How to determine pug allergies?

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I have a 2 year old pug that is my "baby." I knew when we got him that pugs are prone to allergies. I have to take my pug to the vet every now and then to get a shot because his allergies can get pretty severe. I have no idea what he is allergic too and I'm having a hard time trying to figure out how to determine what causes his allergies. Any suggestions or ideas?