myreferences.bib

@Article{Mati2023,
  author               = {Mati, Sagiru and Radulescu, Magdalena and Saqib, Najia and Samour, Ahmed and Ismael, Goran Yousif and Aliyu, Nazifi},
  journal              = {HELIYON},
  title                = {Incorporating Russo-Ukrainian war in Brent crude oil price forecasting: A comparative analysis of ARIMA, TARMA and ENNReg models},
  year                 = {2023},
  month                = {NOV},
  number               = {11},
  volume               = {9},
  abstract             = {This article investigates the performance of three models -
   Autoregressive Integrated Moving Average (ARIMA), Threshold
   Autoregressive Moving Average (TARMA) and Evidential Neural Network for
   Regression (ENNReg) - in forecasting the Brent crude oil price, a
   crucial economic variable with a significant impact on the global
   economy. With the increasing complexity of the price dynamics due to
   geopolitical factors such as the Russo-Ukrainian war, we examine the
   impact of incorporating information on the war on the forecasting
   accuracy of these models. Our analysis shows that incorporating the
   impact of the war can significantly improve the forecasting accuracy of
   the models, and the ENNReg model with the inclusion of the dummy
   variable outperforms the other models during the war period. Including
   the war variable has enhanced the forecasting accuracy of the ENNReg
   model by 0.11\%. These results carry significant implications regarding
   policymakers, investors, and researchers interested in developing
   accurate forecasting models in the presence of geopolitical events such
   as the Russo-Ukrainian war. The results can be used by the governments
   of oil-exporting countries for budget policies.},
  article-number       = {e21439},
  doi                  = {10.1016/j.heliyon.2023.e21439},
  earlyaccessdate      = {NOV 2023},
  eissn                = {2405-8440},
  orcid-numbers        = {Saqib, Najia/0000-0003-2795-2012 Mati, Sagiru/0000-0003-1413-3974 Aliyu, Nazifi/0009-0002-9166-1682},
  researcherid-numbers = {Saqib, Najia/T-8440-2018 Mati, Sagiru/P-3408-2017},
  unique-id            = {WOS:001105583400001},
}

@Article{Mati2023a,
  author               = {Mati, Sagiru and Civcir, Irfan and Abba, S. I.},
  journal              = {R JOURNAL},
  title                = {EviewsR: An {R} Package for Dynamic and Reproducible Research Using {EViews, R, R Markdown and Quarto}},
  year                 = {2023},
  issn                 = {2073-4859},
  month                = {JUN},
  doi = {10.32614/RJ-2023-045},
  number               = {2},
  pages                = {169-205},
  volume               = {15},
  abstract             = {EViews is a software designed for conducting econometric data analysis.
   There exists a one-way communication between EViews and R, as the former
   can run the code of the latter, but the reverse is not the case. We
   describe EviewsR, an R package which allows users of R, R Markdown and
   Quarto to execute EViews code. In essence, EviewsR does not only provide
   functions for base R, but also adds EViews to the existing knitr's
   knit-engines. We also show how EViews equation, graph, series, and table
   objects can be imported and customised dynamically and reproducibly in
   R, R Markdown and Quarto document. Therefore, EviewsR seeks to improve
   the accuracy, transparency and reproducibility of research conducted
   with EViews and R.},
  orcid-numbers        = {Mati, Sagiru/0000-0003-1413-3974 civcir, irfan/0000-0002-2557-2625},
  researcherid-numbers = {Mati, Sagiru/P-3408-2017 civcir, irfan/AAH-7729-2019},
  unique-id            = {WOS:001109160100015},
}

