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Modeling inflation rates and exchange rates in Ghana: application of multivariate GARCH models

Ezekiel Nn Nortey1, Delali D Ngoh1, Kwabena Doku-Amponsah1

  • 1Department of Statistics, University of Ghana, P. O. Box LG 115, Legon-Accra, Ghana.

Springerplus
|March 6, 2015
PubMed

Keywords:
BEKKDCCExchangeGARCHGhanaInflationInterest ratesVolatility

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