Central Bank of Nigeria Library

A factor-augmented vector autoregression (FAVAR) model for monetary policy analysis in Nigeria /

A factor-augmented vector autoregression (FAVAR) model for monetary policy analysis in Nigeria / - Abuja, Nigeria Central Bank of Nigeria 2014 - vii, 87p. : ill. ;

Includes bibliographical references.

The study examines the impacts of monetary policy shocks on key macroeconomic variables using large dataset available to the Central Bank of Nigeria.

9789785328912


Macroeconometric modeling.
Monetary policy
Econometrics


Nigeria

339.011'09669 / CEN