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Determinants of interest rates in Nigeria: An error correction model
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Determinants of interest rates in Nigeria: An error correction model (2010)Determinants of interest rates in Nigeria…Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Investigating Causal Relation…Monetary policy and exchange rate stability in Nigeria (2002)Monetary policy and exchange …Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…The Impact of Interest Rate Liberalization on the Corporate Financing Strategies of Quoted Companies in Nigeria (1999)The Impact of Interest Rate L…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…A Comparison of Unit-Root Test Criteria (1994)A Comparison of Unit-Root Tes…DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)DETERMINATION OF COINTEGRATIO…Financial liberalization and interest rate determination: The case of the Philippines, 1981–1985 (1991)Financial liberalization and …Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Interest Rate Determination in Developing Countries: A Conceptual Framework (1985)Interest Rate Determination i…Forecasting Economic Time Series (1979)Forecasting Economic Time Ser…Money and Capital in Economic Development. (1974)Covered Interest Arbitrage: Unexploited Profits? (1975)THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES (1975)Capital Mobility in Developing Countries: Some Measurement Issues and Empirical Estimates (1994)Capital Account Liberalization: Theoretical and Practical Aspects (1998)Measuring financial and economic integration with equity prices in emerging markets (2002)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A Decomposition of Global Linkages in Financial Markets Over Time (2004)The causal relationship between electricity consumption and economic growth in the ASEAN countries (2005)The nexus between carbon emissions, energy consumption and economic growth in Middle East countries: A panel data analysis (2013)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing weak exogeneity and the order of cointegration in UK money demand data (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Stock Prices, News, and Economic Fluctuations (2006)Causal Ordering and Identifiability (1977)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site (2009)Testing for Granger non-causality in heterogeneous panels (2012)A General Equilibrium Approach To Monetary Theory (1969)Shaw, Edward S., Financial Deepening in Economic Development, New York, Oxford University Press, 1973, xii + 260 pp. ($7.50 cloth, $3.50 paper) (1974)Financial Development in Asia: some analytical issues (1995)Political Economy (2003)The Philippine Economy (2003)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)Exchange Rate Depreciation and Inflation in Nigeria(1986âÂÂ2008) (2011)Effect of Monetary-Fiscal Policies Interaction on Price and Output Growth in Nigeria (2013)An Empirical Analysis of Exchange Rate Volatility on Export Trade In a Developing Economy (2018)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods4,760 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND1,011 cited
  • 1979Forecasting Economic Time Series1,004 cited
  • 1994A Comparison of Unit-Root Test Criteria447 cited
  • 1985Interest Rate Determination in Developing Countries: A Conceptual Framework143 cited
  • 1991Financial liberalization and interest rate determination: The case of the Philippines, 1981–198540 cited
  • 2002Monetary policy and exchange rate stability in Nigeria28 cited
  • 1999The Impact of Interest Rate Liberalization on the Corporate Financing Strategies of Quoted Companies in Nigeria20 cited

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