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Intervention Analysis of Mexican Peso to Nigerian Naira Exchange Rates During Nigeria's Economic Recessions

Year: 2025

Type: article

Abstract: Modelling the Mexican Peso to the Nigerian Naira exchange rates with the standard Box-Jenkins ARIMA model in the presence of external events might be misleading and generating forecasts from such model may be unreliable. This study posits that the exchange rate between Mexican Peso and Nigerian Naira was exclusively influenced by the economic downturn experienced in Nigeria during the years 2016 and 2020. Thus, the intervention is described as a step function

Source: Zenodo (CERN European Organization for Nuclear Research)

DOI: 10.5281/zenodo.15482119

Author: Nwachukwu, Ngozi Uchenna

Institution: Rivers State University

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W6893381902

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