Balcilar, Mehmet; Bekun, Festus Victor - In: Journal of economic structures : JES; the official … 9 (2020) 2, pp. 1-17
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....