dor_id: 4130144

506.#.#.a: Público

590.#.#.d: Los artículos enviados a la revista "Contaduría y Administración", se juzgan por medio de un proceso de revisión por pares

510.0.#.a: Consejo Nacional de Ciencia y Tecnología (CONACyT); Sistema Regional de Información en Línea para Revistas Científicas de América Latina, el Caribe, España y Portugal (Latindex); Scientific Electronic Library Online (SciELO); SCOPUS, SCImago Journal Rank (SJR)

561.#.#.u: https://www.fca.unam.mx/

650.#.4.x: Ciencias Sociales y Económicas

336.#.#.b: article

336.#.#.3: Artículo de Investigación

336.#.#.a: Artículo

351.#.#.6: http://www.cya.unam.mx/index.php/cya/index

351.#.#.b: Contaduría y Administración

351.#.#.a: Artículos

harvesting_group: RevistasUNAM

270.1.#.p: Revistas UNAM. Dirección General de Publicaciones y Fomento Editorial, UNAM en revistas@unam.mx

590.#.#.c: Open Journal Systems (OJS)

270.#.#.d: MX

270.1.#.d: México

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883.#.#.u: https://revistas.unam.mx/catalogo/

883.#.#.a: Revistas UNAM

590.#.#.a: Coordinación de Difusión Cultural

883.#.#.1: https://www.publicaciones.unam.mx/

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850.#.#.a: Universidad Nacional Autónoma de México

856.4.0.u: http://www.cya.unam.mx/index.php/cya/article/view/3318/1710

100.1.#.a: Ebuh, Godday U.; Shitile, Tersoo Shimonkabir; Usman, Nuruddeen

100.1.#.0: et al

524.#.#.a: Ebuh, Godday U., et al. (2022). Long memory in nominal exchange rates in Nigeria: An examination using fractionally integrated and cointegrated models with structural breaks. Contaduría y Administración; Vol. 67, Núm. 2. Recuperado de https://repositorio.unam.mx/contenidos/4130144

245.1.0.a: Long memory in nominal exchange rates in Nigeria: An examination using fractionally integrated and cointegrated models with structural breaks

502.#.#.c: Universidad Nacional Autónoma de México

561.1.#.a: Facultad de Contaduría y Administración, UNAM

264.#.0.c: 2022

264.#.1.c: 2022-03-30

653.#.#.a: Fractional integration; cointegrated var; exchange rates persistence; global financial crisis

506.1.#.a: La titularidad de los derechos patrimoniales de esta obra pertenece a las instituciones editoras. Su uso se rige por una licencia Creative Commons BY 4.0 Internacional, https://creativecommons.org/licenses/by/4.0/legalcode.es, fecha de asignación de la licencia 2022-03-30, para un uso diferente consultar al responsable jurídico del repositorio por medio del correo electrónico revista_cya@fca.unam.mx

884.#.#.k: http://www.cya.unam.mx/index.php/cya/article/view/3318

001.#.#.#: oai:ojs.pkp.sfu.ca:article/3318

041.#.7.h: spa

520.3.#.a: This study sets out to achieve two things majorly. First, is to scrutinize the performance of nominal exchange rates persistence in Nigeria, during the Pre-GFC and Post-GFC periods, in addition to using the full sample. The second is to ascertain whether, or not, the nominal exchange rates are fractionally cointegrated using the FCVAR model recently developed by Nielsen and Popiel (2018). The empirical results from the study depict higher exchange rates persistence in the post GFC period across all the currencies. The outcome lays credence to the need for stronger coordination between the fiscal and monetary authorities to adequately manage the exchange rates in the post-GFC period. We also find the presence of long-run properties in the Nominal exchange rates, where the CVAR is superior to the FCVAR for the full sample, and the FCVAR is superior to the CVAR for the Pre-GFC and Post-GFC periods, respectively.

773.1.#.t: Contaduría y Administración; Vol. 67, Núm. 2

773.1.#.o: http://www.cya.unam.mx/index.php/cya/index

022.#.#.a: ISSN electrónico: 2448-8410; ISSN impreso: 0186-1042

310.#.#.a: Trimestral

264.#.1.b: Facultad de Contaduría y Administración, UNAM

758.#.#.1: http://www.cya.unam.mx/index.php/cya/index

doi: https://doi.org/10.22201/fca.24488410e.2022.3318

handle: 321126dcf4952d8d

harvesting_date: 2022-10-12 10:00:00.0

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file_modification_date: 2022-03-31 17:39:33.0

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Artículo

Long memory in nominal exchange rates in Nigeria: An examination using fractionally integrated and cointegrated models with structural breaks

Ebuh, Godday U.; Shitile, Tersoo Shimonkabir; Usman, Nuruddeen

Facultad de Contaduría y Administración, UNAM, publicado en Contaduría y Administración, y cosechado de Revistas UNAM

Licencia de uso

Procedencia del contenido

Entidad o dependencia
Facultad de Contaduría y Administración, UNAM
Revista
Repositorio
Contacto
Revistas UNAM. Dirección General de Publicaciones y Fomento Editorial, UNAM en revistas@unam.mx

Cita

Ebuh, Godday U., et al. (2022). Long memory in nominal exchange rates in Nigeria: An examination using fractionally integrated and cointegrated models with structural breaks. Contaduría y Administración; Vol. 67, Núm. 2. Recuperado de https://repositorio.unam.mx/contenidos/4130144

Descripción del recurso

Autor(es)
Ebuh, Godday U.; Shitile, Tersoo Shimonkabir; Usman, Nuruddeen
Identificador del autor
et al
Tipo
Artículo de Investigación
Área del conocimiento
Ciencias Sociales y Económicas
Título
Long memory in nominal exchange rates in Nigeria: An examination using fractionally integrated and cointegrated models with structural breaks
Fecha
2022-03-30
Resumen
This study sets out to achieve two things majorly. First, is to scrutinize the performance of nominal exchange rates persistence in Nigeria, during the Pre-GFC and Post-GFC periods, in addition to using the full sample. The second is to ascertain whether, or not, the nominal exchange rates are fractionally cointegrated using the FCVAR model recently developed by Nielsen and Popiel (2018). The empirical results from the study depict higher exchange rates persistence in the post GFC period across all the currencies. The outcome lays credence to the need for stronger coordination between the fiscal and monetary authorities to adequately manage the exchange rates in the post-GFC period. We also find the presence of long-run properties in the Nominal exchange rates, where the CVAR is superior to the FCVAR for the full sample, and the FCVAR is superior to the CVAR for the Pre-GFC and Post-GFC periods, respectively.
Tema
Fractional integration; cointegrated var; exchange rates persistence; global financial crisis
Idioma
spa
ISSN
ISSN electrónico: 2448-8410; ISSN impreso: 0186-1042

Enlaces