Volume 8, Issue 2, September 2014, Pages 291–298
Hassen Ben Naceur1
1 Université Tunis El Manar, Faculté des Sciences Economiques et de Gestion de Tunis, Tunisia
Original language: English
Copyright © 2014 ISSR Journals. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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.
Author Keywords: White noise, ARCH model, V-GARCH process, generator, inflation, statistical index.
Hassen Ben Naceur1
1 Université Tunis El Manar, Faculté des Sciences Economiques et de Gestion de Tunis, Tunisia
Original language: English
Copyright © 2014 ISSR Journals. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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.
Author Keywords: White noise, ARCH model, V-GARCH process, generator, inflation, statistical index.
How to Cite this Article
Hassen Ben Naceur, “Expense items: test on items generating inflation,” International Journal of Innovation and Scientific Research, vol. 8, no. 2, pp. 291–298, September 2014.
