Interest Rate Channel and Real Economy in Nigeria: A Bayesian Vector Autoregression Approach
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Keywords
Minnesota/Litterman Prior; Bayesian.;JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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