51
Volume 3 Issue 2 2018
Amity Journal of Economics
AJECO
ADMAA
Amity Journal of Economics
3 (2), (51-62)
©2018 ADMAA
Oil Price Movements, Defcit Financing and Economic Growth
in Nigeria: A Simultaneous Equation Approach
Presley K Osemwengie & Ibrahim Shaibu
University of Benin, Benin City, Nigeria
Abstract
The study investigates the inter-relationships between deficit financing (DF), oil price movement and
economic growth in Nigeria. The paper employed annual time series data from 1980 to 2014. The causality
between these variables were also examined. The study employed granger causality test and the 2SLS
estimation techniques in a semi-log form after first considering the status of identification of the equations
in the system. Both rank and order conditions of identification showed that the model was identified. The
findings revealed the existence of a strong relationship between real GDP and oil price movement while
deficit financing (DF) proved to be weak determinant of real GDP. In the model of oil price movement, only
real GDP proved to be significant at 5 per cent while DF managed to explain oil price movement at 10 per
cent level. Both real GDP and oil price movement proved to be significant determinants of DF. Uni-directional
relationship exists between real GDP and DF; oil price movement and DF while a bi-directional relationship
exists between real GDP and oil price movement.
Keywords: Real GDP, Oil Price Movement, Deficit Financing, 2SLS & Granger Causality
JEL Classification: F43, H62, C26
Paper Classification: Research Paper
Introduction
Over the years, growth has been the major goal of most developing economies. Hence most
emerging economies play key importance on drivers of economic growth. Evidence has shown
in the literature that several factors such as capital, labour, technology, exports, foreign direct
investment etc are significant determinants of economic growth in developing countries. Recently,
especially in oil producing states, evidence of oil-led growth has also emerged. This is why most of
the oil-rich nations (like Saudi Arabia) are experiencing accelerated growth in their economies. But
for most developing countries, particularly in Africa, the abundance of oil could not explain why
most of the states are poor, the presence of high level poverty and stunted growth rate. Intuitively,
it can be argued that mismanagement or misallocation of oil resources, DUTCH disease syndrome,
oil price fluctuations and the lack of policy direction on the part of African leaders may explain the
reason for stunted growth amidst oil abundance.