Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices
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More about this item
KeywordsCO2 emissions; Agricultural commodity prices; inflation; VAR model; forecast error variance; price spillover; Nigeria.;
- 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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