Afolabi Ibikunle Joseph

Dynamic Connectedness between Economic Policy Uncertainty and Macroeconomic Performance in Nigeria: Evidence from a TVP-VAR Approach

Mutairu Oyewale Akintunde & Afolabi Ibikunle Joseph · Asian Journal of Economics, Business and Accounting · 2026

This study examines the time-varying interdependence and shock spillovers between Economic Policy Uncertainty (EPU) and key macroeconomic performance indicators in Nigeria. Specifically, it investigates the transmission of shocks among EPU, GDP growth, exchange rate, inflation, i...