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A Vector Autoregressive (VAR) Cointegration and Vector Error Correction Model (VECM) Approach for Financial Deepening Indicators AND Economic Growth in Nigeria
by H. A. Chamalwa and H. R. Bakari
American Journal of Mathematical Analysis. 2016, 4(1), 1-6. DOI: 10.12691/ajma-4-1-1
Pub. Date: March 29, 2016Views: 25588Downloads: 21016
cointegation differencing growth money relationship
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