Spillover dynamics across price inflation and selected agricultural commodity prices
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DOI: 10.1186/s40008-020-0180-0
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- Mehmet Balcilar & Festus Victor Bekun, 2018. "Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices," Working Papers 15-42, Eastern Mediterranean University, Department of Economics.
References listed on IDEAS
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Cited by:
- Sánchez García, Javier & Cruz Rambaud, Salvador, 2023. "Inflation and systemic risk: A network econometric model," Finance Research Letters, Elsevier, vol. 56(C).
- Ting-Ting Sun & Chi-Wei Su & Ran Tao & Meng Qin, 2021. "Are Agricultural Commodity Prices on a Conventional Wisdom with Inflation?," SAGE Open, , vol. 11(3), pages 21582440211, August.
- Mustafa Çakır, 2023. "Regional inflation spillovers in Turkey," Economic Change and Restructuring, Springer, vol. 56(2), pages 959-980, April.
- Korhan K. Gokmenoglu & Hasan Güngör & Festus Victor Bekun, 2021. "Revisiting the linkage between oil and agricultural commodity prices: Panel evidence from an Agrarian state," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5610-5620, October.
- Andrew Adewale Alola & Festus Victor Bekun, 2021. "Pandemic outbreaks (COVID-19) and sectoral carbon emissions in the United States: A spillover effect evidence from Diebold and Yilmaz index," Energy & Environment, , vol. 32(5), pages 945-955, August.
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More about this item
Keywords
Agricultural commodity prices; Inflation; VAR model; Forecast error variance; Price spillover; Nigeria;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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