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Full-Text Articles in Social and Behavioral Sciences
Modeling And Forecasting Currency In Circulation For Liquidity Management In Nigeria, Alvan Ikoku
Modeling And Forecasting Currency In Circulation For Liquidity Management In Nigeria, Alvan Ikoku
CBN Journal of Applied Statistics (JAS)
This paper presents forecasts of currency in circulation prepared for liquidity management at the Central Bank of Nigeria. Forecasts were produced using ARIMA, ARIMA with structural variables, VAR and VEC models. The performance of the forecasts was then evaluated under a rolling forecast scenario, where the estimation sample is augmented by one observation and the forecast sample is brought forward. The evaluation of the forecasts was based on average performance over a number of rolling forecasts. We found that the most accurate models were mixed models with structural as well as ARIMA components, augmented by seasonal and dummy variables. We …
Statistics (December 1990), Central Bank Of Nigeria Cbn
Statistics (December 1990), Central Bank Of Nigeria Cbn
Economic and Financial Review
This is a statistical representation of economic activities in Nigeria in December 1990
Statistics (June 1989), Central Bank Of Nigeria Cbn
Statistics (June 1989), Central Bank Of Nigeria Cbn
Economic and Financial Review
This a statistical representation of the economic activities in Nigeria in June 1989
Statistics (June 1987), Central Bank Of Nigeria Cbn
Statistics (June 1987), Central Bank Of Nigeria Cbn
Economic and Financial Review
This is a statistical representation of economic activities in Nigeria in June 1987
Statistics (March 1987), Central Bank Of Nigeria Cbn
Statistics (March 1987), Central Bank Of Nigeria Cbn
Economic and Financial Review
This is a statistical representation of economic activities in Nigeria in March, 1987
Statistical Section (June 1986), Central Bank Of Nigeria Cbn
Statistical Section (June 1986), Central Bank Of Nigeria Cbn
Economic and Financial Review
This is a statistical representation of economic activities in Nigeria in June 1986
Statistical Section (June 1982), Central Bank Of Nigeria Cbn
Statistical Section (June 1982), Central Bank Of Nigeria Cbn
Economic and Financial Review
This is a statistical representation of the economic activities in Nigeria in June 1982
Statistical Section (June 1980), Central Bank Of Nigeria Cbn
Statistical Section (June 1980), Central Bank Of Nigeria Cbn
Economic and Financial Review
This is a statistical representation of the economic activities in Nigeria in June 1980
Statistical Section (June 1978), Central Bank Of Nigeria Cbn
Statistical Section (June 1978), Central Bank Of Nigeria Cbn
Economic and Financial Review
This is the statistical representation of the economic activities in Nigeria in June 1978
Statistical Section (June 1976), Central Bank Of Nigeria Cbn
Statistical Section (June 1976), Central Bank Of Nigeria Cbn
Economic and Financial Review
This is a statistical representation of economic activities in Nigeria in June 1976