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Details about Ahamuefula Ephraim Ogbonna

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Homepage:https://www.researchgate.net/profile/Ahamuefula_Ogbonna
Workplace:Centre for Econometric and Allied Research, University of Ibadan, (more information at EDIRC)

Access statistics for papers by Ahamuefula Ephraim Ogbonna.

Last updated 2021-07-30. Update your information in the RePEc Author Service.

Short-id: pog56


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Working Papers

2021

  1. Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis
    Working Papers, University of Pretoria, Department of Economics Downloads

2020

  1. Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Statistics in Transition New Series (2021)
  2. Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States
    Working Papers, University of Pretoria, Department of Economics

2019

  1. A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data
    Working Papers, University of Pretoria, Department of Economics View citations (3)
  2. A new unit root analysis for testing hysteresis in unemployment
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  4. Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  5. Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Quality & Quantity: International Journal of Methodology (2019)
  6. Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach
    MPRA Paper, University Library of Munich, Germany Downloads
  7. Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in International Journal of Finance & Economics (2021)

2018

  1. Does the choice of estimator matter for forecasting? A revisit
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (4)
  2. Forecasting CO2 emissions: Does the choice of estimator matter?
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  3. How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2019)
  4. Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models
    MPRA Paper, University Library of Munich, Germany Downloads

2017

  1. Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (2)
    See also Journal Article in Energy (2019)
  2. Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (3)
  3. Investigating Structural break-GARCH-based Unit root test in US exchange rates
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

Undated

  1. Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data
    Working Papers, University of Pretoria, Department of Economics Downloads View citations (2)

Journal Articles

2021

  1. A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic
    Sustainability, 2021, 13, (6), 1-18 Downloads
  2. A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network*
    Oxford Bulletin of Economics and Statistics, 2021, 83, (4), 960-981 Downloads
  3. Life expectancy in West African countries: Evidence of convergence and catching up with the north
    Statistics in Transition New Series, 2021, 22, (1), 75-88 Downloads
    See also Working Paper (2020)
  4. Mapping US presidential terms with S&P500 index: Time series analysis approach
    International Journal of Finance & Economics, 2021, 26, (2), 1938-1954 Downloads View citations (1)
  5. Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration
    International Journal of Finance & Economics, 2021, 26, (1), 1318-1335 Downloads
    See also Working Paper (2019)
  6. Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach
    Economic Analysis and Policy, 2021, 70, (C), 259-275 Downloads
  7. Point and density forecasting of macroeconomic and financial uncertainties of the USA
    Journal of Forecasting, 2021, 40, (4), 700-707 Downloads
  8. Stock‐induced Google trends and the predictability of sectoral stock returns
    Journal of Forecasting, 2021, 40, (2), 327-345 Downloads

2020

  1. Google trends and the predictability of precious metals
    Resources Policy, 2020, 65, (C) Downloads View citations (7)

2019

  1. Another look at the energy-growth nexus: New insights from MIDAS regressions
    Energy, 2019, 174, (C), 69-84 Downloads View citations (9)
    See also Working Paper (2017)
  2. CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY
    Statistics in Transition New Series, 2019, 20, (3), 119-132 Downloads
  3. How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash?
    Physica A: Statistical Mechanics and its Applications, 2019, 531, (C) Downloads View citations (10)
    See also Working Paper (2018)
  4. Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test
    Quality & Quantity: International Journal of Methodology, 2019, 53, (6), 2781-2795 Downloads View citations (3)
    See also Working Paper (2019)
 
Page updated 2021-07-31