Monetary exchange rate model as a long-run phenomenon: evidence from Nigeria
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- Evans, Olaniyi, 2013. "The Monetary Model of Exchange Rate in Nigeria: an Autoregressive Distributed Lag (ARDL) Approach," MPRA Paper 52457, University Library of Munich, Germany.
More about this item
KeywordsExchange rate; Monetary fundamentals; Monetary exchange rate model; Cointegration; Nigeria;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AFR-2013-04-27 (Africa)
- NEP-ALL-2013-04-27 (All new papers)
- NEP-MON-2013-04-27 (Monetary Economics)
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