@Article{Mati2023b,
  author               = {Mati, Sagiru and Civcir, Irfan and Ozdeser, Hueseyin},
  journal              = {PANOECONOMICUS},
  title                = {ECOWAS Common Currency, a Mirage or Possibility?},
  year                 = {2023},
  issn                 = {1452-595X},
  number               = {2},
  pages                = {239-260},
  volume               = {70},
  abstract             = {Unlike previous studies, the current study uses oil price and
   inflation-ary shocks to assess the feasibility of actualizing the ECOWAS
   Vision 2020, which is aimed at creating a monetary union. With the help
   of the Blanchard and Quah (BQ) decomposition for a sample from 1975:05
   to 2018:08, two sets of models are estimated: models for inflationary
   shocks and models for oil price shocks. It is found that although the
   vision is a mirage, the creation of a common currency can serve as a
   shock absorber against the negative spillovers of global and regional
   inflationary shocks. The study also finds that oil price shocks lead to
   appreciation of the currency for the oil exporting country Nigeria,
   while Nigeria, the Gambia and Ghana stand out in their responses to oil
   price shocks. The study recommends that these countries cannot be part
   of the Vision and that more coordination among ECOWAS members is needed
   before this Vision can be actualised.},
  doi                  = {10.2298/PAN191119015M},
  eissn                = {2217-2386},
  orcid-numbers        = {Mati, Sagiru/0000-0003-1413-3974 civcir, irfan/0000-0002-2557-2625},
  researcherid-numbers = {Mati, Sagiru/P-3408-2017 civcir, irfan/AAH-7729-2019},
  unique-id            = {WOS:001012779100003},
}

@Article{Alamrouni2022,
  author               = {Alamrouni, Abdelgader and Aslanova, Fidan and Mati, Sagiru and Maccido, Hamza Sabo and Jibril, Afaf A. and Usman, A. G. and Abba, I, S.},
  journal              = {INTERNATIONAL JOURNAL OF ENVIRONMENTAL RESEARCH AND PUBLIC HEALTH},
  title                = {Multi-Regional Modeling of Cumulative COVID-19 Cases Integrated with Environmental Forest Knowledge Estimation: A Deep Learning Ensemble Approach},
  year                 = {2022},
  month                = {JAN},
  number               = {2},
  volume               = {19},
  abstract             = {Reliable modeling of novel commutative cases of COVID-19 (CCC) is
   essential for determining hospitalization needs and providing the
   benchmark for health-related policies. The current study proposes
   multi-regional modeling of CCC cases for the first scenario using
   autoregressive integrated moving average (ARIMA) based on automatic
   routines (AUTOARIMA), ARIMA with maximum likelihood (ARIMAML), and ARIMA
   with generalized least squares method (ARIMAGLS) and ensembled
   (ARIMAML-ARIMAGLS). Subsequently, different deep learning (DL) models
   viz: long short-term memory (LSTM), random forest (RF), and ensemble
   learning (EML) were applied to the second scenario to predict the effect
   of forest knowledge (FK) during the COVID-19 pandemic. For this purpose,
   augmented Dickey-Fuller (ADF) and Phillips-Perron (PP) unit root tests,
   autocorrelation function (ACF), partial autocorrelation function (PACF),
   Schwarz information criterion (SIC), and residual diagnostics were
   considered in determining the best ARIMA model for cumulative COVID-19
   cases (CCC) across multi-region countries. Seven different performance
   criteria were used to evaluate the accuracy of the models. The obtained
   results justified both types of ARIMA model, with ARIMAGLS and ensemble
   ARIMA demonstrating superiority to the other models. Among the DL models
   analyzed, LSTM-M1 emerged as the best and most reliable estimation
   model, with both RF and LSTM attaining more than 80\% prediction
   accuracy. While the EML of the DL proved merit with 96\% accuracy. The
   outcomes of the two scenarios indicate the superiority of ARIMA time
   series and DL models in further decision making for FK.},
  article-number       = {738},
  doi                  = {10.3390/ijerph19020738},
  eissn                = {1660-4601},
  orcid-numbers        = {ISAH ABBA, SANI/0000-0001-9356-2798 Mati, Sagiru/0000-0003-1413-3974 Usman, Abdullahi Garba/0000-0001-5660-4581 Maccido, Hamza/0000-0003-2220-1260},
  researcherid-numbers = {ISAH ABBA, SANI/H-9637-2019 Mati, Sagiru/P-3408-2017 Usman, Abdullahi Garba/AEG-4400-2022},
  unique-id            = {WOS:000746531400001},
}

