Tumala, Mohammed M and Olubusoye, Olusanya E and Yaaba, Baba N and Yaya, OlaOluwa S and Akanbi, Olawale B (2017): Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks.
Akinsomi, Omokolade and Coskun, Yener and Gil-Alana, Luis A. and Yaya, OlaOluwa S (2018): Is there convergence between the BRICS and International REIT Markets?
Gil-Alana, Luis A. and Yaya, OlaOluwa S and Shittu, Olanrewaju I (2014): GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features. Published in: CBN Journal of Applied Statistics , Vol. 6, No. 1b (February 2015): pp. 219-239.
Yaya, OlaOluwa S and Shittu, Olanrewaju I (2010): On the Impact of Inflation and Exchange Rate on Conditional Stock Market Volatility: A Re-Assessment. Published in: American Journal of Scientific and Industrial Research , Vol. 1, No. 2 (2010): pp. 115-117.
Yaya, OlaOluwa S and Akinlana, Damola M and Ogbonna, Ahamuefula E (2017): Investigating Structural break-GARCH-based Unit root test in US exchange rates. Forthcoming in: Journal of Science Research , Vol. 16, (2017)
Yaya, OlaOluwa S (2017): Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests. Forthcoming in: Statistics in Transition
Tumala, Mohammed M and Olubusoye, Olusanya E and Yaaba, Baba N and Yaya, OlaOluwa S and Akanbi, Olawale B (2017): Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques. Published in: African Journal of Applied Statistics , Vol. 5, No. 1 (June 2018): pp. 301-321.
Yaya, OlaOluwa S and Osanyintupin, Olawale D (2017): Determinants of Desired and Actual Number of Children and the Risk of having more than Two Children in Ghana and Nigeria.
Yaya, OlaOluwa S and Amoateng, Acheampong Y (2016): Social Structure and Variation in the Family Formation Process: The Case of Age at First Marriage and Duration between First Marriage and First Birth in selected sub-Saharan African Countries.
Gil-Alana, Luis A. and Yaya, OlaOluwa S (2018): Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions.
Yaya, OlaOluwa S and Ling, Pui Kiew and Furuoka, Fumitaka and Ezeoke, Chinyere Mary Rose and Jacob, Ray Ikechukwu (2018): Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework.
Yaya, OlaOluwa S and Gil-Alana, Luis A. (2018): High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach.
Yaya, OlaOluwa S and Ogbonna, Ephraim A and Olubusoye, Olusanya E (2018): How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?
Yaya, OlaOluwa S and Ogbonna, Ephraim A (2019): Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency?
Yaya, OlaOluwa S and Ogbonna, Ephraim A and Mudida, Robert (2019): Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration.
Gil-Alana, Luis A. and Yaya, OlaOluwa S and Akinsomi, Omokolade and Coskun, Yener (2018): How do Stocks in BRICS co-move with REITs?
Yaya, OlaOluwa S and Ogbonna, Ahamuefula and Atoi, Ngozi V (2019): Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break. Forthcoming in: Journal of Empirical REview , Vol. 9,
Yaya, OlaOluwa S and Ogbonna, Ahamuefula and Mudida, Robert (2019): Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test.
Gil-Alana, Luis A. and Mudida, Robert and Yaya, OlaOluwa S and Osuolale, Kazeem and Ogbonna, Ephraim A (2019): Mapping US Presidential Terms with S&P500 Index: Time Series Analysis Approach.
Yaya, OlaOluwa S and Ogbonna, Ephraim A and Furuoka, Fumitaka and Gil-Alana, Luis A. (2019): A new unit root analysis for testing hysteresis in unemployment.
Furuoka, Fumitaka and Pui, Kiew Ling and Ezeoke, Chinyere Mary Rose and Jacob, Ray Ikechukwu and Yaya, OlaOluwa S (2019): Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework. Published in: The Singapore Economic Review No. https://doi.org/10.1142/S0217590820500083
Yaya, OlaOluwa S and Adekoya, Oluwasegun B. and Adesiyan, Femi (2020): The Persistence of Stock Market Returns during the Presidential elections in Nigeria.
Yaya, OlaOluwa S and Oyekunrin, Oluwaseun A and Ogbonna, Ahamuefula E (2020): Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North.
Yaya, OlaOluwa S and Olalude, Gbenga A and Olayinka, Hameed A and Jimoh, Toheeb A and Adebiyi, Aliu A (2020): Household Expenditure In Africa: Evidence Of Mean Reversion.
Yaya, OlaOluwa S and Ajose, Toyin S and Ogbonna, Ahamuefua E (2020): Long-range dependence and Trends in Nigerian Popular Music Artists’ Famosity-“Davido”, “Burna Boy”, “Tiwa Savage” and “Wizkid”: Evidence from Google Trends.
Yaya, OlaOluwa S and Adekoya, Oluwasegun B. and Babatunde, Oluwagbenga T. (2021): Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries.
Yaya, OlaOluwa S and Adekoya, Oluwasegun B. and Babatunde, Oluwagbenga T. (2021): Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries.
Yaya, OlaOluwa S and Vo, Xuan Vinh and Adekoya, Oluwasegun B. (2021): Convergence among themselves and Middle-income trap of South-East Asian Nations: Findings from a New approach.
Alaba, Oluwayemisi O. and Ojo, Oluwadare O. and Yaya, OlaOluwa S and Abu, Nurudeen and Ajobo, Saheed A. (2021): Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods.
Yaya, OlaOluwa S and Vo, Xuan Vinh and Olayinka, Hammed Abiola (2021): Gold and Silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach. Published in: Resources Policy , Vol. 72, No. 102045 : pp. 1-15.
Awolaja, Oladapo G. and Yaya, OlaOluwa S and Vo, Xuan Vinh and Ogbonna, Ahamuefula and Joseph, Solomon O. (2021): Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function. Published in: Middle East Development Journal (2 August 2021)
Yaya, OlaOluwa S and Akano, Rafiu O and Adekoya, Oluwasegun B. (2021): Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic. Forthcoming in: Asian Economic Letters
Yaya, OlaOluwa S and Ogbonna, Ahamuefula and Vo, Xuan Vinh (2022): Oil shocks and volatility of green investments: GARCH-MIDAS analyses. Published in: Resources Policy
Yener, Coskun and Akinsomi, Omokolade and Gil-Alana, Luis A. and Yaya, OlaOluwa S (2023): Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence. Published in: Heliyon
Furuoka, Fumitaka and Yaya, OlaOluwa S and Ling, Piu Kiew and Al-Faryan, Mamdouh Abdulaziz Saleh and Islam, M. Nazmul (2023): Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. Published in: Resources Policy
Furuoka, Fumitaka and Gil-Alana, Luis A. and Yaya, OlaOluwa S and Vo, Xuan Vinh (2024): Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break.
Contact us: mpra@ub.uni-muenchen.de
This repository has been built using EPrints software.
MPRA is a RePEc service hosted by 
.
![[up]](/style/images/multi_up.png)
Up a level