An analysis of real oil prices and real exchange rates in five African countries: applying symmetric and asymmetric cointegration models
This article examines the long-run interactions between real oil prices and real exchange rates in five oil-exporting African countries: Egypt, Ghana, Nigeria, South Africa and Tunisia. To accomplish this, symmetric and asymmetric cointegration tests and an error-correction modelling technique are a...
| Main Authors: | Ngoma, Abubakar Lawan, Ismail, Normaz Wana, Yusop, Zulkornain |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SAGE Publications
2016
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/55013/ http://psasir.upm.edu.my/id/eprint/55013/1/An%20analysis%20of%20real%20oil%20prices%20and%20real%20exchange%20rates%20in%20five%20African%20countries.pdf |
Similar Items
Real exchange rate and trade variables: asymmetric cointegration relationship
by: Duasa, Jarita
Published: (2010)
by: Duasa, Jarita
Published: (2010)
Impact of crude oil price, exchange rates and real GDP on Malaysia's food price fluctuations: symmetric or asymmetric?
by: Wong, Kelly Kai Seng, et al.
Published: (2017)
by: Wong, Kelly Kai Seng, et al.
Published: (2017)
Workers’ remittance, real exchange rate and economic growth in labour-exporting Asian countries
by: Ngoma, Abubakar Lawan
Published: (2015)
by: Ngoma, Abubakar Lawan
Published: (2015)
Nonlinear Adjustment of ASEAN−5 Real Exchange Rates: Symmetrical or Asymmetrical?
by: Liew, Venus Khim-Sen
Published: (2004)
by: Liew, Venus Khim-Sen
Published: (2004)
Asymmetric cointegration relationship between real exchange rate and trade variables: the case of Malaysia
by: Duasa, Jarita
Published: (2009)
by: Duasa, Jarita
Published: (2009)
Asymmetric cointegration relationship between real exchange rate and trade variables: the case of Malaysia
by: Duasa, Jarita
Published: (2009)
by: Duasa, Jarita
Published: (2009)
The impact of oil price shocks on the military expenditure of selected MENA oil exporting countries: symmetric and asymmetric cointegration analysis
by: Abdlaziz, Rizgar Abdlkarim, et al.
Published: (2021)
by: Abdlaziz, Rizgar Abdlkarim, et al.
Published: (2021)
Food imports and exchange rate: the application of dynamic cointegration framework
by: Aliyu, Alhaji Jibrilla, et al.
Published: (2017)
by: Aliyu, Alhaji Jibrilla, et al.
Published: (2017)
The impact of oil prices on soybeans commodity prices: asymmetric cointegration evidence
by: R., Balach, et al.
Published: (2016)
by: R., Balach, et al.
Published: (2016)
Nonlinear Real Exchange Rate Behavior: Are the African Currencies Exceptional?
by: Anoruo, Emmanuel, et al.
Published: (2006)
by: Anoruo, Emmanuel, et al.
Published: (2006)
The impact of brain drain on human capital in developing countries
by: Ngoma, Abubakar Lawan, et al.
Published: (2013)
by: Ngoma, Abubakar Lawan, et al.
Published: (2013)
Do migrant remittances promote human capital formation? Evidence from 89 developing countries
by: Ngoma, Abubakar Lawan, et al.
Published: (2013)
by: Ngoma, Abubakar Lawan, et al.
Published: (2013)
The determinants of brain drain in developing countries
by: Ngoma, Abubakar Lawan, et al.
Published: (2013)
by: Ngoma, Abubakar Lawan, et al.
Published: (2013)
Does migration of skilled workers affect human capital investment in source countries?
by: Ngoma, Abubakar Lawan, et al.
Published: (2015)
by: Ngoma, Abubakar Lawan, et al.
Published: (2015)
International Oil Price and RMB Real Exchange Rate
by: Pan, Dong
Published: (2012)
by: Pan, Dong
Published: (2012)
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia
by: Venus, Khim-Sen Liew, et al.
Published: (2005)
by: Venus, Khim-Sen Liew, et al.
Published: (2005)
The Malaysian real trade balance and the real exchange rate
by: Yusoff, Mohammed
Published: (2007)
by: Yusoff, Mohammed
Published: (2007)
Are Malaysian exports and imports cointegrated?
by: Choong, Chee Keong, et al.
Published: (2004)
by: Choong, Chee Keong, et al.
Published: (2004)
Exploring the asymmetric effect of oil price on exchange rate: Evidence from the top six African net oil importers
by: Saidu, Mohammad Tukur, et al.
Published: (2021)
by: Saidu, Mohammad Tukur, et al.
Published: (2021)
Domestic macroeconomic conditions and inflow of workers' remittances in labour-sending Asian countries
by: Ngoma, Abubakar Lawan, et al.
