Pakistan Journal of Social Sciences

Year: 2009
Volume: 6
Issue: 4
Page No. 207 - 213

A Vector Error Correction Modeling of Energy Price Volatility of an Oil Dependent Economy: The Case of Nigeria

Authors : Olusegun Omisakin, Oluwatosin Adeniyi and Ayoola Omojolaibi

References

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Johansen, S. and K. Juselius, 1990. Maximum likelihood estimation and inference on cointegration-with applications to the demand for money. Oxford Bull. Econ. Stat., 52: 169-210.
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Olomola, P.A. and A.V. Adejumo, 2006. Oil price shock and macroeconomic activities in Nigeria. Int. Res. J. Fin. Econ., 3: 28-34.

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