This study examines the information flow between inflation and inflation uncertainty (IU) and intrastate inflationary trend among some ECOWAS member states. IU is measured using GARCH models and stochastic volatility model (SV). Transfer en- tropy was adopted to quantify the extent of...

This study investigates the responses of consumer price index (CPI) to crude oil priceshocks in the pre- and post-2008 global financial crisis. The study used the StructuralVector Autoregressive model to analyse monthly data from 2000M01 to 2019M12.The impulse response analysis showed that for...

This study investigates the responses of consumer price index (CPI) to crude oil priceshocks in the pre- and post-2008 global financial crisis. The study used the StructuralVector Autoregressive model to analyse monthly data from 2000M01 to 2019M12.The impulse response analysis showed that for...