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Expense items: test on items generating inflation

Author

Listed:
  • Hassen, Ben Naceur

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.

Suggested Citation

  • Hassen, Ben Naceur, 2014. "Expense items: test on items generating inflation," MPRA Paper 78977, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:78977
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    References listed on IDEAS

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    Full references (including those not matched with items on IDEAS)

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    Keywords

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    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • E6 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook

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