@Article{Mati2021,
  author               = {Mati, Sagiru},
  journal              = {SOCIAL SCIENCE \& MEDICINE},
  title                = {Do as your neighbours do? Assessing the impact of lockdown and reopening on the active COVID-19 cases in Nigeria},
  year                 = {2021},
  issn                 = {0277-9536},
  month                = {FEB},
  volume               = {270},
  abstract             = {This paper employs Autoregressive Integrated Moving Average (ARIMA)
   modelling and doubling time to assess the effect of lockdown and
   reopening on the active COVID-19 cases (ACC) based on a sample from 29
   February to July 3, 2020. Two models are estimated: one with a sample
   covering post-lockdown period only and another spanning both
   post-lockdown and post-reopening periods. The first model reveals that
   the lockdown caused an immediate fall in the daily growth rate of the
   ACC by 14.30\% and 33.26\% fall in the long run. The parameters of the
   second model show that the lockdown had an impact effect of 8.56\% and
   steady state effect of 20.88\% reduction in the growth rate of the ACC.
   The effect of reopening on the ACC is insignificant. However, the
   doubling time of the ACC has increased after reopening. The study warns
   against complete reopening until sufficient post-reopening data series
   is available for exact estimation. The findings in this study can be
   useful in determining the hospitalisation needs and effectiveness of
   similar health-related policies.},
  article-number       = {113645},
  doi                  = {10.1016/j.socscimed.2020.113645},
  eissn                = {1873-5347},
  orcid-numbers        = {Mati, Sagiru/0000-0003-1413-3974},
  researcherid-numbers = {Mati, Sagiru/P-3408-2017},
  unique-id            = {WOS:000621361500011},
}

@Article{Mati2019,
  author               = {Mati, Sagiru and Civcir, Irfan and Ozdeser, Huseyin},
  journal              = {INVESTIGACION ECONOMICA},
  title                = {ECOWAS COMMON CURRENCY: HOW PREPARED ARE ITS MEMBERS?},
  year                 = {2019},
  issn                 = {0185-1667},
  month                = {APR-JUN},
  number               = {308},
  pages                = {89-119},
  volume               = {78},
  abstract             = {This study operationalizes the Optimum Currency Area (OCA) to
   investigate the preparedness of Economic Community of West African
   States (ECOWAS) members to form a Monetary Union (MU). Inflation and
   output models are estimated, with the sample 1988:01 to 2017:12 for the
   former and 1967 to 2016 for the latter. Analyses of ECOWAS convergence
   criteria, impulse responses, variance decompositions and correlations of
   shocks of these two models, reveal that the shocks across the ECOWAS
   members are asymmetric. The conclusion is that ECOWAS members as a whole
   are not well-prepared and therefore a full-fledged pan-ECOWAS MU is not
   advisable. It is also found that members of the European Monetary Union
   (EMU) tend to be a better fit for OCA than the ECOWAS members. The study
   recommends various courses of action such as fostering coordination
   among Central Banks of ECOWAS members, and providing a fund to serve as
   an incentive for countries that may incur cost rather than benefit if
   the single currency is created.},
  doi                  = {10.22201/fe.01851667p.2019.308.69625},
  orcid-numbers        = {civcir, irfan/0000-0002-2557-2625 Mati, Sagiru/0000-0003-1413-3974},
  researcherid-numbers = {civcir, irfan/AAH-7729-2019 Mati, Sagiru/P-3408-2017},
  unique-id            = {WOS:000468195800005},
}


 @Manual{Mati2022,
    title = {EviewsR: A Seamless Integration of {EViews} and {R}},
    author = {Sagiru Mati},
    year = {2022},
    note = {R package version 0.1.5},
    url = {https://CRAN.R-project.org/package=EviewsR},
  }



@Article{Akalpler2017,
  author  = {Akalpler, Ergin and Ozdeser, Huseyin and Mati, Sagiru},
  journal = {Journal of Applied Economic Sciences},
  title   = {Trade-Volatility Relationship in the light of Nigeria and the Euro Area.},
  year    = {2017},
  number  = {7},
  volume  = {12},
  url={https://eds.p.ebscohost.com/eds/pdfviewer/pdfviewer?vid=0&sid=682b32ff-df08-4352-aee0-58eb1337dd96%40redis},
}


