République Tunisienne Ministère de l'Enseignement Supérieur et de la Recherche Scientifique

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Université de Tunis El Manar > Faculté des Sciences Economiques et de Gestion de Tunis > Econométrie appliquée à la finance >

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Article

Expense items: test on items generating inflation 

Ben Naceur Hassen, 2014

International Journal of Innovation and Scientific Research, 8, 2, 291-298, Septembre 2014

Résumé

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.

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