Time Series Analysis on Multiple Macro Economic Indicators in Ghana

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dc.contributor.authorFiagboh, Clemennt
dc.date.accessioned2014-01-14T10:37:28Z
dc.date.accessioned2023-04-21T02:55:09Z
dc.date.available2014-01-14T10:37:28Z
dc.date.available2023-04-21T02:55:09Z
dc.date.issued2013
dc.descriptionA Thesis submitted to the Department of Mathematics, Kwame Nkrumah University of Science and Technology in partial fulfillment for the requirements for the degree of Master of Science(Industrial Mathematics)Institute Of Distance Learning Faculty of Physical Sciences, College of Science.en_US
dc.description.abstractThe study sought to test the hypothesis that there is no relationship between real effective exchange rate and other macroeconomic variables.This study was done by developing an empirical model for Real Effective Exchange Rate with special focus on Foreign aid using the cointegration, vector and error correction (VEC) and vector auto regression (VAR) approach. Annual data covering the period 1980 to 2011 was collected (World Bank Development Indicators). The outcome of the study showed that foreign aid as well as government expenditure, Aid, Money supply, Terms of Trade and Openness of the economy have appreciating effect on Real Effective Exchange Rate. On the other hand Government Expenditure had depreciating pressure on Real Effective Exchange Rate. We also established from the variance decomposition and impulse response function that foreign aid is an important determinant to real effective Exchange Rate.en_US
dc.description.sponsorshipKNUSTen_US
dc.identifier.urihttps://ir.knust.edu.gh/handle/123456789/5551
dc.language.isoenen_US
dc.titleTime Series Analysis on Multiple Macro Economic Indicators in Ghanaen_US
dc.typeThesisen_US
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