@Article{Mati2024,
  author    = {Mati, Sagiru  and Ismael, Goran Yousif andd Masoud, Serag and  Hamad, Karzan Qader and Mohammed, Abdullahi Ahmed and Hussaini, Mustapha},
  journal   = {Cogent Economics \& Finance},
  title     = {Revisiting ECOWAS-Eurozone exports in the light of asymmetry},
  year      = {2024},
  number    = {1},
  pages     = {2309812},
  volume    = {12},
  abstract  = {This article evaluates the asymmetric impact of exchange rate volatility on the exports of nine ECOWAS countries to the Eurozone. By comparing Autoregressive Distributed Lag (ARDL) and Nonlinear ARDL (NARDL) models, the study concludes that the effect of volatility on ECOWAS-Eurozone exports (EEE) is asymmetric. The study also investigates the impact of foreign income and prices on the EEE and categorises the goods and services that make up the EEE for each country based on their coefficients. The results show that exchange rate volatility has an asymmetric effect on the EEE, which comprise both substitute and inferior goods. The study recommends that ECOWAS authorities avoid using proportional policies to address increased and decreased volatility, as their impact on trade is asymmetric. The long-run coefficients of income for Nigeria, Togo, and Benin are -1.29, -4.67, and -2.64 respectively, indicating that their exports are dominated by inferior goods. The long-run coefficients of foreign price for Nigeria, Niger, and Burkina Faso are 5.32, 7.87, and 1.91 respectively, suggesting that their exports are mainly substitute goods. The authors confirm long-run asymmetry for three out of nine countries and short-run asymmetry for five countries. Only three countries have an asymmetric trade-volatility relationship in both the short and long run. The study suggests that Nigeria, Togo, and Benin diversify their economies, as their exports to the Eurozone are dominated by inferior goods and services. Additionally, the study recommends that the governments of Nigeria, Niger, and Burkina Faso provide support, as their goods and services are substitutes.},
  doi       = {10.1080/23322039.2024.2309812},
  eprint    = {https://doi.org/10.1080/23322039.2024.2309812},
  publisher = {Cogent OA},
  url       = {https://doi.org/10.1080/23322039.2024.2309812},
}


@Article{Mati2020,
  author  = {Mati, Sagiru},
  journal = {CRAN},
  title   = {DynareR: Bringing the Power of {Dynare} to {R, R Markdown, and Quarto}},
  year    = {2020},
  url     = {https://cran.r-project.org/web/packages/DynareR/index.html},
}








@Article{Hussain2017,
  author  = {Hussain, Mustapha and Ahmed Mohammed, Abdullahi and Mati, Sagiru},
  journal = {American Journal of Economics},
  title   = {Oil and Non-Oil Foreign Direct Investment and Economic Growth in Nigeria: An Empirical Evidence from Autoregressive Distributed Lag Model},
  year    = {2017},
  url     = {http://article.sapub.org/10.5923.j.economics.20170704.05.html},
}

@Article{Mati2020a,
  author  = {Mati, Sagiru},
  journal = {CRAN},
  title   = {DynareR: Bringing the Power of Dynare to {R, R Markdown, and Quarto}},
  year    = {2020},
  url     = {https://cran.r-project.org/web/packages/DynareR/index.html},
}

@Article{Mati2020b,
  author = {Mati, Sagiru},
  title  = {gretlR: A Seamless Integration of {Gretl and R}},
  year   = {2020},
  url    = {https://cran.r-project.org/web/packages/gretlR/index.html},
}


@Article{Mohammed2016,
  author  = {Mohammed, Abdullahi and Mati, Sagir and Husssain, Mustapha},
  journal = {American Journal of Economics},
  title   = {Exchange Rate Pass-Through to Domestic Consumer Prices in Nigeria and Taylor’s Hypothesis: A Structural Vector Auto Regression Analysis},
  year    = {2016},
  url     = {http://article.sapub.org/10.5923.j.economics.20170705.01.html},
}


@Article{Mati2020c,
  author  = {Mati, Sagiru},
  journal = {CRAN},
  title   = {EviewsR: A Seamless Integration of {EViews and R}},
  year    = {2020},
  url     = {https://cran.r-project.org/web/packages/EviewsR/index.html},
}


@Article{Mati2023c,
  author  = {Mati, Sagiru},
  journal = {CRAN},
  title   = {URooTab: Tabular Reporting of EViews Unit Root Tests},
  year    = {2023},
  url     = {https://cran.r-project.org/web/packages/URooTab/index.html},
}

@Comment{jabref-meta: databaseType:bibtex;}