Uneingeschränkter Zugang

Forecasting CEMAC’s foreign exchange reserves in presence of unanticipated changes in oil prices: an interrupted time series modelling


Zitieren

1. Berthold, K., Stadtmann, G. (2018). « Who put the Holes in the Swiss Cheese? Currency Crisis Under Appreciation Pressure », Journal of Central Banking Theory and Practice, 1, pp. 43-57.10.2478/jcbtp-2018-0003Search in Google Scholar

2. Bodenstein, M., Erceg C.J. and Guerrieri L. (2011). « Oil shocks and external adjustment », Journal of International Economics, 83:168–184.10.1016/j.jinteco.2010.10.006Search in Google Scholar

3. Chuku, C.A., Akpan, U.F., Sam, N. R. and Effiong, E.L. (2011). « Oil price shocks and the dynamics of current account balances in Nigeria », OPEC Energy Review, June 2011.10.1111/j.1753-0237.2011.00186.xSearch in Google Scholar

4. Eo, S. (2016). « Crude Oil, Exchange Rate and the Convergence of Foreign Reserves: A VECM of Nigeria’s Monetary Policy Tools », International Journal of Advances in Management and Economics, 5(2): 127-133.Search in Google Scholar

5. Flood, R. P. and Garber, P. M. (1984). “Collapsing exchange-rate regimes: Some linear examples”, Journal of International Economics, 11(1-2): 1-13.10.1016/0022-1996(84)90002-3Open DOISearch in Google Scholar

6. Haase, T. J. (2016). « Financial Constraints and the Response of Business Investment to Monetary Policy Shocks », Journal of Central Banking Theory and Practice, 3, pp. 31-46.10.1515/jcbtp-2016-0018Search in Google Scholar

7. Huang, Y. and Guo, F. (2007). « The role of oil price shocks on China’s real exchange rate », China Economic Review, 18: 403–416.10.1016/j.chieco.2006.02.003Open DOISearch in Google Scholar

8. Krugman, P. (1979). « A Model-of-Balances of Payments Crises », Journal of Money, Credit and Banking, 11(3): 311-325.10.2307/1991793Search in Google Scholar

9. Imarhiagbe, S. (2015). « Examining the Impact of Crude Oil Price on External Reserves: Evidence from Nigeria », International Journal of Economics and Finance, 7(5): 13-21.10.5539/ijef.v7n5p13Search in Google Scholar

10. Jandoc, R., Burden, A.M., Mamdani, M., Lévesque, L.E. and Cadarette, S.M. (2015). « Interrupted time series analysis in drug utilization research is increasing: systematic review and recommendations », Journal of Clinical Epidemiology, 68, 950-956.10.1016/j.jclinepi.2014.12.018Search in Google Scholar

11. Lizardo, R.A. and Mollick, A.V. (2010). « Oil price fluctuations and U.S. dollar exchange rates », Energy Economics, 32: 399–408.10.1016/j.eneco.2009.10.005Open DOISearch in Google Scholar

12. Narayan, P.K., Narayan, S. and Prasad, A. (2008). « Understanding the oil price-exchange rate nexus for the Fiji islands », Energy Economics, 30: 2686–2696.10.1016/j.eneco.2008.03.003Open DOISearch in Google Scholar

13. Peersman, G. and Robays, V. I. (2009). « Oil and the Euro Area », Economic Policy, 24(60): 603-651.10.1111/j.1468-0327.2009.00233.xSearch in Google Scholar

14. Penfold, R.B. and Zhang, F. (2013). « Use of Interrupted Time Series Analysis in Evaluating Health Care Quality Improvements », Academic Pediatrics, vol.13, n°6S.10.1016/j.acap.2013.08.002Search in Google Scholar

15. Reboredo, J.C. (2012). « Modelling oil price and exchange rate comovements », Journal of Policy Modeling, 34: 419–440.10.1016/j.jpolmod.2011.10.005Search in Google Scholar

16. Su, X., Zhu, H., You, W. and Ren, Y. (2016). « Heterogeneous effects of oil shocks on exchange rates: evidence from a quantile regression approach », SpringerPlus, 5:1187.10.1186/s40064-016-2879-9Search in Google Scholar

17. Taljaard, M., McKenzie, J.E., Ramsay, C.R. and Grimshaw, J.M. (2014). « The use of segmented regression in analysing interrupted time series studies: an example in pre-hospital ambulance care », Implementation Science, 9: 77.10.1186/1748-5908-9-77Search in Google Scholar

18. Turhan, I., Hacihasanoglu, E. and Soytas, U. (2014). « Oil Prices and Emerging Market Exchange Rates », Emerging Markets Finance & Trade, 49: 1: 21–36.10.2753/REE1540-496X4901S102Search in Google Scholar

19. Wu, C.C., Chung, H. and Chang, Y.H. (2012). « The economic value of comovement between oil price and exchange rate using copula-based GARCH models », Energy Economics, 34: 270–282.10.1016/j.eneco.2011.07.007Open DOISearch in Google Scholar

eISSN:
2336-9205
Sprache:
Englisch
Zeitrahmen der Veröffentlichung:
3 Hefte pro Jahr
Fachgebiete der Zeitschrift:
Wirtschaftswissenschaften, Betriebswirtschaft, andere