Access Statistics for Ahamuefula Ephraim Ogbonna

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data 0 0 0 60 3 5 17 81
A new unit root analysis for testing hysteresis in unemployment 0 1 9 74 1 5 42 96
Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break 1 1 4 20 2 2 15 51
Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? 0 1 2 9 1 6 14 41
Does the choice of estimator matter for forecasting? A revisit 0 2 5 75 0 2 10 95
Forecasting CO2 emissions: Does the choice of estimator matter? 0 1 4 56 1 11 18 104
Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models 0 4 17 88 6 29 108 418
How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash? 0 0 2 14 0 0 18 58
Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test 0 0 3 32 1 5 15 64
Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach 0 0 1 56 2 4 12 116
Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach 0 0 0 19 2 2 23 62
Investigating Structural break-GARCH-based Unit root test in US exchange rates 0 1 2 15 0 2 4 26
Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North 0 0 8 8 1 2 37 37
Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration 0 2 6 45 3 7 28 113
Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR 1 1 14 27 3 5 31 48
Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models 0 0 2 4 3 5 10 26
Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States 0 0 9 28 4 8 50 70
Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data 0 0 21 21 2 5 34 34
Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis 1 5 17 17 3 12 38 38
Total Working Papers 3 19 126 668 38 117 524 1,578

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic 0 0 2 2 2 5 12 12
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* 1 1 1 1 4 4 4 4
Another look at the energy-growth nexus: New insights from MIDAS regressions 1 2 6 12 1 5 17 55
CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY 0 0 1 1 0 0 6 15
Google trends and the predictability of precious metals 1 3 12 14 5 15 89 93
How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash? 0 0 1 4 2 4 12 17
Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test 0 0 1 4 0 4 16 40
Life expectancy in West African countries: Evidence of convergence and catching up with the north 0 0 0 0 0 1 4 4
Mapping US presidential terms with S&P500 index: Time series analysis approach 0 0 0 0 2 3 5 5
Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration 0 2 3 3 1 5 11 11
Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach 1 1 1 1 12 18 18 18
Point and density forecasting of macroeconomic and financial uncertainties of the USA 0 1 1 1 1 4 4 4
Stock‐induced Google trends and the predictability of sectoral stock returns 1 3 10 10 3 8 24 24
Total Journal Articles 5 13 39 53 33 76 222 302

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Statistics updated 2021-09-05