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EXCHANGE RATE VARIABILITY AND CURRENCY SUBSTITUTION IN NIGERIA: DETERMINANTS, A CAUSAL ANALYSIS AND IMPLICATIONS FOR MONETARY POLICY - Softcover

Yinusa, Dauda Olalekan

 
9783838355368: EXCHANGE RATE VARIABILITY AND CURRENCY SUBSTITUTION IN NIGERIA: DETERMINANTS, A CAUSAL ANALYSIS AND IMPLICATIONS FOR MONETARY POLICY
Softcover
ISBN 10: 3838355369 ISBN 13: 9783838355368
Verlag: LAP LAMBERT Academic Publishing, 2010

Inhaltsangabe

This book examined the linkage between exchange rate variability and currency Substitution in Nigeria. Specifically, the study tested for the existence of currency substitution and attempted to gauge its magnitude in Nigeria. Also, causality between currency substitution and exchange rate volatility in Nigeria was investigated. Subsequently, the study analyzed the implications of currency substitution and exchange rate volatility for monetary policy in Nigeria. The study covered a period of 17 years ?1986(1)-2004(4). Quarterly time series data collected from the International Financial Statistics published by the International Monetary Fund(IMF) and Central Bank of Nigeria Statistical Bulletin were used for the analysis. The time series properties of the variables were determined using the Augumented Dickey Fuller(ADF) test and the Phillip-Perron Z-test.The study adopted the unrestricted portfolio balance model, incorporating exchange rate volatility within the framework of the Vector Autoregression(VAR) technique.This was complemented with Autoregressive Conditional Heteroscedasticity(ARCH) model to determine the volatility or otherwise of exchange rate in Nigeria.

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Über die Autorin bzw. den Autor

Dr Yinusa specialises in monetary economics. He obtained his Ph.D in Economics from Obafemi Awolowo University (OAU), Ile- Ife, Nigeria in 2005; Fulbright Visiting Scholar, Fordham University, USA (2005-2006); Visiting Lecturer, University of Botswana (2008-2010) and he is currently a Senior Lecturer at OAU, Ile-Ife, Nigeria.

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Verlag
LAP LAMBERT Academic Publishing
Erscheinungsdatum
2010
Sprache
Englisch
ISBN 10 
3838355369
ISBN 13 
9783838355368
Einband
Taschenbuch
Anzahl der Seiten
200
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
SIA OmniScriptum Publishing
customerservice@vdm-vsg.de

Brivibas gatve 197
Riga
1039
Lettland