dc.contributor.advisor |
Yorucu, Vedat |
|
dc.contributor.author |
Sanni, Ramatu Mohammed |
|
dc.date.accessioned |
2018-06-20T05:14:02Z |
|
dc.date.available |
2018-06-20T05:14:02Z |
|
dc.date.issued |
2014-02 |
|
dc.date.submitted |
2014-02 |
|
dc.identifier.citation |
Sanni, Ramatu Mohammed. (2014). The Effects of Exchange Rates Volatility on the growth of Gross Domestic Product in Nigeria. Thesis (M.S.), Eastern Mediterranean University, Institute of Graduate Studies and Research, Dept. of Economics, Famagusta: North Cyprus. |
en_US |
dc.identifier.uri |
http://hdl.handle.net/11129/3814 |
|
dc.description |
Master of Science in Banking and Finance. Thesis (M.S.)--Eastern Mediterranean University, Faculty of Business and Economics, Dept. of Banking and Finance, 2014. Supervisor: Assoc. Prof. Dr. Vedat Yorucu. |
en_US |
dc.description.abstract |
The study is an empirical investigation of the effects of real exchange rates volatility on the growth of gross domestic product in Nigeria. Annual data was employed covering the period 1960-2012, on the relevant variables such as real exchange rates, gross domestic product, inflation, import and export. A review of the literature reveals that foreign exchange rates movements can either have a positive or a negative effect on the gross domestic product.
The empirical analysis began with testing for stationarity of the variables (Unit root test) by using the Augmented Dickey-Fuller (ADF) test procedure and the Phillips Perron test, after the stationary of the variables was established, it was followed by the cointegration estimation, vector error correction and the Granger-Causality test.
The result of the estimation suggested that to maintain a positive growth in real GDP, the domestic currency must depreciate in value. The estimation also indicated a positive relationship between export and real GDP, while a negative relation between real GDP and import.
Keywords: Foreign exchange, Gross Domestic Product, Co-integration, Vector Error Correction mode |
en_US |
dc.description.abstract |
ÖZ :
Çalışma Nijerya'da gayri safi yurtiçi hasılabüyüme reel döviz kuru dalgalanmaetkilerinin ampirik bir araştırmadır . Yıllık veriler, reel döviz kurları , gayri safi yurtiçi hasıla , enflasyon , ithalat ve ihracat gibiilgili değişkenler üzerinde ,1960-2012 dönemini kapsayan istihdam edildi .
Literatür incelemesi döviz kurları hareketleri olumlu veyagayri safi yurtiçi hasıla üzerinde olumsuz bir etkisi olabilir ya da ortaya koymaktadır.
Ampirik analizAugmented Dickey - Fuller ( ADF ) test prosedürü vePhillips Perron testi iledeğişkenler (Birim kök testi) durağanlık için test ile başlayandeğişkenlerinsabit kurulduktan sonra , bubütünleşme tahmin izledi , vektör hata düzeltme veGranger - Nedensellik testi.
Kestirimsonucu reel GSYİH olumlu bir büyüme sağlamak için ,yerli para değer kaybına uğrar gerektiğini önerdi . Tahmin ayrıca ihracat ve reel GSYİH arasında pozitif bir ilişki belirlenmiştir , reel GSYİH ve ithalat arasında negatif bir ilişki ise .
Anahtar kelimeler: Döviz , Gayri Safi Yurtiçi Hasıla , Co - entegrasyon , Vektör Hata Düzeltme modu |
en_US |
dc.language.iso |
eng |
en_US |
dc.publisher |
Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ) |
en_US |
dc.rights |
info:eu-repo/semantics/openAccess |
en_US |
dc.subject |
Banking and Finance |
en_US |
dc.subject |
Gross domestic product - Nigeria |
en_US |
dc.subject |
National Income - Nigeria |
en_US |
dc.subject |
Foreign exchange |
en_US |
dc.subject |
Gross Domestic Product |
en_US |
dc.subject |
Co-integration |
en_US |
dc.subject |
Vector Error Correction mode |
en_US |
dc.title |
The Effects of Exchange Rates Volatility on the growth of Gross Domestic Product in Nigeria |
en_US |
dc.type |
masterThesis |
en_US |
dc.contributor.department |
Eastern Mediterranean University, Faculty of Business and Economics, Dept. of Banking and Finance |
en_US |