EXCHANGE RATE PASS-THROUGH TO IMPORT AND CONSUMER PRICES IN NIGERIA: EVIDENCE FROM THRESHOLD REGRESSION MODELS

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dc.contributor.authorALIYU, BASHIR
dc.date.accessioned2017-12-21T14:15:24Z
dc.date.available2017-12-21T14:15:24Z
dc.date.issued2016-11
dc.descriptionBeing a Masters Thesis submitted to the School of Postgraduate Studies, Ahmadu Bello University, Zaria in partial fulfillment of the requirements for the Award of Masters Degree of Science in Economics. Department of Economics, Faculty of Social Sciences, Ahmadu Bello University, Zaria, Nigeria.en_US
dc.description.abstractThis study examined the exchange rate pass-through effect at the aggregate level into import and consumer prices in Nigeria between the periods 1986 and 2014. The study used the Threshold Regression statistical technique to ascertain the possibility of the presence of nonlinearity and asymmetry in the behaviour of exchange rate pass-through in Nigeria. It also considered the pass-through from exchange rate to import prices, using import data, and then the pass-through from import prices to consumer prices. The study found that Exchange Rate Pass-Through in Nigeria is incomplete, low, nonlinear, slow in speed and symmetric. The effect was discovered to be higher on import than consumer prices, implying that the pass-through effect declines along the pricing chain. These findings are useful in the design and implementation of monetary and exchange rate policies by the Central Bank of Nigeria.en_US
dc.identifier.urihttp://hdl.handle.net/123456789/9885
dc.language.isoenen_US
dc.subjectEXCHANGE RATEen_US
dc.subjectIMPORTen_US
dc.subjectCONSUMER PRICESen_US
dc.subjectNIGERIAen_US
dc.subjectEVIDENCEen_US
dc.subjectTHRESHOLD REGRESSION MODELSen_US
dc.titleEXCHANGE RATE PASS-THROUGH TO IMPORT AND CONSUMER PRICES IN NIGERIA: EVIDENCE FROM THRESHOLD REGRESSION MODELSen_US
dc.typeThesisen_US
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