INTERVENTION ANALYSIS OF MEXICAN PESO TO NIGERIAN NAIRA EXCHANGE RATES DURING NIGERIA'S ECONOMIC RECESSIONS
Modelling the Mexican Peso to the Nigerian Naira exchange rates with the standard Box-Jenkins ARIMA model in the presence of external events might be misleading and generating forecasts from such model may be unreliable. This study posits that the exchange rate between Mexican Peso and Nigerian Naira was exclusively influenced by the economic downturn experienced in Nigeria during the years 2016 and 2020. Thus, the intervention is described as a step function
Institutions
- Rivers State University (NG)
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2025-05-21
- DOI
- https://doi.org/10.5281/zenodo.15482119
- Primary Topic
- Monetary Policy and Economic Impact
- Type
- article
- Field-Weighted Citation Impact
- 0.00