Vol. 5, No. 1, Summer 2016 © 2012 Published by JSES.
CRUDE OIL PRICE SHOCKS AND MACROECONOMIC BEHAVIOR IN
NIGERIA
Emmanuel Olusegun STOBER
a
Abstract
Milton Friedman's permanent income hypothesis suggests that frictionless
open economies with depletable natural resources should increase its
external reserves with most of the resource windfalls. Nigeria like any
other country endowed with natural resources such as crude oil and
liquefied natural gas are often faced by the Dutch disease. The evolution of
the Nigeria’s foreign exchange market has been influenced by the changing
pattern of international trade, institutional changes in the economy and
structural shifts in production. The increased export of crude oil followed
by the sharp fall in its prices, and enhanced official foreign exchange
receipts should give the government a wakeup call. This study focuses on
macroeconomic behavior in the presence of crude oil price volatility. The
dataset covered the period of 1970-2014, using OLS model. Given the high
degree of dependency and contribution crude oil has on Nigeria’s revenue
generation, this analysis reveals crude oil price to be having a positive
impact on Nigeria’s economic wellbeing. A 1% increase in its price has an
impact of 0.67% increase in GDP. Adding-up all other analyzed variable,
crude oil still stand as the mean influential factor to the Nigerian economic
development. Therefore, it is of optimum important to quickly diversify the
economy, to prevent the repercussion of crude oil price shock, and also
heavily invest in the development of infrastructural facilities to create the
enabling environment for a non-oil economy.
Keywords: Exchange rate, External reserves, Nigerian economic development, Vector Error
Correction Model (VECM)
JEL Classification: C54, C55, C22, E37, E52
Author’s Affiliation
a
- Bucharest University of Economic Studies, Romania. Email: stober.emmanuel@gmail.com (corresponding
author).