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Home  >  Volume 40

Exchange Rate of Naira against the U.S. Dollar (1981-2013): An Arima Intervention Analysis byOmekara C.O., Okereke E.W and Umezurike C. (pages 205-214)
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Abstract

This study dealt with an ARIMA intervention analysis of the exchange rate of Naira against the U.S dollar for the period 1981-2013. The data used for this study was obtained from the Statistical Bulletin of the National Bureau of Statistics. The study showed an intervention in November, 1999, which has abrupt and permanent effects on the exchange rates.

Keywords: Exchange rates, ARIMA Intervention analysis, pre-intervention series, intervention functions, abrupt and permanent effects.

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