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FOI Documents








Prof. Yakubu Musa

Area of specialization:Time Series Analysis & Econometrics
Email:yakubu.musa@udusok.edu.ng
Phone:+234 7030168606

List of Selected Publications

(1) Yakubu M. and Gulumbe S.U (2008) Forecasting of Temperature in Sokoto Metropolis Using Seasonal Modeling. Nigerian Journal of Basic and Applied Sciences. Vol. 16( 1): 36- 47. ( ISSN: 0794-5698)
(2) U. Dauda, S.U. Gulumbe, M. Yakubu. and L.K. Ibrahim (2011). Monitoring Of Infectious Diseases in Katsina and Daura Zones of Katsina State: A Clustering Analysis. Nigerian Journal of Basic and Applied Sciences. Vol. 19(1): 31- 42. (ISSN: 0794-5698) DOI: http://dx.doi.org/10.4314/njbas.v19i1.69341
(3) A.Z.Faruku, B.K. Asare, M. Yakubu, and L. Shehu (2011). Causality Analysis of the Impact of Foreign Direct Investment on GDP in Nigeria. Nigerian Journal of Basic and Applied Sciences. Vol. 19 No 1. PP: 9- 20. (ISSN: 0794-5698) DOI: http://dx.doi.org/10.4314/njbas.v19i1.69339
(4) L.K. Ibrahim, B.K. Asare, M. Yakubu and U. Dauda (2011) Modeling of Sokoto Daily Average Temperature: A Fractional Integration Approach. Nigerian Journal of Basic and Applied Sciences. Vol. 19(1): 21- 30. (ISSN: 0794-5698)
(5) Y. Musa, B.K. Asare and S. U. Gulumbe (2012). Measuring the Impact of Monetary and Fiscal Policy on Inflation and Economic Growth in Nigeria Using Unrestricted VAR Methodology. International Journal of Natural and Applied Sciences. Vol. 8(2): 109-124. (ISSN:0794-4713)
(6) U. Usman, M. Yakubu, and A.Z. Bello (2012). An Investigation on the rate of Crime in Sokoto State Using Principal Component Analysis. Nigerian Journal of Basic and Applied Sciences. Vol. 20, No. 2; PP: 152-160. (ISSN: 0794-5698) http://www.ajol.info/index.php/njbas/article/view/81608
(7) Musa Y. and Faruku A.Z. (2013). Forecast Error Variance Decomposition Analysis of Foreign Direct Investment on Some Microeconomic Indicators in Nigeria. International Journal of Research and Advancement in Physical Science. Vol. 3, No.1, 40-53. ( ISSN: 2276-8521)
(8) Musa Y. and Asare B.K. (2013). Analyzing the Effectiveness of Revenue and Expenditure on Prices and Gross Domestic Product in Nigeria: A VAR Method. African Journal of Management and Administration. Vol. 6, No. 1 , PP:43-55. ( ISSN: 2141-0143)
(9) Musa, Y. and Asare, B.K. (2013). Long and Short run relationship analysis of monetary and Fiscal policy on Economic growth in Nigeria: A VEC Model Approach. Research Journal of Applied Sciences, Engineering and Technology. Vol. 5(10): 3044-305. (ISSN: 2040-7459; e-ISSN:2040-7467) http://maxwellsci.com/print/rjaset/v5-3044-3051.pdf
(10) Yakubu Musa, Asare, B. K., and Gulumbe, S.U. (2013). Effect of Monetary-Fiscal Policies Interaction on Price and output Growth in Nigeria. CBN Journal of Applied Statistics. Vol.4(1 );pp:55-74. (ISSN: 2141-9272)
(11) Musa Y. and Jibrin A. Sanusi (2013). Analyzing the impact of Value Added Tax (VAT) on Economic Growth in Nigeria. Journal of Mathematical Theory and Modeling. Vol.3(14); PP:16- 23. (ISSN: 2224-5804(Paper) ; ISSN 2225-0522(Online))
(12) Musa, Y. and Jibrin A. Sanusi (2013). Industrial Output Response to Inflation and Exchange Rate in Nigeria: An Empirical Analysis. Journal of Economics and Sustainable Development. Vol.4(20):74-81. (ISSN: 2222-1700(Paper), ISSN: 2222-2855(Online))
(13) Yakubu Musa and Bello Abubakar (2014)” Investigating Daily Naira/Dollar Exchange Rate Volatility: A Modelling using GARCH and Asymmetric Models” IOSR Journal of Mathematics, Vol. 10, Issue 2 Ver. II , PP: 139-148.(e-ISSN:2278-3008, p-ISSN:2319- 7676) DOI: 10.9790/5728-1022139148
