Browsing by Subject "VAR"

EMU I-REP

Browsing by Subject "VAR"

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  • The Impact of Oil Price Shocks on the Stock Markets of the G8 Countries 
    Shaeri, Komeil (Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2013-06)
    This study investigates the short term relationship between oil price shocks and real stock returns of the G8 countries over the period of 1993:1-2011:3. Empirical analysis shows that the stock markets of the net oil ...
  • Trade Openness, FDI and Oil Price: The Impacts to the Economic Growth: A Time Series Study of Nigeria 
    Udemba, Edmund Ntomchukw (Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2015-02)
    This is a time series study that examines the connection among the Foreign Direct Investment (FDI), trade openness and economic performance as in Gross Domestic Products (GDP) growth in Nigeria, within the vector autoregressive ...
  • Transmission Mechanism of Monetary Policy in Nigeria: Evidence from VAR Approach 
    Hassan, Abubakar (Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2015-08)
    Although the vast majority of the economists and the policy makers alike would agree that monetary policy is relatively effective at least in the short run, there is enormous room for dispute on how it is transmitted through ...