Spillover Effects of US Monetary Policy and Macreconomic Con…

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  • DOI 10.35808/ijeba/768
  • OpenAlex ID W4284963014
  • Type Article
  • Language EN
  • Published 01 May 2022
  • Volume X (Issue 2)
  • Pages 101–120
  • Source International Journal of Economics and B…
  • FWCI 0.34
  • Countries 1
  • Institutions 1
  • Added 10 Oct 2025
  • Updated 16 Oct 2026
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Spillover Effects of US Monetary Policy and Macreconomic Conditions in Nigeria: Evidence from Time-Varying Parameter Structural Vector Autoregression (TVP-SVAR)

Article 2022 EN Diamond

Purpose: This paper examines the effect of U.S monetary policy spillovers on macroeconomic conditions in Nigeria by estimating a time-varying parameter-VAR (TVP-VAR).Design/methodology/approach: The model is applied mainly due to its ability to capture possible nonlinearities and stochastic volatility of real and financial variables used.The impulse response of Nigeria's GDP, CPI inflation, exchan…

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