IBRAHIM ANYARS | Kwame Nkrumah University of Science and Technology, Kumasi Ghana (original) (raw)

IBRAHIM ANYARS

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Papers by IBRAHIM ANYARS

Research paper thumbnail of Forecasting the future: applying Bayesian model averaging for exchange rates drivers in Ghana

Applied economics, Apr 8, 2024

Research paper thumbnail of Out-of-Sample Exchange rate Forecasting in Ghana using Bayesian Model Averaging

Social Science Research Network, Dec 31, 2022

Research paper thumbnail of The impact of oil price changes on inflation and disaggregated inflation: Insights from Ghana

Research in Globalization, 2023

Numerous studies have examined the impact of changes in oil price on economic activities in both ... more Numerous studies have examined the impact of changes in oil price on economic activities in both developing and developed countries. Yet, studies on the impact of oil price on various sectors of the economy are limited, particularly in Ghana. To contribute to the literature and inform policy actions, we examine the impact of oil price changes on aggregated and disaggregated inflation where the disaggregated inflation comprises energy CPI, food CPI, Core CPI, and transport CPI. We applied Nonlinear Autoregressive Distributed Lag (NARDL) Model to quarterly data spanning from 2000Q1 to 2021Q1. The NARDL model was suitable for analysis because it accounted for asymmetries inherent in oil prices. Our results from the NARDL model suggest evidence of the asymmetric impact of oil price change on both aggregated and disaggregated inflation. However, the asymmetric effect of oil price changes on Transport CPI was statistically higher in magnitude than the other sub-indexes of
inflation, suggesting that oil price changes affect the transport sector more than the other sectors of an economy. From a policy point of view, these findings imply that to stabilize inflation, policies should be designed to strengthen the transport sector to contain oil price shocks.

Research paper thumbnail of The impact of import substitution policy on trade and exchange rate: An empirical analysis from Ghana

Journal of Economics and International Finance

This research examines the impact of import substitution policy on the trade balance and exchange... more This research examines the impact of import substitution policy on the trade balance and exchange rate in Ghana by employing the macroeconomic variablesinflation rate and interest rate. For a robustness check, the policy is analyzed using the augmented trade balance and magnitude of import substitution approaches. The study utilizes quarterly data from 1990Q1 to 2021Q1 and applies the Johansen cointegration test and vector error correction model to estimate the dynamics of the policy impact. The results show that the import substitution policy boosts the capacity of domestic production and improves the trade balance. Also, the study reveals that both the augmented trade balance and magnitude of import substitution and international reserves have a symmetric negative impact on the exchange rate at a statistically significant level of 1%, ceteris paribus. This implies that the implementation of the import substitution policy would ensure the appreciation or stabilization of the domestic currency value in Ghana without depleting the international reserves in the long-run.

Research paper thumbnail of Forecasting the future: applying Bayesian model averaging for exchange rates drivers in Ghana

Applied economics, Apr 8, 2024

Research paper thumbnail of Out-of-Sample Exchange rate Forecasting in Ghana using Bayesian Model Averaging

Social Science Research Network, Dec 31, 2022

Research paper thumbnail of The impact of oil price changes on inflation and disaggregated inflation: Insights from Ghana

Research in Globalization, 2023

Numerous studies have examined the impact of changes in oil price on economic activities in both ... more Numerous studies have examined the impact of changes in oil price on economic activities in both developing and developed countries. Yet, studies on the impact of oil price on various sectors of the economy are limited, particularly in Ghana. To contribute to the literature and inform policy actions, we examine the impact of oil price changes on aggregated and disaggregated inflation where the disaggregated inflation comprises energy CPI, food CPI, Core CPI, and transport CPI. We applied Nonlinear Autoregressive Distributed Lag (NARDL) Model to quarterly data spanning from 2000Q1 to 2021Q1. The NARDL model was suitable for analysis because it accounted for asymmetries inherent in oil prices. Our results from the NARDL model suggest evidence of the asymmetric impact of oil price change on both aggregated and disaggregated inflation. However, the asymmetric effect of oil price changes on Transport CPI was statistically higher in magnitude than the other sub-indexes of
inflation, suggesting that oil price changes affect the transport sector more than the other sectors of an economy. From a policy point of view, these findings imply that to stabilize inflation, policies should be designed to strengthen the transport sector to contain oil price shocks.

Research paper thumbnail of The impact of import substitution policy on trade and exchange rate: An empirical analysis from Ghana

Journal of Economics and International Finance

This research examines the impact of import substitution policy on the trade balance and exchange... more This research examines the impact of import substitution policy on the trade balance and exchange rate in Ghana by employing the macroeconomic variablesinflation rate and interest rate. For a robustness check, the policy is analyzed using the augmented trade balance and magnitude of import substitution approaches. The study utilizes quarterly data from 1990Q1 to 2021Q1 and applies the Johansen cointegration test and vector error correction model to estimate the dynamics of the policy impact. The results show that the import substitution policy boosts the capacity of domestic production and improves the trade balance. Also, the study reveals that both the augmented trade balance and magnitude of import substitution and international reserves have a symmetric negative impact on the exchange rate at a statistically significant level of 1%, ceteris paribus. This implies that the implementation of the import substitution policy would ensure the appreciation or stabilization of the domestic currency value in Ghana without depleting the international reserves in the long-run.

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