(14) Yakubu Musa and A.B Zoramawa (2014) Cluster Analysis of Some Selected Eye Diseases: A case study of Gombe State, Nigeria. International Journal of Mathematics and Statistics Invention. Vol. 2, Issue 6, PP: 44-51. (E-ISSN: 2321-4767, P-ISSN: 2321- 4759) http://www.ijmsi.org/Papers/Volume.2.Issue.6/F026044051.pdf
(15) Yakubu Musa (2014) Modeling an Average Monthly Temperature of Sokoto Metropolis Using Short Term Memory Models. International Journal of Academic Research in Business and Social Sciences. Vol. 4, No. 7, PP 382-397 ISSN: 2222-6990 DOI: 10.6007/IJARBSS/v4-i7/1030 URL: http://dx.doi.org/10.6007/IJARBSS/v4- i7/1030
(16) Musa Y., Tasi’u M., and Abubakar Bello(2014). Forecasting of Exchange Rate Volatility Between Naira and US Dollar Using GARCH Models. International Journal of Academic Research in Business and Social Sciences. Vol. 4, N0. 7, PP 369-381. ( ISSN: 2222-6990) DOI: 10.6007/IJARBSS/v4-i7/1029
(17) Tasi’u M., Yakubu Musa, and Gulumbe S. U.(2014). Exchange rate volatility of Nigerian Naira against some major currencies in the world: An application of multivariate GARCH models. International Journal of Mathematics and Statistics Invention. Vol.2,Issue 6, PP:52-65 (E-ISSN:2321-4767, P-ISSN: 2321-4759) http://www.ijmsi.org/Papers/Volume.2.Issue.6/G026052065.pdf
(18) Jibrin A. Sanusi, A.G. Musa, I.A. Kargi, Musa, Y., and Gulumbe S.U. (2014). Forecasting Rainfall Pattern in Kano State, North-West of Nigeria. Bayero Journal of Pure and Applied Sciences. Vol. 7, No. 2, PP:69-77. (ISSN: 2006-6996)
(19) Yakubu Musa, Umar Usman, and Aminu Bello Zoramawa (2014). Relationship between Money supply and Government revenues in Nigeria. CBN Journal of Applied Statistics. Vol. 5, No. 2; PP: 117-136. (ISSN: 2141-9272)
(20) A.B. Zoramawa and Y. Musa (2015). Principal Components as a Tool in Statistical Quality Control: A Case Study of Sokoto Portland Cement. Nigerian Journal of Basic and Applied Sciences, 23 (1), 75-79. (ISSN: 0794-5698) DOI: http://dx.doi.org/10.4314/njbas.v23i1.11
(21) Sanusi, A. J, Aremu, T. and Musa, Y. (2015) Modeling and Forecasting Hepatitis Rate in Kaduna State, Nigeria. International Journal of Sciences & Environmental Technology. Vol. 3, No. 1, PP: 15-28. (ISSN: 2877-6787)
(22) Sanusi A. Jibrin, Yakubu Musa, Umar A. Zubair and Ahmed S. Saidu (2015). ARFIMA Modelling and Investigation of Structural Break(s) in West Texas Intermediate and Brent Series. CBN Journal of Applied Statistics. Vol. 6, No. 2; PP: 59-79. ( ISSN: 2141- 9272)
(23) Musa, Y. Abimbola, N. G. A. and Kwanaki, B. B.(2016) The Solution of a Product Mix and Transportation Problem for Optimizing Profit Using Mabbera Block Molding Industry as a Case Study. ABACUS( Journal of Mathematical Association of Nigeria). Vol. 43, No. 2; PP: 315- 323. (ISSN: 0001-3099)
(24) Sanusi A. Jibrin, Yakubu Musa, Olanrewaju I. Shittu, Maimuna A. Aliyu, Samaila Mohammed, Kabir Liman (2017). The Impact of Floating Exchange Rate Market to Nigeria Naira: Time-series Intervention Analysis. Journal of Scientific and Engineering Research. Vol. 4(4):152-156 (ISSN: 2394-2630)
(25) Z. Sani, A. A. Obiniyi, Y. Musa, and L. Yahaya (2016), Performance Evaluation of Some Neural Network Models Used in Forest Forecasting. International Journal of Science for Global Sustainability(Federal University, Gusau Publication). Vol. 2, No. 4; PP:132- 146, (ISSN: 2488-9229)
