Introduction. A large number of studies have been devoted to the study of spillover effects in many sectors of the economy. However, inflation spillovers in regional data from Russia are studied for the first time. Theoretical analysis. This paper aims at studying inflation spillovers in the aggregate and 12 subgroups of the CPI in 26 regions of the Russian Federation. To achieve this goal, we use the Diebold and Yilmaz methodology to quantitatively assess the spillover effect for the consumer price index.
