Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Vector Autoregressive model"
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Assessing the impact of oil prices on exchange rate dynamics in the Kenyan economy
(Strathmore University, 2016)This paper aims to investigate the role of murban adnoc oil import prices in explaining the dynamics of exchange rates in the Kenyan economy. The study uses monthly data covering the period 2005 to 2014. The Johansen ...