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V. A. Micheal

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Open access Aug 2026

Hybrid Machine Learning-Bayesian Vector Error Correction Model for Forecasting of Exchange Rate and Inflation Volatility Dynamics in Nigeria

This study develops and evaluates a hybrid Machine Learning-Bayesian Vector Error Correction Model (ML-BVECM) for forecasting exchange rate and inflation volatility dynamics in Nigeria using quarterly data from 1990 to 2025. The Unit root tests (ADF, PP, and KPSS) reveal that both inflation and the nominal exchange rat...

Joseph Elekhekhatse Alemho, Abdullahi Damisa Jemilu, V. A. Micheal · 0 citations

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