Expense items: test on items generating inflation

Hassen, Ben Naceur (2014): Expense items: test on items generating inflation. Published in: International Journal of Innovation and Scientific Research , Vol. 8, No. 2 (September 2014): pp. 291-298.

Abstract

This study aims to spot the inflation – generating expenses. The expenses items are represented by series of prices statistical indexes. We are going to determine the series of gaps on these prices indexes. We will afterwards study the data- generating process in the context of the ARCH model and the V-GARCH model. We will find out the following items (food, clothes and transports) as inflation- generating items.

• Item Type: MPRA Paper
• Language: English
• Keywords: White noise; ARCH model; V-GARCH process; generator; inflation; statistical index
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General; E - Macroeconomics and Monetary Economics > E6 - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook

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