Household consumption and exchange rate extreme dynamics: Multiple asymmetric threshold non‐linear autoregressive distributed lag model perspective - Uche, Emmanuel; Chang, Bisharat Hussain; Effiom, Lionel (International journal of finance and economics, 2023)
Keywords: African emerging economies; asymmetry; Emerging markets; exchange rate; Expenditures; Foreign exchange rates; household consumption; multiple asymmetric non‐linear autoregressive distributed lagnon‐linear autoregressive distributed lag; Nigeria