This study investigates the macroeconomic linkages among three West African countries—Nigeria, Ghana, and Cameroon—using a Panel Vector Autoregression (PVAR) model. By utilizing panel data, which combines both cross-sectional and time-series dimensions, we explore the dynamic interrelationships and transmission mechanisms of key macroeconomic variables across these nations. The PVAR approach allows us to account for individual country heterogeneity while capturing the joint evolution of the variables over time. The study applies data spanning several years to analyze how macroeconomic shocks in one country influence the economic performance of the others. Our findings highlight significant interdependencies among the economies, underscoring the importance of coordinated policy frameworks in the West African region. The results provide empirical evidence for regional macroeconomic integration and support the formulation of more unified and responsive economic policies within the region.