Some methodological comments on 'Sources of fluctuations in exchange rates: a structural VAR analysis' by N. Apergis and C. Karfakis

1998 ◽  
Vol 5 (4) ◽  
pp. 269-270 ◽  
Author(s):  
Haluk Erlat ◽  
Guzin Erlat
Keyword(s):  
Exchange Rates ◽  
Structural Var ◽  
Var Analysis

Sources of fluctuations in exchange rates: a structural VAR analysis

1996 ◽  
Vol 3 (4) ◽  
pp. 251-254 ◽  
Author(s):  
Nicos Apergis ◽  
Costas Karfakis
Keyword(s):  
Exchange Rates ◽  
Structural Var ◽  
Var Analysis

scholarly journals Investigating Fiscal Dominance in Nigeria

2016 ◽  
Vol 9 (1) ◽  
pp. 125 ◽  
Author(s):  
Kazeem Abimbola Sanusi ◽  
Anthony Enisan Akinlo
Keyword(s):  
Central Bank ◽  
Secondary Data ◽  
Study Data ◽  
Structural Var ◽  
Fiscal Deficits ◽  
Monetary Base ◽  
Var Analysis ◽  
Fiscal Dominance

This paper investigates the presence or otherwise of fiscal dominance in Nigeria during the period of 1986-2013 using structural VAR analysis. Annual secondary data were used for the study. Data on fiscal deficits and monetary base were obtained from the publication of Central Bank of Nigeria Statistical Bulletin. The results show that shock to fiscal deficits of government does not stimulate response from the growth of monetary base. In addition, the results show that there exists no causality running from fiscal deficits to growth of monetary base in Nigeria. The study concludes that there is no evidence of fiscal dominance in Nigeria during the study period.

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