncertainty; BEKK GARCH-M;
All these keywords.
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E0 - Macroeconomics and Monetary Economics - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-MAC-2019-09-30 (Macroeconomics)
- NEP-MON-2019-09-30 (Monetary Economics)
- NEP-ORE-2019-09-30 (Operations Research)
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