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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 Downloads
Elias Udeaja and Kazeem Isah
64: Modelling returns and volatility connectedness between food prices and exchange rate in Nigeria Downloads
Lateef Akanni
63: The Jolly Ride of International Reserves and Commodity Prices: Evidence from Predictive Models Downloads
Ibrahim Raheem and Kazeem Isah
62: Does time-variation matter in the stochastic volatility components for G7 stock returns Downloads
Afees Salisu and Ahamuefula Ogbonna
61: Testing the predictability of commodity prices in stock returns: A new perspective Downloads
Afees Salisu, Kazeem Isah and Ibrahim Raheem
60: Testing for time-varying stochastic volatility in Bitcoin returns Downloads
Afees Salisu and Idris Adediran
59: Exchange rate dynamics and stock market performance in Nigeria: Evidence from a Nonlinear ARDL Approach Downloads
Mutiu Oyinlola and Tirimisiyu Oloko
58: Analysing the distribution properties of Bitcoin returns Downloads
Afees Salisu, Aviral Tiwari and Ibrahim Raheem
57: A new procedure for pre-testing the distribution properties of Stock returns Downloads
Afees Salisu and Ibrahim Raheem
56: The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market Downloads
Kazeem Isah and Ibrahim Raheem
55: Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries Downloads
Afees Salisu, Wasiu Adekunle, Zachariah Emmanuel and Wasiu Alimi
54: Predicting the stock prices of G7 countries with Bitcoin prices Downloads
Afees Salisu, Kazeem Isah and Lateef Akanni
53: Does the choice of estimator matter for forecasting? A revisit Downloads
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 Downloads
Paul Adeoye Omosebi and Adetunji Adewole
51: Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA Downloads
Afees Salisu, Lateef Akanni and Rasheed Azeez
50: Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis Downloads
Afees Salisu and Taofeek Ayinde
49: United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD Downloads
Afees Salisu
48: Energy consumption and economic growth in oil importing and oil exporting countries: A Panel ARDL approach Downloads
Afees Salisu, Tirimisiyu Oloko, Ismail Okunoye, Olaide Opeloyeru and Nafisat Olabisi
47: US shale oil and the behaviour of commodity prices Downloads
Afees Salisu and Idris Adediran
46: Exchange Rate Movements on Sectoral Stock Prices of Nigerian Firms: Is there Evidence of Asymmetry? Downloads
Lateef Akanni and Kazeem Isah
45: Forecasting CO2 emissions: Does the choice of estimator matter? Downloads
Afees Salisu, Lateef Akanni and Ahamuefula Ogbonna
44: Forecasting GDP of OPEC: The role of oil price Downloads
Afees Salisu, Umar Ndako and Idris Adediran
43: Shale oil revolution: Implications for oil dependent countries Downloads
Afees Salisu and Lateef Akanni
42: Modeling the residential electricity demand in the US Downloads
Afees Salisu, Oluwatomisin Oyewole and Lateef Akanni
41: Improving the predictability of commodity prices in US inflation: The role of coffee price Downloads
Afees Salisu, Raymond Swaray and Idris Adediran
40: You are what you eat: The role of oil price in Nigeria inflation forecast Downloads
Moses Tule, Afees Salisu and Charles Chimeke
39: Predicting US Inflation: Evidence from a New Approach Downloads
Afees Salisu and Kazeem Isah
38: Modelling stock price-exchange rate nexus in OECD countries - A new perspective Downloads
Afees Salisu and Umar Ndako
37: US stocks in the presence of oil price risk: Large cap vs. Small cap Downloads
Afees Salisu, Raymond Swaray and Tirimisiyu Oloko
36: Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests Downloads
Afees Salisu and Tirimisiyu Oloko
35: Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models Downloads
Afees Salisu and Ahamuefula Ogbonna
34: A Capital Flight-Growth Nexus in Sub-Saharan Africa: The Role of Macroeconomic Uncertainty Downloads
Afees Salisu and Kazeem Isah
33: A sectoral analysis of asymmetric nexus between oil and stock Downloads
Afees Salisu, Ibrahim Raheem and Umar Ndako
32: Revision of the small macro-econometric model of the Nigerian economy Downloads
Samuel Olofin, Olusanya Olubusoye, Afees Salisu, Alarudeen Aminu, Uwatt Uwatt and Micheal Adebiyi
31: A new look at the stock price-exchange rate nexus Downloads
Afees Salisu and Umar Ndako
30: Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets Downloads
Afees Salisu, Oluwatomisin Oyewole and Ismail Fasanya
29: Forecasting the return volatility of energy prices: A GARCH MIDAS approach Downloads
Afees Salisu and Raymond Swaray
28: Forecasting the return volatility of European equity markets under different market conditions:A GARCH-MIDAS approach Downloads
Afees Salisu and Umar Ndako
27: Statistical Modelling of Second Round Qualification at FIFA World Cup Tournaments Downloads
Afees Salisu and Ibrahim Raheem
26: Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity Downloads
Afees Salisu and Kazeem Isah
25: Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach Downloads
Afees Salisu and Ahamuefula Ogbonna
24: A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects Downloads
Afees Salisu, Raymond Swaray and Tirimisiyu Oloko
23: Modeling the spillovers between stock market and money market in Nigeria Downloads
Afees Salisu and Kazeem Isah
22: Revisiting the forecasting accuracy of Phillips curve: the role of oil price Downloads
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? Downloads
Raymond Swaray and Afees Salisu
20: Modelling oil price-inflation nexus: The role of asymmetries and structural breaks Downloads
Samuel Olofin and Afees Salisu
19: Econometric Analyses of Return and Shock Spillovers: The case of Nigerian Financial Markets Downloads
Kazeem Isah
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