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Displaying results 1 to 4 of 4.

  1. The real exchange rate of an oil exporting economy
    empirical evidence from Nigeria
    Author: Suleiman, Hassan; Muhammad, Zahid
    Published: 2011
    Publisher:  FIW, Wien

    In this study the long-run relationship between real oil price, real effective exchange rate and productivity differentials is examined using annual data for Nigeria over the period 1980 to 2010. We aim to investigate whether oil price fluctuations... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 521 (72)
    Inter-library loan:
    No inter-library loan

     

    In this study the long-run relationship between real oil price, real effective exchange rate and productivity differentials is examined using annual data for Nigeria over the period 1980 to 2010. We aim to investigate whether oil price fluctuations and productivity differentials affect the real effective exchange rate. The empirical results suggest that whereas real oil price exercise a significant positive effect on the real exchange rate in the long run. Productivity differentials exercise a significant negative influence on the real exchange rate. The study noted that, the real exchange rate appreciation of 2000-2010 was driven by oil prices. The findings of this study have important implications for exchange rate policy and are relevant to many developing economies where oil exports constitute a significant share of their exports.

     
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/121075
    Series: FIW working paper ; 72
    Subjects: Kaufkraftparität; Ölpreis; Bruttoinlandsprodukt; Nigeria
    Scope: Online-Ressource ([25] S.), graph. Darst.
  2. Exploring oil price - exchange rate nexus for Nigeria
    Author: Muhammad, Zahid; Suleiman, Hassan; Kouhy, Reza
    Published: 2011
    Publisher:  FIW, Wien

    This paper investigates the oil price - exchange rate nexus for Nigeria during the period 2007-2010 using daily data. The generalised autoregressive conditional heteroscedasticity (GARCH) and exponential GARCH (EGARCH) models are employed to examine... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 521 (71)
    Inter-library loan:
    No inter-library loan

     

    This paper investigates the oil price - exchange rate nexus for Nigeria during the period 2007-2010 using daily data. The generalised autoregressive conditional heteroscedasticity (GARCH) and exponential GARCH (EGARCH) models are employed to examine the impact of oil price changes on the nominal exchange rate .The outcome of this research indicates that a rise in oil prices leads to a depreciation of the Nigerian Naira vis-à-vis the US dollar over the study period.

     
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/121071
    Series: FIW working paper ; 71
    Subjects: Wechselkurs; Ölpreis; ARCH-Modell; Schätzung; Nigeria
    Scope: Online-Ressource ([24] S.), graph. Darst.
  3. Exploring oil price
    exchange rate nexus for Nigeria
    Author: Muhammad, Zahid; Suleiman, Hassan; Kouhy, Reza
    Published: 2011
    Publisher:  FIW, Wien

    This paper investigates the oil price – exchange rate nexus for Nigeria during the period 2007-2010 using daily data. The generalised autoregressive conditional heteroscedasticity (GARCH) and exponential GARCH (EGARCH) models are employed to examine... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1769 (71)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

     

    This paper investigates the oil price – exchange rate nexus for Nigeria during the period 2007-2010 using daily data. The generalised autoregressive conditional heteroscedasticity (GARCH) and exponential GARCH (EGARCH) models are employed to examine the impact of oil price changes on the nominal exchange rate .The outcome of this research indicates that a rise in oil prices leads to a depreciation of the Nigerian Naira vis-à-vis the US dollar over the study period.

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: FIW working paper ; 71
    Subjects: Wechselkurs; Ölpreis; ARCH-Modell; Schätzung; Nigeria
    Scope: [22] S., graph. Darst.
  4. The real exchange rate of an oil exporting economy
    empirical evidence from Nigeria
    Author: Suleiman, Hassan; Muhammad, Zahid
    Published: 2011
    Publisher:  FIW, Wien

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1769 (72)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: FIW working paper ; 72
    Subjects: Kaufkraftparität; Ölpreis; Bruttoinlandsprodukt; Nigeria
    Scope: [23] S.