Access Statistics for Olaoluwa Simon Yaya

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 new unit root analysis for testing hysteresis in unemployment 1 3 15 68 4 11 43 67
Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests 0 0 0 10 0 2 8 30
Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break 0 0 3 17 2 4 21 42
Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework 0 0 1 9 0 0 15 59
Determinants of Desired and Actual Number of Children and the Risk of having more than Two Children in Ghana and Nigeria 0 0 0 5 0 2 20 40
Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? 0 0 0 7 0 2 4 29
Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test 0 0 0 0 0 0 3 84
Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks 0 0 0 22 0 1 13 38
Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data 0 0 0 28 1 1 7 40
GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features 0 0 0 2 0 0 10 21
Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework 0 0 10 10 1 1 9 9
High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach 0 1 2 25 2 3 11 33
Household Expenditure In Africa: Evidence Of Mean Reversion 1 16 16 16 1 8 9 9
How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash? 0 0 2 12 2 6 22 48
How do Stocks in BRICS co-move with REITs? 0 1 5 15 2 5 23 63
Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test 0 1 4 30 0 2 17 51
Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach 0 0 4 19 2 16 37 58
Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques 0 0 2 16 0 1 8 19
Investigating Structural break-GARCH-based Unit root test in US exchange rates 0 0 0 13 0 1 4 23
Is there Convergence between the Brics and International Securitized Property Markets? 0 0 2 8 0 0 4 11
Is there convergence between the BRICS and International REIT Markets? 0 0 1 19 0 0 9 45
Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North 0 4 4 4 1 5 5 5
Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria 0 0 0 1 0 0 1 9
Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration 0 1 4 41 0 6 23 95
Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach 0 0 0 20 0 0 15 131
Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR 1 3 18 18 2 6 28 28
Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries 0 0 4 11 0 0 13 38
Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models 0 0 0 2 0 0 6 17
On the Impact of Inflation and Exchange Rate on Conditional Stock Market Volatility: A Re-Assessment 1 1 3 4 1 2 12 19
On the persistence and volatility in European, American and Asian stocks bull and bear markets 0 0 0 1 0 0 5 26
Social Structure and Variation in the Family Formation Process: The Case of Age at First Marriage and Duration between First Marriage and First Birth in selected sub-Saharan African Countries 0 0 0 0 0 1 6 14
Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions 0 0 3 30 0 0 11 43
The Persistence of Stock Market Returns during the Presidential elections in Nigeria 0 0 8 8 0 0 20 20
The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration 0 0 1 28 2 2 18 48
Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes 0 0 0 21 0 4 14 91
Total Working Papers 4 31 112 540 23 92 474 1,403


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ANOTHER LOOK AT THE STATIONARITY OF INFLATION RATES IN OECD COUNTRIES: APPLICATION OF STRUCTURAL BREAK-GARCH-BASED UNIT ROOT TESTS 0 0 0 1 0 5 8 16
Assessing Market Efficiency And Volatility Of Exchange Rates in South Africa and United Kingdom: Analysis Using Hurst Exponent 0 0 4 7 0 4 21 37
CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY 0 0 0 0 1 3 11 12
Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework 0 0 1 1 2 3 12 14
Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework 0 0 0 3 0 1 14 21
Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test 0 0 0 1 0 0 5 34
Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data 0 0 0 1 1 1 2 12
Global temperatures and sunspot numbers. Are they related? 0 0 0 7 0 0 1 51
How do stocks in BRICS co-move with real estate stocks? 0 0 0 0 0 1 2 2
How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash? 0 1 4 4 0 3 10 10
Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test 0 0 2 3 2 3 22 28
Investigating Asian regional income convergence using Fourier Unit Root test with Break 1 1 2 2 2 4 11 11
Market efficiency of Baltic stock markets: A fractional integration approach 0 0 4 7 2 5 17 44
Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries 0 1 1 1 1 3 3 3
On the persistence and volatility in European, American and Asian stocks bull and bear markets 0 1 2 28 0 2 5 115
Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time 0 0 1 13 1 1 4 60
Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques 0 0 0 0 2 2 2 3
The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets 0 0 0 11 0 1 7 33
The persistence and asymmetric volatility in the Nigerian stock bull and bear markets 0 0 0 12 0 3 4 73
The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration 0 3 5 22 1 6 16 76
Time Series Analysis of the Behaviour of Import and Export of Agricultural and Non-Agricultural Goods in West Africa: A Case Study of Nigeria 1 1 5 7 3 8 28 56
Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach 0 0 3 14 2 3 14 73
Time series analysis of persistence in crude oil price volatility across bull and bear regimes 0 0 1 7 0 0 6 44
Time series analysis of volatility in the petroleum pricing markets: the persistence, asymmetry and jumps in the returns series 0 0 1 10 0 0 5 40
Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends 0 1 3 3 2 4 10 11
Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis 0 0 0 9 0 0 5 55
Total Journal Articles 2 9 39 174 22 66 245 934


Statistics updated 2021-01-03