ANALYSING Inflation in Nigeria: A Fractionally Integrated ARFIMA-GARCH Modelling Approach
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- Terhemba Iorember, Paul & Usar, Terzungwe & Hannafi Ibrahim, Kabiru, 2018. "Analyzing inflation in Nigeria: a fractionally integrated ARFIMA-GARCH modelling Approach," African Journal of Economic Review, African Journal of Economic Review, vol. 6(1), January.
References listed on IDEAS
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- Rasheed O. Alao & Abdulkareem Alhassan & Saheed Alao & Ifedolapo O. Olanipekun & Godwin O. Olasehinde-Williams & Ojonugwa Usman, 2023. "Symmetric and asymmetric GARCH estimations of the impact of oil price uncertainty on output growth: evidence from the G7," Letters in Spatial and Resource Sciences, Springer, vol. 16(1), pages 1-14, December.
- Igoni Pedro & Ganiyat Adejoke Adesina-Uthman, 2022. "Impact of Monetary Policy Shocks on the Output Gap in Nigeria," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 14(9), pages 1-38, September.
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More about this item
Keywords
Inflation; AFIMA; GARCH; Fractional Integrated and Long Memory; ADF and KPSS;All these keywords.
JEL classification:
- B26 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Financial Economics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2018-05-21 (Central Banking)
- NEP-MAC-2018-05-21 (Macroeconomics)
- NEP-MON-2018-05-21 (Monetary Economics)
- NEP-ORE-2018-05-21 (Operations Research)
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