(26) Shuaibu Ahmed and Yakubu Musa (2017). Influence of Stock Prices and Foreign Direct Investment on Nigeria Economy: A VEC Model Approach. International Journal of Innovative Research in Science, Engineering and Technology. Vol 6, Issue 7, PP: 12410- 12417. (ISSN(Online): 2319-8753 ; ISSN(Print): 2347-6710) DOI:10.15680/IJIRSET.2017.0607165
(27) Yakubu Musa, Musa Usman Bawa and Shuaibu Ahmed (2017). Structural Effect of Oil Price Shocks on Some Macroeconomics Variables in Nigeria: A SVAR Method. International Journal of Innovative Research in Science, Engineering and Technology Vol. 6, Issue 7, PP: 12401-12409. (ISSN(Online): 2319-8753 ; ISSN(Print): 2347-6710) DOI:10.15680/IJIRSET.2017.0607164
(28) H. G. Dikko, Y. Musa, H. B. Kware (2017). Evaluation of Predictive Ability of Some Data Mining and Statistical Techniques Using Breast Cancer Dataset. International Journal of Innovative Science and Research Technology. Vol. 2, Issue 10, PP: 94-103. (ISSN: 2456-2165)
(29) U. Usman, Y. Zakari and Y. Musa (2017). A Comparative Study of the Prediction Performance Methods of Handling Multicollineariy Based On Normal and Uniform Distributions. Journal of Basic and Applied Research International. Vol. 22(3): 111-117. (ISSN: 2395-3438 (P), ISSN: 2395-3446 (O))
(30) Musa Y. and Shuaibu A. (2017). Statistical Analysis of Stock Prices and Foreign Direct Investment in Nigeria. Journal of the Nigerian Association of Mathematical Physics. Vol. 43; PP: 243-250. (ISSN: 1116-4336)
(31) Musa Y., Usman U. and Habibullahi M. A. (2017). Evaluation of the Adequacy of Volatility Models of Nigeria Stock Market using Principal Component Analysis and Ranking Method. Journal of the Nigerian Association of Mathematical Physics. Vol. 43; pp: 229-238. (ISSN: 1116-4336)
(32) A. B. Zoramawa, Gulumbe S. U., R.R.L. Kantam and Musa Y. (2018). Developing double acceptance sampling plans for percentiles based on the inverse Rayleigh distribution. International Journal of Statistics and Applied Mathematics. Vol. 3, Issue 1, 39-44.
(33) Yakubu Musa, and Agwamba E. N. (2018) Time Series Analysis of Factors Affecting Foreign Direct Investments in Nigeria. ABACUS( Journal of Mathematical Association of Nigeria). Vol. 45, No. 1; PP: 45- 58. (ISSN: 0001-3099)
(34) Zoramawa, A. B. , Musa Y. and Usman U. (2018), Double Acceptance Sampling Plans Based on Truncated Life Tests for the Inverse Rayleigh Distribution. Continental Journal of Applied Sciences. Vol. 13, No. 2, PP: 18-28. (ISSN: 1597 – 9928). DOI:10.5281/zenodo.1418607
(35) A. Danbaba, A. Odeyale, & Y. Musa (2018) Joint Analysis of Several Experiments Conducted Via Orthogonal Sudoku Design of Odd Order. International Journal of Statistics and Applications. Vol 8(6); PP: 323-331
(36) U. Usman, Y. Musa, and H. M. Auwal (2018) Modeling Volatility of Nigeria Stock Market Returns using Garch models An Ranking Method. Journal of Statistics Applications & Probability Letters. Vol. 5, No. 1, PP: 13-27 (ISSN 2090-844X (print)) ( ISSN 2090-8458 (online) ) ( http://dx.doi.org/10.18576/jsapl/050103 )
(37) Iniabasi Emmanuel Etuk, Yakubu Musa, Shehu Usman Gulumbe (2019) Estimating and Predicting Value at Risk in Selected Banks of Nigeria Stock Market. International Journal of Statistics and Applications. Vol.  9(4): 117-121. (p-ISSN: 2168-5193    e-ISSN: 2168-5215) doi:10.5923/j.statistics.20190904.03
(38) Musa, Y., Adamu, I., & Sani Dauran, N. (2020). Forecasting of the Nigeria Stock Returns Volatility Using GARCH Models with Structural Breaks. Asian Research Journal of Mathematics, 16(2), 39-50. ISSN: 2456-477X https://doi.org/10.9734/arjom/2020/v16i230174 .
