Balcilar, Mehmet; Bekun, Festus Victor - In: Journal of economic structures : JES; the official … 9 (2020) 2, pp. 1-17
agricultural commodity prices for the case of Nigeria. To achieve this objective, we employ the Diebold and Yilmaz (Int J Forecast … positive spillover from commodity prices to price inflation. Based on these outcomes, several inherent policy implications for … the total spillover effect was about 75%. This suggests a high interconnectedness of the selected agricultural commodity …