Published: (2018)
by: Ngoma, Abubakar Lawan, et al.
Published: (2018)
The role of financial development and institutional quality in remittance-growth nexus in Asia
by: Ngoma, Abubakar Lawan, et al.
Published: (2021)
by: Ngoma, Abubakar Lawan, et al.
Published: (2021)
Examining the effect of oil price pass-through on the domestic prices: asymmetric versus symmetric adjustment modelling
by: Koh, Yan Chyi, et al.
Published: (2020)
by: Koh, Yan Chyi, et al.
Published: (2020)
Energy consumption and real income: a panel cointegration multi-country study
by: Joyeux, R., et al.
Published: (2011)
by: Joyeux, R., et al.
Published: (2011)
Foreign portfolio investment and economic growth : an asymmetric cointegration approach.
by: Duasa, Jarita, et al.
Published: (2009)
by: Duasa, Jarita, et al.
Published: (2009)
An asymmetric cointegration approach of foreign portfolio investment-growth nexus
by: Duasa, Jarita
Published: (2011)
by: Duasa, Jarita
Published: (2011)
The impact of financial development, oil price on economic growth in African OPEC members
by: Umar, Bala, et al.
Published: (2017)
by: Umar, Bala, et al.
Published: (2017)
Are Asian real exchange rates stationary?
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
The dynamics of Thailand's real exchange rate
by: Abdul Hamid, Baharom, et al.
Published: (2011)
by: Abdul Hamid, Baharom, et al.
Published: (2011)
Are Asian real exchange rates stationary?
by: Liew, Venus Khim Sen, et al.
Published: (2004)
by: Liew, Venus Khim Sen, et al.
Published: (2004)
Asymmetric impacts of oil price on inflation: an empirical study of African OPEC member countries
by: Lee, Chin, et al.
Published: (2018)
by: Lee, Chin, et al.
Published: (2018)
Threshold cointegration and interest rate pass - through during the pre - and post - banking consolidation in Nigeria: are there asymmetries?
by: Aliyu, Alhaji Jibrilla, et al.
Published: (2016)
by: Aliyu, Alhaji Jibrilla, et al.
Published: (2016)
Embracing asymmetric reality and displacing symmetric theory/testing
by: De Villiers, R., et al.
Published: (2018)
by: De Villiers, R., et al.
Published: (2018)
Determination of Real Exchange Rate: The Case of Malaysia
by: Hor, Li Gean, et al.
Published: (2017)
by: Hor, Li Gean, et al.
Published: (2017)
Cointegration of Islamic stock indices: evidence from five ASEAN countries
by: Saiti, Buerhan
Published: (2015)
by: Saiti, Buerhan
Published: (2015)
Energy consumption and real GDP nexus: a Malaysian case demonstrating the importance of trade openness
by: Poh, Paik Xuan, et al.
Published: (2018)
by: Poh, Paik Xuan, et al.
Published: (2018)
Convergence of interval symmetric single-step method for simultaneous inclusion of real polynomial zeros
by: Salim, Nur Raidah
Published: (2012)
by: Salim, Nur Raidah
Published: (2012)
Asymmetric adjustment of commercial bank retail rates in Malaysia: a threshold cointegration analysis
by: Habibullah, Muzafar Shah, et al.
Published: (2009)
by: Habibullah, Muzafar Shah, et al.
Published: (2009)
Real options methodology applied to the ICT sector: a survey
by: Alleman, J., et al.
Published: (2008)
by: Alleman, J., et al.
Published: (2008)
Consistent assignment of the vibrations of symmetric and asymmetric ortho-disubstituted benzenes
by: Tuttle, William D., et al.
Published: (2017)
by: Tuttle, William D., et al.
Published: (2017)
Consistent assignment of the vibrations of symmetric and asymmetric meta-disubstituted benzenes
by: Kemp, David J., et al.
Published: (2018)
by: Kemp, David J., et al.
Published: (2018)
Similar Items
-
Real exchange rate and trade variables: asymmetric cointegration relationship
by: Duasa, Jarita
Published: (2010) -
Impact of crude oil price, exchange rates and real GDP on Malaysia's food price fluctuations: symmetric or asymmetric?
by: Wong, Kelly Kai Seng, et al.
Published: (2017) -
Workers’ remittance, real exchange rate and economic growth in labour-exporting Asian countries
by: Ngoma, Abubakar Lawan
Published: (2015) -
Nonlinear Adjustment of ASEAN−5 Real Exchange Rates: Symmetrical or Asymmetrical?
by: Liew, Venus Khim-Sen
Published: (2004) -
Asymmetric cointegration relationship between real exchange rate and trade variables: the case of Malaysia
by: Duasa, Jarita
Published: (2009)