Central Bank of Nigeria Library

A bayesian vector autoregression (BVAR) model for monetary policy analysis in Nigeria /

A bayesian vector autoregression (BVAR) model for monetary policy analysis in Nigeria / - Abuja, Nigeria : Central Bank of Nigeria , 2015 - vi, 34p.: ill.;

Includes bibliographical references.

The study develops a BVAR model to estimate, analyse and forecast the effects of monetary policy rate (MPR) and the cash reserve ratio (CRR) on the future paths of some key macroeconomic variables of monetary policy concern in Nigeria.

9789789519262


Econometric models
Monetary policy
Economic forecasting
Econometrics
Macroeconomics


Nigeria

339.011'09669 / CEN