(39) Musa, Y., & Joshua, S. (2020). Analysis of ARIMA-Artificial Neural Network Hybrid Model in Forecasting of Stock Market Returns. Asian Journal of Probability and Statistics, 6(2), 42-53. ISSN: 2582-0230 https://doi.org/10.9734/ajpas/2020/v6i230157 .
(40) Musa, Y., Etuk, I. E., & Gulumbe, S. U. (2020). Efficiency and Consistency Assessment of Value at Risk Methods for Selected Banks Data. Journal of Advances in Mathematics and Computer Science, 35(2), 1-11. https://doi.org/10.9734/jamcs/2020/v35i230245 . ISSN: 2456-9968
(41) Y. MUSA, I. ADAMU AND N.S. DAURAN (2020). Modelling Volatility of the Nigerian Stock Returns Using Variants of GARCH Models in Non-Normal Distributions. Nigerian Journal of Science (NJS), Vol 54(1), 1-11. ISSN: 0029 0114. www.sciencenigeria.org
(42) Published Book Yakubu Musa & Sanusi A. Jibrin (2021) Time Series Analysis: An Introduction. First Edition. Fasco Publishers, Ibadan. ISBN: 978-978-57610-8 List of conferences/workshops/seminar Papers
Conference Attended/ Papers Presented/Conference Proceedings
1. Yakubu M. and Umar U. (2011) “Modeling Inflation Rate Using ARIMA Model: A Further Upward Trend in the Nigerian Inflation” . Paper presented at 46 th Annual conference of Science Association of Nigeria (SAN), held between 24 th - 28 th July, 2011 at A.B.U. Zaria, Nigeria.
2. Onwuka, G. I. , Sanusi J. A., Kajuru, J. Y., Musa, Y. and Gulumbe S.U. (2013). Modeling and Forecasting Rainfall Pattern in Sokoto. 2013 Annual conference Proceedings, Nigerian Statistical Association. PP: 227-232 (A Paper Presented at the Nigeria Statistical Association (NSA) Annual Conference Held on 11 th – 13 th September 2013 at at Civil Service Auditorium, Akwa-Ibom State Secretariat , Uyo.)
3. Musa Yakubu and Zoramawa A.B. (2014), “Forecasting Food Inflation of Nigeria by Using Seasonal ARIMA Model”. Paper presented at 1 st National Conference of Faculty of Science, Sokoto State University in Conjunction with The Algebra Group, held between 17 th – 20 th March 2014, at Faculty of Science Theatre, Sokoto State University.
4. Musa, Y. and Jibrin A. Sanusi (2014), “Modelling and Forecasting Gas Production and Utilization in Nigeria”. Paper presented at 1 st National Conference of Faculty of Science, Sokoto State University in Conjunction with The Algebra Group, held between 17 th – 20 th March 2014, at Faculty of Science Theatre, Sokoto State University.
5. Yakubu Musa and Lawal Garba Anka (2014). Detecting the Trend & Evaluating the Changes of Temperature & Rainfall in Sokoto & Yelwa (Kebbi State) Using Mann-Kendall Test. A Paper presented at 51 st Annual National Conference of The Mathematical Association of Nigeria (MAN), held between August 31 st – September 5 th 2014, at Multi- Purpose Hall, University of Ilorin, Kwara State.
6. Yakubu Musa and Lawal Garba Anka (2014). Modeling and Forecasting of Local Government Statutory Allocation Using Autoregressive Integrated Moving Average Model. Paper presented at 51 st Annual National Conference of The Mathematical Association of Nigeria (MAN), held between August 31 st – September 5 th 2014, at Multi- Purpose Hall, University of Ilorin, Kwara State.
7. Jibrin, A. S., Jibrin, Y. K., Musa, Y., Danbaba, A., and Gulumbe, S. U. (2014). Analyzing World Crude Oil Prices Using GARCH, ARFIMA, ARIMA, and SARIMA Models. 2014 Annual conference Proceedings, Nigerian Statistical Association. PP: 155-175(A Paper Presented at the Nigeria Statistical Association (NSA) Annual Conference Held on 3 rd – 5 th September 2014 at Ibrahim Shehu Shema Conference Hall, local Government Service Commission, Katsina , Katsina State.)
8. Musa, Y. and Gulumbe, S. U. (2014). Analyzing Nigeria Inflation and Government Revenues Using ARDL Approach. 2014 Annual conference Proceedings, Nigerian Statistical Association. PP: 195-209 (A Paper Presented at the Nigeria Statistical Association (NSA) Annual Conference Held on 3 rd – 5 th September 2014 at Ibrahim Shehu Shema Conference Hall, local Government Service Commission, Katsina , Katsina State.
