Investigating the Relationship between Currency Substitution, Exchange Rate and Inflation in Nigeria: An Autoregressive Distributed Lag (ARDL) Approach
Download full text from publisher
References listed on IDEAS
- McKinnon, Ronald I, 1982. "Currency Substitution and Instability in the World Dollar Standard," American Economic Review, American Economic Association, vol. 72(3), pages 320-333, June.
- John F. O. Bilson, 1979. "Recent Developments in Monetary Models of Exchange Rate Determination (Evolution rÃ©cente des modÃ¨les monÃ©taires de dÃ©termination des taux de change) (Progreso reciente en el campo de los modelos m," IMF Staff Papers, Palgrave Macmillan, vol. 26(2), pages 201-223, June.
- Edgar Feige & James Dean, 2002. "Dollarization and Euroization in Transition Countries: Currency Substitution, Asset Substitution, Network Externalities and Irreversibility," International Finance 0205003, EconWPA.
- Mohamed El-Erian, 1988. "Currency Substitution in Egypt and the Yemen Arab Republic: A Comparative Quantitative Analysis," IMF Staff Papers, Palgrave Macmillan, vol. 35(1), pages 85-103, March.
- Calvo, Guillermo A & Rodriguez, Carlos Alfredo, 1977. "A Model of Exchange Rate Determination under Currency Substitution and Rational Expectations," Journal of Political Economy, University of Chicago Press, vol. 85(3), pages 617-625, June.
- M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith, 2001. "Bounds testing approaches to the analysis of level relationships," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 289-326.
- Girton, Lance & Roper, Don E, 1981. "Theory and Implications of Currency Substitution," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 13(1), pages 12-30, February.
- C. L. Ramirez-Rojas, 1985. "Currency Substitution in Argentina, Mexico, and Uruguay (Substitution de monnaie en Argentine, au Mexique et en Uruguay) (SustituciÃ³n de moneda en Argentina, MÃ©xico y Uruguay)," IMF Staff Papers, Palgrave Macmillan, vol. 32(4), pages 629-667, December.
- Germana Corrado, 2008. "An open economy model with currency substitution and real dollarization," Journal of Economic Studies, Emerald Group Publishing, vol. 35(1), pages 69-93, January.
- Oomes, Nienke & Ohnsorge, Franziska, 2005.
"Money demand and inflation in dollarized economies: The case of Russia,"
Journal of Comparative Economics,
Elsevier, vol. 33(3), pages 462-483, September.
- Franziska L Ohnsorge & Nienke Oomes, 2005. "Money Demand and Inflation in Dollarized Economies; The Case of Russia," IMF Working Papers 05/144, International Monetary Fund.
- Benedict J. Clements & Gerd Schwartz, 1992. "Currency Substitution; The Recent Experience of Bolivia," IMF Working Papers 92/65, International Monetary Fund.
- Calvo, Guillermo & Vegh, Carlos, 1992.
"Currency Substitution in Developing Countries: An Introduction,"
20338, University Library of Munich, Germany.
- Guillermo Calvo & Carlos A. Végh Gramont, 1992. "Currency Substitution in Developing Countries; An Introduction," IMF Working Papers 92/40, International Monetary Fund.
- Rogers, John H., 1992. "Convertibility risk and dollarization in Mexico: a vectorautoregressive analysis," Journal of International Money and Finance, Elsevier, vol. 11(2), pages 188-207, April.
- Agenor, Pierre-Richard & Khan, Mohsin S., 1996.
"Foreign currency deposits and the demand for money in developing countries,"
Journal of Development Economics,
Elsevier, vol. 50(1), pages 101-118, June.
- Mohsin S. Khan & Pierre-Richard Agénor, 1992. "Foreign Currency Deposits and the Demand for Money in Developing Countries," IMF Working Papers 92/1, International Monetary Fund.
More about this item
KeywordsCurrency Substitution; Exchange Rate; Inflation; ARDL; CUSUM and CUMSUMQ.;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:52551. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Joachim Winter) or (Rebekah McClure). General contact details of provider: http://edirc.repec.org/data/vfmunde.html .