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Number of items: 19.

2010

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.

2014

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.

2016

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.

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

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.

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 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)

December 2017

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.

2018

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?

6 March 2018

Gil-Alana, Luis A. and Yaya, OlaOluwa S and Akinsomi, Omokolade and Coskun, Yener (2018): How do Stocks in BRICS co-move with REITs?

16 November 2018

Gil-Alana, Luis A. and Yaya, OlaOluwa S (2018): Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions.

5 December 2018

Yaya, OlaOluwa S and Gil-Alana, Luis A. (2018): High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach.

13 December 2018

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.

23 December 2018

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?

12 January 2019

Yaya, OlaOluwa S and Ogbonna, Ephraim A (2019): Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency?

13 January 2019

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.

February 2019

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.

8 March 2019

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.

This list was generated on Sun Aug 18 18:13:50 2019 CEST.
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