Spillover dynamics across price inflation and selected agricultural commodity prices
Abstract This article contributes to the existing empirical literature by examining the spillovers across price inflation and agricultural commodity prices for the case of Nigeria. To achieve this objective, we employ the Diebold and Yilmaz (Int J Forecast 28(1):57–66, 2012) spillover index. Subsequ...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2020-01-01
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| Series: | Journal of Economic Structures |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s40008-020-0180-0 |