The Relationship between Oil Price Volatility and Macroeconomic Variables in Nigeria: A Vector Autoregressive (VAR) Approach
Author(s) -
Tochukwu Timothy Okoli,
Devi Datt Tewari,
Ajibola Rhodaoluwafisayomi
Publication year - 2018
Publication title -
journal of economics and behavioral studies
Language(s) - English
Resource type - Journals
ISSN - 2220-6140
DOI - 10.22610/jebs.v9i6.2020
Subject(s) - economics , volatility (finance) , variance decomposition of forecast errors , exchange rate , oil price , econometrics , vector autoregression , monetary economics , interest rate , real gross domestic product , macroeconomics
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