Working Papers

From Centre for Econometric and Allied Research, University of Ibadan
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65: Revisiting the accuracy of inflation forecasts in Nigeria: the oil price –exchange rate perspectives

Elias Udeaja and Kazeem Isah

64: Modelling returns and volatility connectedness between food prices and exchange rate in Nigeria

Lateef Akanni

63: The Jolly Ride of International Reserves and Commodity Prices: Evidence from Predictive Models

Ibrahim Raheem and Kazeem Isah

62: Does time-variation matter in the stochastic volatility components for G7 stock returns

Afees Salisu and Ahamuefula Ogbonna

60: Testing for time-varying stochastic volatility in Bitcoin returns

Afees Salisu and Idris Adediran

59: Exchange rate dynamics and stock market performance in Nigeria: Evidence from a Nonlinear ARDL Approach

Mutiu Oyinlola and Tirimisiyu Oloko

58: Analysing the distribution properties of Bitcoin returns

Afees Salisu, Aviral Tiwari and Ibrahim Raheem

57: A new procedure for pre-testing the distribution properties of Stock returns

Afees Salisu and Ibrahim Raheem

56: The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market

Kazeem Isah and Ibrahim Raheem

55: Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries

Afees Salisu, Wasiu Adekunle, Zachariah Emmanuel and Wasiu Alimi

54: Predicting the stock prices of G7 countries with Bitcoin prices

Afees Salisu, Kazeem Isah and Lateef Akanni

53: Does the choice of estimator matter for forecasting? A revisit

Afees Salisu, Ahamuefula Ogbonna and Paul Adeoye Omosebi

52: A Survey of Big Data Technologies and Internet of Things for Economic Growth and Sustainable Development

Paul Adeoye Omosebi and Adetunji Adewole

51: Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA

Afees Salisu, Lateef Akanni and Rasheed Azeez

50: Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis

Afees Salisu and Taofeek Ayinde

49: United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD

Afees Salisu

48: Energy consumption and economic growth in oil importing and oil exporting countries: A Panel ARDL approach

Afees Salisu, Tirimisiyu Oloko, Ismail Okunoye, Olaide Opeloyeru and Nafisat Olabisi

47: US shale oil and the behaviour of commodity prices

Afees Salisu and Idris Adediran

46: Exchange Rate Movements on Sectoral Stock Prices of Nigerian Firms: Is there Evidence of Asymmetry?

Lateef Akanni and Kazeem Isah

45: Forecasting CO2 emissions: Does the choice of estimator matter?

Afees Salisu, Lateef Akanni and Ahamuefula Ogbonna

44: Forecasting GDP of OPEC: The role of oil price

Afees Salisu, Umar Ndako and Idris Adediran

42: Modeling the residential electricity demand in the US

Afees Salisu, Oluwatomisin Oyewole and Lateef Akanni

41: Improving the predictability of commodity prices in US inflation: The role of coffee price

Afees Salisu, Raymond Swaray and Idris Adediran

40: You are what you eat: The role of oil price in Nigeria inflation forecast

Moses Tule, Afees Salisu and Charles Chimeke

39: Predicting US Inflation: Evidence from a New Approach

Afees Salisu and Kazeem Isah

38: Modelling stock price-exchange rate nexus in OECD countries - A new perspective

Afees Salisu and Umar Ndako

37: US stocks in the presence of oil price risk: Large cap vs. Small cap

Afees Salisu, Raymond Swaray and Tirimisiyu Oloko

36: Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests

Afees Salisu and Tirimisiyu Oloko

35: Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models

Afees Salisu and Ahamuefula Ogbonna

34: A Capital Flight-Growth Nexus in Sub-Saharan Africa: The Role of Macroeconomic Uncertainty

Afees Salisu and Kazeem Isah

33: A sectoral analysis of asymmetric nexus between oil and stock

Afees Salisu, Ibrahim Raheem and Umar Ndako

31: A new look at the stock price-exchange rate nexus

Afees Salisu and Umar Ndako

30: Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets

Afees Salisu, Oluwatomisin Oyewole and Ismail Fasanya

29: Forecasting the return volatility of energy prices: A GARCH MIDAS approach

Afees Salisu and Raymond Swaray

28: Forecasting the return volatility of European equity markets under different market conditions:A GARCH-MIDAS approach

Afees Salisu and Umar Ndako

27: Statistical Modelling of Second Round Qualification at FIFA World Cup Tournaments

Afees Salisu and Ibrahim Raheem

26: Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity

Afees Salisu and Kazeem Isah

25: Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach

Afees Salisu and Ahamuefula Ogbonna

24: A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects

Afees Salisu, Raymond Swaray and Tirimisiyu Oloko

23: Modeling the spillovers between stock market and money market in Nigeria

Afees Salisu and Kazeem Isah

22: Revisiting the forecasting accuracy of Phillips curve: the role of oil price

Afees Salisu, Idris Ademuyiwa and Kazeem Isah

21: The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?

Raymond Swaray and Afees Salisu

20: Modelling oil price-inflation nexus: The role of asymmetries and structural breaks

Samuel Olofin and Afees Salisu

19: Econometric Analyses of Return and Shock Spillovers: The case of Nigerian Financial Markets

Kazeem Isah