9. Yakubu Musa and Lawal Garba Anka (2015). Identifying an Appropriate ARIMA Model to forecast Total Import of Nigeria. Paper Presented at 2 nd Annual National Conference of the Mathematical Association of Nigeria (MAN), held between August 30 th – September 4 th 2015, at University of Enugu Campus (UNEC).
10. Yakubu Musa and Lawal Garba Anka(2015). Modelling and forecasting Nigeria Export Trade Using Seasonal ARIMA Process: A Box-Jenkins Techniques. Paper Presented at 52 nd Annual National Conference of the Mathematical Association of Nigeria (MAN), held between August 30 th – September 4 th 2015, at University of Enugu Campus (UNEC).
11. Jibrin A. S., Aremu, T. A., Musa, Y., and Olanrewaju I. S. (2015). Analyzing Monthly Nigeria Crude Oil Production and Exportation Rate Using Non-Linear Model. 2015 Annual conference Proceedings, Nigerian Statistical Association. PP: 643-653 (A Paper Presented at the Nigeria Statistical Association (NSA) Annual Conference Held on 9 th – 11 th September 2015 at Multipurpose Hall, Local Government Service Commission, Osun State Secretariat, Osogbo.)
12. Zoramawa A. B. , U. Usman and Y. Musa (2016). Enhancing the Distribution of Zakat by Exploring Data Envelopment Analysis. A Paper Presented at the Science Association of Nigeria Annual Conference Held on 24 th – 28 th April 2016 at University of Abuja.
13. Nurudeen A. A. , Danbaba A. and Yakubu M. (2016). Analysis of Survival Times of Women with Breast Cancer at Usmanu Danfodiyo University Teaching Hospital, (UDUTH) Sokoto. 2016 Annual conference Proceedings, Nigerian Statistical Association(A Paper Presented at the Nigeria Statistical Association Annual Conference Held on 7 th – 9 th September 2016 at International Conference Center , 900, Herbert Macaulay Way Area II, Opposite Radio House, Abuja.)
14. Nurudeen A. A. , Danbaba A. and Yakubu M. (2016). Modification of the Traditional Cox Proportional Hazards Model in Analyzing the Survival Times of Women with Breast Cancer. 2016 Annual conference Proceedings, Nigerian Statistical Association.(A Paper Presented at the Nigeria Statistical Association Annual Conference Held on 7 th – 9 th September 2016 at International Conference Center, 900, Herbert Macaulay Way Area II, Opposite Radio House, Abuja.)
15. Yakubu Musa, Jibrin, A. S., Olaniran, O. R. (2018) Modelling Long Memory Volatility in Nigeria Stock Index Using ARFIMA-APARCH Method. August 2018, 55 th Annual National Conference Proceedings. Mathematical Association of Nigeria (M.A.N). PP: 6-14
16. Yakubu Musa, Zoramawa, A. B., Jibrin, S. A. and Osho, A. O. (2018) Volatility Modeling of the Nigeria Composite Consumer Price Index Using ICA-GARCH Method. August 2018, 55 th Annual National Conference Proceedings. Mathematical Association of Nigeria (M.A.N). PP: 15-23
17. Inaibasi E. Etuk, Yakubu Musa and S. U. Gulumbe(2018) . Evaluation Of Value At Risk And Expected Shortfall Models With Fat Tail Data. A Paper Presented at the Nigeria Statistical Association (NSA) 42 nd Annual National Statistical Conference Held on 5 th – 7 th September , 2018
18. Yakubu Musa, Muazu Adamu, and Jibrin A. Sanusi (2019). Empirical Analysis of Some Macroeconomic Variables in Nigeria Using VARMA Model. A paper presented at the 53 rd annual Conference of Science Association of Nigeria(SAN) Held on 14 th – 18 th July, 2019 at Usmanu Danfodiyo University, Sokoto.
19. Yakubu Musa, Ibrahim Adamu, and N.S. Dauran (2019). Estimating Volatility of Nigeria Stock Returns Using GARCH Models with Varying Distribution. A paper presented at the 53 rd annual Conference of Science Association of Nigeria (SAN) Held on 14 th – 18 th July, 2019 at Usmanu Danfodiyo University, Sokoto.
Google Scholar Link: https://scholar.google.com/citations?user=Gm3pghkAAAAJ&hl=en LinkedIn ID: https://www.linkedin.com/in/yakubu-musa-b7328016a/ ResearchGate ID: https://www.researchgate.net/profile/Yakubu-Musa-2