Structural breaks in parallel markets?: the case of Nigeria, 1980–1993
- 1 February 1999
- journal article
- Published by Elsevier in Journal of Development Economics
- Vol. 58 (1) , 255-264
- https://doi.org/10.1016/s0304-3878(98)00112-6
Abstract
No abstract availableKeywords
This publication has 21 references indexed in Scilit:
- DURBIN‐HAUSMAN TESTS FOR A UNIT ROOTOxford Bulletin of Economics and Statistics, 1992
- Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International EvidenceJournal of Business & Economic Statistics, 1992
- Long-run dynamics of black and official exchange ratesJournal of International Money and Finance, 1991
- Shifting trends, segmented trends, and infrequent permanent shocksJournal of Monetary Economics, 1991
- NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIESJournal of Time Series Analysis, 1991
- Pitfalls and Opportunities: What Macroeconomists Should Know About Unit RootsPublished by National Bureau of Economic Research ,1991
- A causal analysis of black and official exchange rates: The turkish caseReview of World Economics, 1989
- The Black Market for Dollars in BrazilThe Quarterly Journal of Economics, 1983
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit RootEconometrica, 1981
- Distribution of the Estimators for Autoregressive Time Series With a Unit RootJournal of the American Statistical Association, 1979