Revisiting the accuracy of inflation forecasts in Nigeria: The oil price–exchange rate–asymmetry perspectives <sup>1</sup>-Reference-Cited by-同舟云学术

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Revisiting the accuracy of inflation forecasts in Nigeria: The oil price–exchange rate–asymmetry perspectives ¹

Published:2022-02-21 Issue:3 Volume:90 Page:329-348
ISSN:0038-2280
Container-title:South African Journal of Economics
language:en
Short-container-title:South African J Economics

Author:

Isah Kazeem O.¹²³^ORCID,Mahomedy Abdulkader C.²,Udeaja Elias A.⁴,Adelakun Ojo J.⁵,Yakubu Yusuf¹,Musa Danmecca⁶

Affiliation:

1. Department of Economics Kogi State University (KSU) Anyigba Nigeria

2. School of Accounting, Economics and Finance University of KwaZulu‐Natal (UKZN) Berea South Africa

3. Centre for Econometrics and Applied Research (CEAR) Ibadan Nigeria

4. Research Department Central Bank of Nigeria (CBN) Abuja Nigeria

5. Department of Economics Anchor University Lagos Nigeria

6. Federal Capital Territory High Court Abuja Nigeria

Publisher

Wiley

Subject

Economics and Econometrics

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/saje.12313

Reference64 articles.

1. The role of oil prices in Philips curve modelling and forecasting of inflation

2. Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers

3. Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach

4. On the asymmetric response of the exchange rate to shocks in the crude oil market

5. Exchange Rates and Oil Prices

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