Expense items: test on items generating inflation

Hassen Ben Naceur

MPRA Paper from University Library of Munich, Germany

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.

Keywords: White noise; ARCH model; V-GARCH process; generator; inflation; statistical index (search for similar items in EconPapers)
JEL-codes: C1 E6 (search for similar items in EconPapers)
Date: 2014-09
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Published in International Journal of Innovation and Scientific Research 2.8(2014): pp. 291-298

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:78977

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