September 10, 2025Asian Journal of Probability and StatisticsOpen Access

Modelling Causality among Selected Macroeconomic Variables in Nigeria

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Authors

AAAbubakar Muhammad AuwalNasarawa State University AKArabi Tolu KayodeUniversity of Jos DKDariyem Naandi KruslatNasarawa State University

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Implication

This observational analysis reveals Granger causality between interest rates and inflation in Nigeria, suggesting a need for enhanced economic policies.

Key Points

Interest rate causally affects inflation and exchange rate, increasing economic interdependencies.
Analysis of macroeconomic variables found significant Granger causality, yet GDP does not causally influence others.
Utilizing Augmented Dickey-Fuller tests and Johansen Cointegration shows the long-term equilibrium of the variables.
Cointegration evidence emphasizes the importance of considering various macroeconomic indicators in policy-making.

Cite This Study

Auwal et al. (2025) studied this question.

synapsesocial.com/papers/68c23abeb210217d64781593 https://doi.org/10.9734/ajpas/2025/v27i9802

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Implication

This observational analysis reveals Granger causality between interest rates and inflation in Nigeria, suggesting a need for enhanced economic policies.

Modelling Causality among Selected Macroeconomic Variables in Nigeria

Discussion

Member takes

Implication

Key Points

Cite This Study

Modelling Causality among Selected Macroeconomic Variables in Nigeria

Discussion

Member takes

Implication

Key Points

Cite This Study

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Also Consider