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Keywords: Bayesian diffusion-regression state-space model
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Journal Articles
African Journal of Economic and Management Studies 1–21.
Published: 06 July 2026
..., its official announcements, and the governor's speeches on the naira foreign exchange market. Design/methodology/approach A causal impact intervention analysis is conducted using a Bayesian diffusion-regression state-space model using daily data from January 2023 to 9th August 2024. Counterfactual...
