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The real exchange rate of an oil exporting economy: Empirical evidence from Nigeria
16 references·0 citing·35 second hop
The real exchange rate of an oil exporting economy: Empirical evidence from Nigeria (2011)The real exchange rate of an oil exportin…Oil price fluctuations and U.S. dollar exchange rates (2009)Oil price fluctuations and U.…The turning black tide: energy prices and the Canadian dollar (2008)The turning black tide: energ…Introductory econometrics for finance. 2nd edition (2008)Introductory econometrics for…Diagnosing Dutch Disease: Does Russia Have the Symptoms? (2007)Diagnosing Dutch Disease: Doe…Are There Oil Currencies? The Real Exchange Rate of Oil Exporting Countries (2007)Are There Oil Currencies? The…Real Exchange Rates in Developing Countries: Are Balassa-Samuelson Effects Present? (2005)Real Exchange Rates in Develo…Explaining the real exchange rate in Kazakhstan, 1996–2003: Is Kazakhstan vulnerable to the Dutch disease? (2005)Explaining the real exchange …Oil prices and exchange rates: Norwegian evidence (2004)Oil prices and exchange rates…Commodity currencies and the real exchange rate (2004)Commodity currencies and the …Long-run equilibrium real exchange rates and oil prices (1998)Long-run equilibrium real exc…Exchange Rates and Oil Prices (1998)Exchange Rates and Oil PricesTerms of trade and real exchange rates: the Canadian evidence (1995)Terms of trade and real excha…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Commodity prices, interest rates and the dollar (2009)Can Exchange Rates Forecast Commodity Prices? * (2010)How to Understand High Food Prices (2010)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Modelling oil price and exchange rate co-movements (2011)How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Examining crude oil price – Exchange rate nexus for India during the period of extreme oil price volatility (2010)Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea (2011)Between the hammer and the anvil: The impact of economic sanctions and oil prices on Russia’s ruble (2016)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Empirical exchange rate models of the seventies (1983)Oil and US dollar exchange rate dependence: A detrended cross-correlation approach (2013)The relationship between oil prices and exchange rates: Revisiting theory and evidence (2020)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Board diversity and firm performance: The Indonesian evidence (2011)Impact of oil price shocks on output, inflation and the real exchange rate: evidence from selected ASEAN countries (2015)Determinants of corporate financial performance relating to board characteristics of corporate governance in Indian manufacturing industry (2017)The Purchasing Power Parity Puzzle (1996)Was Weber Wrong? A Human Capital Theory of Protestant Economic History * (2009)The Next Generation of the Penn World Table (2015)Economic Growth in a Cross Section of Countries (1989)Impact of crude oil price volatility on economic activities: An empirical investigation in the Thai economy (2008)Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates (2015)The impact of oil shocks on exchange rates: A Markov-switching approach (2015)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 2004Commodity currencies and the real exchange rate482 cited
  • 2008Introductory econometrics for finance. 2nd edition462 cited
  • 2009Oil price fluctuations and U.S. dollar exchange rates457 cited
  • 1998Exchange Rates and Oil Prices303 cited
  • 1998Long-run equilibrium real exchange rates and oil prices249 cited
  • 2004Oil prices and exchange rates: Norwegian evidence224 cited
  • 1995Terms of trade and real exchange rates: the Canadian evidence189 cited
  • 2007Diagnosing Dutch Disease: Does Russia Have the Symptoms?137 cited
  • 2007Are There Oil Currencies? The Real Exchange Rate of Oil Exporting Countries133 cited
  • 2008The turning black tide: energy prices and the Canadian dollar109 cited
  • 2005Real Exchange Rates in Developing Countries: Are Balassa-Samuelson Effects Present?105 cited

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Explaining the real exchange rate in Kazakhstan, 1996–2003: Is Kazakhstan vulnerable to the Dutch disease?
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